{"entries":[{"captured_at":1790801041,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Wed, 30 Sep 2026 20:44:01 GMT"},"metrics":{"ask":"58.70000","ask_levels":100,"bid":"58.68000","bid_levels":100,"depth_1pct_eur":{"buy":"299725.78915000","sell":"492777.90931000"},"mid":"58.69000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":-2e-24,"ltc":"1.703577512776831345826235094","mid_cost_bps":1.7038677798602828,"side":"buy","target_ltc":null,"vwap":"58.69999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.704158145875937286980231766","mid_cost_bps":1.7038677798602828,"side":"sell","target_ltc":"1.704158145875937286980231766","vwap":"58.67999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":-2e-24,"ltc":"17.03577512776831345826235094","mid_cost_bps":1.7038677798602828,"side":"buy","target_ltc":null,"vwap":"58.69999999999999999999999999"},{"budget_eur":1000,"eur":"999.9784141854124062713019771","filled_fraction":1.0,"full":true,"impact_bps":0.2158581458759373,"ltc":"17.04158145875937286980231766","mid_cost_bps":1.9196891463622423,"side":"sell","target_ltc":"17.04158145875937286980231766","vwap":"58.67873334440000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.2784968029341246,"ltc":"170.3189441607082056520258767","mid_cost_bps":3.9827528085233106,"side":"buy","target_ltc":null,"vwap":"58.71337477623322331035966474"},{"budget_eur":10000,"eur":"9995.756365562372188139059308","filled_fraction":1.0,"full":true,"impact_bps":4.2436344376278115,"ltc":"170.4158145875937286980231766","mid_cost_bps":5.946779158289317,"side":"sell","target_ltc":"170.4158145875937286980231766","vwap":"58.65509835312000000000000000"}],"spread_bps":3.4077355597205656},"raw_file":"1790801041-kraken.json","request_at":1790801041.1318212,"response_at":1790801041.3469718,"sequence":null,"sha256":"ac57e7f855c2c151ce3db7da96af79d909bde6520a1b27f640b08028231c6126","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Wed, 30 Sep 2026 20:44:01 GMT"},"metrics":{"ask":"58.722","ask_levels":643,"bid":"58.648","bid_levels":223,"depth_1pct_eur":{"buy":"11001.49613874030","sell":"85982.14924908713"},"mid":"58.685","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.702939273185518204420830353","mid_cost_bps":6.304847916844168,"side":"buy","target_ltc":null,"vwap":"58.72200000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.705087982539899058791433638","mid_cost_bps":6.304847916844168,"side":"sell","target_ltc":"1.705087982539899058791433638","vwap":"58.64800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.15249671772108572,"ltc":"17.02913304316571019872962894","mid_cost_bps":6.457440781426559,"side":"buy","target_ltc":null,"vwap":"58.72289549122580175957638392"},{"budget_eur":1000,"eur":"999.9886616064222070658845997","filled_fraction":1.0,"full":true,"impact_bps":0.11338393577792934,"ltc":"17.05087982539899058791433638","mid_cost_bps":6.418160365774968,"side":"sell","target_ltc":"17.05087982539899058791433638","vwap":"58.64733502589344960000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.129919314841453,"ltc":"170.1896024654180249932083673","mid_cost_bps":12.43863205258788,"side":"buy","target_ltc":null,"vwap":"58.75799611220061197922641300"},{"budget_eur":10000,"eur":"9994.807046543328585459009685","filled_fraction":1.0,"full":true,"impact_bps":5.192953456671415,"ltc":"170.5087982539899058791433638","mid_cost_bps":11.494527295337226,"side":"sell","target_ltc":"170.5087982539899058791433638","vwap":"58.61754436656731348800000000"}],"spread_bps":12.609695833688336},"raw_file":"1790801041-coinbase.json","request_at":1790801041.1328585,"response_at":1790801041.2558835,"sequence":10009140494,"sha256":"6ddfcbfa5cc48aa09d086f3666b793a26d8b2187935640d1860acaba39c260c2","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790801041.252,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Wed, 30 Sep 2026 20:44:01 GMT"},"metrics":{"ask":"58.7","ask_levels":100,"bid":"58.67","bid_levels":100,"depth_1pct_eur":{"buy":"73502.55322660","sell":"77362.26286906"},"mid":"58.685","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":-2e-24,"ltc":"1.703577512776831345826235094","mid_cost_bps":2.556019425747636,"side":"buy","target_ltc":null,"vwap":"58.69999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.704448610874382137378558036","mid_cost_bps":2.556019425747636,"side":"sell","target_ltc":"1.704448610874382137378558036","vwap":"58.67000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":5.686135320244553,"ltc":"17.02609386040177051413006469","mid_cost_bps":8.243608133225786,"side":"buy","target_ltc":null,"vwap":"58.73337761432983552689609510"},{"budget_eur":1000,"eur":"999.7142742667376853587864323","filled_fraction":1.0,"full":true,"impact_bps":2.8572573326231465,"ltc":"17.04448610874382137378558036","mid_cost_bps":5.412546437846127,"side":"sell","target_ltc":"17.04448610874382137378558036","vwap":"58.65323647122950000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.614551833867734,"ltc":"170.1091443868774434812170661","mid_cost_bps":17.174306767453967,"side":"buy","target_ltc":null,"vwap":"58.78578741926480360282419440"},{"budget_eur":10000,"eur":"9989.020681421256178626214417","filled_fraction":1.0,"full":true,"impact_bps":10.979318578743822,"ltc":"170.4448610874382137378558036","mid_cost_bps":13.532531669334583,"side":"sell","target_ltc":"170.4448610874382137378558036","vwap":"58.60558433789851000000000000"}],"spread_bps":5.112038851495272},"raw_file":"1790801041-okx.json","request_at":1790801041.1331306,"response_at":1790801041.3782709,"sequence":null,"sha256":"47e14e8d6bb42e2107605e43aeff6c0112c17980ff19aa1e5bea07b1c6d4464b","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790802498,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Wed, 30 Sep 2026 21:08:18 GMT"},"metrics":{"ask":"58.71000","ask_levels":100,"bid":"58.68000","bid_levels":100,"depth_1pct_eur":{"buy":"295189.17663000","sell":"657824.58655000"},"mid":"58.69500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.703287344575029807528530063","mid_cost_bps":2.555583950932788,"side":"buy","target_ltc":null,"vwap":"58.71000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.704158145875937286980231766","mid_cost_bps":2.555583950932788,"side":"sell","target_ltc":"1.704158145875937286980231766","vwap":"58.67999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"17.03287344575029807528530063","mid_cost_bps":2.555583950932788,"side":"buy","target_ltc":null,"vwap":"58.71000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"17.04158145875937286980231766","mid_cost_bps":2.555583950932788,"side":"sell","target_ltc":"17.04158145875937286980231766","vwap":"58.67999999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.2025195520489036,"ltc":"170.2912274816958964753958794","mid_cost_bps":4.758666375343575,"side":"buy","target_ltc":null,"vwap":"58.72293099229007911256650837"},{"budget_eur":10000,"eur":"9998.560391854124062713019771","filled_fraction":1.0,"full":true,"impact_bps":1.4396081458759373,"ltc":"170.4158145875937286980231766","mid_cost_bps":3.9948241928614023,"side":"sell","target_ltc":"170.4158145875937286980231766","vwap":"58.67155237940000000000000000"}],"spread_bps":5.111167901865576},"raw_file":"1790802498-kraken.json","request_at":1790802498.343369,"response_at":1790802498.5495992,"sequence":null,"sha256":"6d11d077780cc25af6198c4400669cdefe3cb0f3232db3dd9ee5760642f6b83d","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Wed, 30 Sep 2026 21:08:18 GMT"},"metrics":{"ask":"58.72","ask_levels":642,"bid":"58.653","bid_levels":221,"depth_1pct_eur":{"buy":"10077.34233641034","sell":"79088.30463036365"},"mid":"58.6865","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.702997275204359673024523161","mid_cost_bps":5.708297478977277,"side":"buy","target_ltc":null,"vwap":"58.71999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.704942628680544899664126302","mid_cost_bps":5.708297478977277,"side":"sell","target_ltc":"1.704942628680544899664126302","vwap":"58.65300000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1525025179126473,"ltc":"17.02971304463173311081214557","mid_cost_bps":5.860887049863779,"side":"buy","target_ltc":null,"vwap":"58.72089549478518306496747171"},{"budget_eur":1000,"eur":"999.9636632188195836530100761","filled_fraction":1.0,"full":true,"impact_bps":0.36336781180416344,"ltc":"17.04942628680544899664126302","mid_cost_bps":6.071457869625035,"side":"sell","target_ltc":"17.04942628680544899664126302","vwap":"58.65086873877342504000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.573953973777714,"ltc":"170.1368392935719000152312613","mid_cost_bps":15.287716550488227,"side":"buy","target_ltc":null,"vwap":"58.77621825773402273194400487"},{"budget_eur":10000,"eur":"9995.901943087723112031780130","filled_fraction":1.0,"full":true,"impact_bps":4.098056912276888,"ltc":"170.4942628680544899664126302","mid_cost_bps":9.80401509846006,"side":"sell","target_ltc":"170.4942628680544899664126302","vwap":"58.62896366679242236900000000"}],"spread_bps":11.416594957954555},"raw_file":"1790802498-coinbase.json","request_at":1790802498.3443298,"response_at":1790802498.4760904,"sequence":10009171484,"sha256":"cd3e50b8fdd42c94e3f0f264dd9655974f2524fdee7ab84e654d3fd067bd026c","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790802498.452,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Wed, 30 Sep 2026 21:08:18 GMT"},"metrics":{"ask":"58.71","ask_levels":100,"bid":"58.68","bid_levels":100,"depth_1pct_eur":{"buy":"74125.76098118","sell":"81539.70672413"},"mid":"58.695","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.703287344575029807528530063","mid_cost_bps":2.555583950932788,"side":"buy","target_ltc":null,"vwap":"58.71000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.704158145875937286980231766","mid_cost_bps":2.555583950932788,"side":"sell","target_ltc":"1.704158145875937286980231766","vwap":"58.67999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8541772050061502,"ltc":"17.02801334899557371467483827","mid_cost_bps":5.410490564884761,"side":"buy","target_ltc":null,"vwap":"58.72675687437059110929801793"},{"budget_eur":1000,"eur":"999.6929463816496250852079076","filled_fraction":1.0,"full":true,"impact_bps":3.0705361835037492,"ltc":"17.04158145875937286980231766","mid_cost_bps":5.625335433137405,"side":"sell","target_ltc":"17.04158145875937286980231766","vwap":"58.66198209367520000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.280528706991271,"ltc":"170.1368111392857142857142857","mid_cost_bps":13.83899549173622,"side":"buy","target_ltc":null,"vwap":"58.77622798403874574928511326"},{"budget_eur":10000,"eur":"9989.643173692992501704158149","filled_fraction":1.0,"full":true,"impact_bps":10.356826307007498,"ltc":"170.4158145875937286980231766","mid_cost_bps":12.909763484031007,"side":"sell","target_ltc":"170.4158145875937286980231766","vwap":"58.61922614323048000000000000"}],"spread_bps":5.111167901865576},"raw_file":"1790802498-okx.json","request_at":1790802498.3445501,"response_at":1790802498.575425,"sequence":null,"sha256":"f239a6dbdf2dc01a06ceb50320056a8071ac7048b020e46b3b3c9f96e17b7848","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790802901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Wed, 30 Sep 2026 21:15:02 GMT"},"metrics":{"ask":"58.72000","ask_levels":100,"bid":"58.69000","bid_levels":100,"depth_1pct_eur":{"buy":"301517.93938000","sell":"695866.01830000"},"mid":"58.70500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.702997275204359673024523161","mid_cost_bps":2.5551486244783237,"side":"buy","target_ltc":null,"vwap":"58.71999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.703867779860282842051456807","mid_cost_bps":2.5551486244783237,"side":"sell","target_ltc":"1.703867779860282842051456807","vwap":"58.69000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1998672331605433,"ltc":"17.02963238549293376468585050","mid_cost_bps":2.755066926687456,"side":"buy","target_ltc":null,"vwap":"58.72117362039311871032665081"},{"budget_eur":1000,"eur":"999.8937932220139717157948543","filled_fraction":1.0,"full":true,"impact_bps":1.062067779860283,"ltc":"17.03867779860282842051456807","mid_cost_bps":3.616945030235925,"side":"sell","target_ltc":"17.03867779860282842051456807","vwap":"58.68376672420000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.125432433419701,"ltc":"170.2635391556009533537623425","mid_cost_bps":4.681124137473892,"side":"buy","target_ltc":null,"vwap":"58.73248053924904048459579769"},{"budget_eur":10000,"eur":"9997.549224440279434315897087","filled_fraction":1.0,"full":true,"impact_bps":2.4507755597205656,"ltc":"170.3867779860282842051456807","mid_cost_bps":5.005297974618857,"side":"sell","target_ltc":"170.3867779860282842051456807","vwap":"58.67561639824000000000000000"}],"spread_bps":5.110297248956647},"raw_file":"1790802901-kraken.json","request_at":1790802901.842987,"response_at":1790802902.0536175,"sequence":null,"sha256":"fe3bc8c111cdbb61c965cb3b289d0d951ff21d6e1099a9fe08b695e8f6241638","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Wed, 30 Sep 2026 21:15:01 GMT"},"metrics":{"ask":"58.745","ask_levels":640,"bid":"58.681","bid_levels":218,"depth_1pct_eur":{"buy":"10384.82629974158","sell":"47367.88559587047"},"mid":"58.713","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.702272533832666609924248872","mid_cost_bps":5.450241002844344,"side":"buy","target_ltc":null,"vwap":"58.74500000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.704129104820981237538555921","mid_cost_bps":5.450241002844344,"side":"sell","target_ltc":"1.704129104820981237538555921","vwap":"58.68100000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.03814629834523696,"ltc":"17.02266040317842916964559289","mid_cost_bps":5.488408091841516,"side":"buy","target_ltc":null,"vwap":"58.74522409042962909449873500"},{"budget_eur":1000,"eur":"999.8004799077875939401169033","filled_fraction":1.0,"full":true,"impact_bps":1.9952009221240605,"ltc":"17.04129104820981237538555921","mid_cost_bps":7.4443544923809375,"side":"sell","target_ltc":"17.04129104820981237538555921","vwap":"58.66929196146888380000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.303543866661864,"ltc":"170.1030178979597292724196278","mid_cost_bps":12.757765476931025,"side":"buy","target_ltc":null,"vwap":"58.78790466844470512495718183"},{"budget_eur":10000,"eur":"9987.309485127855145788244918","filled_fraction":1.0,"full":true,"impact_bps":12.690514872144854,"ltc":"170.4129104820981237538555921","mid_cost_bps":18.13383923853886,"side":"sell","target_ltc":"170.4129104820981237538555921","vwap":"58.60653078967876678100000000"}],"spread_bps":10.900482005688689},"raw_file":"1790802901-coinbase.json","request_at":1790802901.8443427,"response_at":1790802901.9558074,"sequence":10009184955,"sha256":"108bc308f4bb06b853f775cde42a15b33a23a943c2213b93b58846b0cdb77f0c","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790802902.005,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Wed, 30 Sep 2026 21:15:02 GMT"},"metrics":{"ask":"58.71","ask_levels":100,"bid":"58.69","bid_levels":100,"depth_1pct_eur":{"buy":"77457.30272591","sell":"80670.13434999"},"mid":"58.70","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.703287344575029807528530063","mid_cost_bps":1.7035775127768313,"side":"buy","target_ltc":null,"vwap":"58.71000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.703867779860282842051456807","mid_cost_bps":1.7035775127768313,"side":"sell","target_ltc":"1.703867779860282842051456807","vwap":"58.69000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.204920753373831,"ltc":"17.02571426782371958482218819","mid_cost_bps":5.909214606994508,"side":"buy","target_ltc":null,"vwap":"58.73468708974305776394336759"},{"budget_eur":1000,"eur":"999.7291368060419151473845630","filled_fraction":1.0,"full":true,"impact_bps":2.7086319395808487,"ltc":"17.03867779860282842051456807","mid_cost_bps":4.411748015911414,"side":"sell","target_ltc":"17.03867779860282842051456807","vwap":"58.67410303914660000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.210336659154061,"ltc":"170.0870350545547246770904147","mid_cost_bps":15.916335012929045,"side":"buy","target_ltc":null,"vwap":"58.79342888652589348902157895"},{"budget_eur":10000,"eur":"9991.137877950978020105639803","filled_fraction":1.0,"full":true,"impact_bps":8.86212204902198,"ltc":"170.3867779860282842051456807","mid_cost_bps":10.56418983061499,"side":"sell","target_ltc":"170.3867779860282842051456807","vwap":"58.63798820569429000000000000"}],"spread_bps":3.4071550255536627},"raw_file":"1790802901-okx.json","request_at":1790802901.8446515,"response_at":1790802902.1371737,"sequence":null,"sha256":"01daf71f228f91f60f974a56581019a8312c7422d606e479dfee71d7a2fbee75","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790803801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Wed, 30 Sep 2026 21:30:01 GMT"},"metrics":{"ask":"58.80000","ask_levels":100,"bid":"58.79000","bid_levels":100,"depth_1pct_eur":{"buy":"286622.55431000","sell":"340433.95147000"},"mid":"58.79500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.700680272108843537414965986","mid_cost_bps":0.8504124500382686,"side":"buy","target_ltc":null,"vwap":"58.80000000000000000000000000"},{"budget_eur":100,"eur":"99.97262060894709984691274029","filled_fraction":1.0,"full":true,"impact_bps":2.7379391052900153,"ltc":"1.700969552645007654362986903","mid_cost_bps":3.588118717578025,"side":"sell","target_ltc":"1.700969552645007654362986903","vwap":"58.77390365600000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"17.00680272108843537414965986","mid_cost_bps":0.8504124500382686,"side":"buy","target_ltc":null,"vwap":"58.80000000000000000000000000"},{"budget_eur":1000,"eur":"999.6664460894709984691274029","filled_fraction":1.0,"full":true,"impact_bps":3.335539105290015,"ltc":"17.00969552645007654362986903","mid_cost_bps":4.185667896930011,"side":"sell","target_ltc":"17.00969552645007654362986903","vwap":"58.77039036560000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.522141737878649,"ltc":"170.0251444595513256288239293","mid_cost_bps":3.372768673990383,"side":"buy","target_ltc":null,"vwap":"58.81483019341872645601314917"},{"budget_eur":10000,"eur":"9994.072711789419969382548055","filled_fraction":1.0,"full":true,"impact_bps":5.927288210580031,"ltc":"170.0969552645007654362986903","mid_cost_bps":6.777196596649375,"side":"sell","target_ltc":"170.0969552645007654362986903","vwap":"58.75515347261000000000000000"}],"spread_bps":1.7008249000765372},"raw_file":"1790803801-kraken.json","request_at":1790803801.337468,"response_at":1790803801.5630138,"sequence":null,"sha256":"edbaf3baf21e4e9a6a0f814f16e7aeb4025269a6302529367c41f1998bc02c22","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Wed, 30 Sep 2026 21:30:01 GMT"},"metrics":{"ask":"58.809","ask_levels":645,"bid":"58.752","bid_levels":221,"depth_1pct_eur":{"buy":"13956.86213678837","sell":"88686.56100354491"},"mid":"58.7805","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.700420003740924008230032818","mid_cost_bps":4.848546711919769,"side":"buy","target_ltc":null,"vwap":"58.80900000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.702069716775599128540305011","mid_cost_bps":4.848546711919769,"side":"sell","target_ltc":"1.702069716775599128540305011","vwap":"58.75200000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.5724913098522317,"ltc":"17.00322661746144559876217843","mid_cost_bps":5.4213155968577995,"side":"buy","target_ltc":null,"vwap":"58.81236676414410998989149559"},{"budget_eur":1000,"eur":"999.9726201704267320261437909","filled_fraction":1.0,"full":true,"impact_bps":0.2737982957326797,"ltc":"17.02069716775599128540305011","mid_cost_bps":5.122212255269798,"side":"sell","target_ltc":"17.02069716775599128540305011","vwap":"58.75039138025291136000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.686033443468634,"ltc":"169.9623554459173736002714625","mid_cost_bps":9.536852200592831,"side":"buy","target_ltc":null,"vwap":"58.83655809407769469309295431"},{"budget_eur":10000,"eur":"9996.874637580566122004357299","filled_fraction":1.0,"full":true,"impact_bps":3.125362419433878,"ltc":"170.2069716775599128540305011","mid_cost_bps":7.9723937847854165,"side":"sell","target_ltc":"170.2069716775599128540305011","vwap":"58.73363787071334208000000000"}],"spread_bps":9.697093423839538},"raw_file":"1790803801-coinbase.json","request_at":1790803801.3384397,"response_at":1790803801.5173068,"sequence":10009201701,"sha256":"953ef9b66a2c49b30e4b7190ffe05038fc5725b9c8d42f2c661dc13eaeb6a4b9","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790803801.455,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Wed, 30 Sep 2026 21:30:01 GMT"},"metrics":{"ask":"58.8","ask_levels":100,"bid":"58.78","bid_levels":100,"depth_1pct_eur":{"buy":"79914.88181392","sell":"79258.96347832"},"mid":"58.79","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.700680272108843537414965986","mid_cost_bps":1.7009695526450077,"side":"buy","target_ltc":null,"vwap":"58.80000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.701258931609390949302483838","mid_cost_bps":1.7009695526450077,"side":"sell","target_ltc":"1.701258931609390949302483838","vwap":"58.78000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.04982546973779,"ltc":"17.00161752447314751869476547","mid_cost_bps":4.751313788409288,"side":"buy","target_ltc":null,"vwap":"58.81793297376205820348681867"},{"budget_eur":1000,"eur":"999.6480309773562436202790064","filled_fraction":1.0,"full":true,"impact_bps":3.519690226437564,"ltc":"17.01258931609390949302483838","mid_cost_bps":5.22006109049158,"side":"sell","target_ltc":"17.01258931609390949302483838","vwap":"58.75931126084900000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.316607972331015,"ltc":"169.8927555152853260869565217","mid_cost_bps":12.019332348580773,"side":"buy","target_ltc":null,"vwap":"58.86066165487730636584549645"},{"budget_eur":10000,"eur":"9988.915371889077917659067710","filled_fraction":1.0,"full":true,"impact_bps":11.084628110922083,"ltc":"170.1258931609390949302483838","mid_cost_bps":12.783712202075183,"side":"sell","target_ltc":"170.1258931609390949302483838","vwap":"58.71484455596400000000000000"}],"spread_bps":3.4019391052900154},"raw_file":"1790803801-okx.json","request_at":1790803801.3386486,"response_at":1790803801.5833948,"sequence":null,"sha256":"1e5893bad350c410dfebacfbc8013086ea3c8763711c18ec447d04d4c730da23","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790804701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Wed, 30 Sep 2026 21:45:02 GMT"},"metrics":{"ask":"58.82000","ask_levels":100,"bid":"58.79000","bid_levels":100,"depth_1pct_eur":{"buy":"283747.79402000","sell":"676833.71298000"},"mid":"58.80500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.700102006120367222033321999","mid_cost_bps":2.5508035031034777,"side":"buy","target_ltc":null,"vwap":"58.82000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.700969552645007654362986903","mid_cost_bps":2.5508035031034777,"side":"sell","target_ltc":"1.700969552645007654362986903","vwap":"58.78999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1997720343220579,"ltc":"17.00068043515213326534081251","mid_cost_bps":2.7506264953460327,"side":"buy","target_ltc":null,"vwap":"58.82117505910588234447185889"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"17.00969552645007654362986903","mid_cost_bps":2.5508035031034777,"side":"sell","target_ltc":"17.00969552645007654362986903","vwap":"58.78999999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8415843658786115,"ltc":"169.9619045029736618521665251","mid_cost_bps":5.393112701317573,"side":"buy","target_ltc":null,"vwap":"58.83671419924009799195263315"},{"budget_eur":10000,"eur":"9998.715020447354992345637016","filled_fraction":1.0,"full":true,"impact_bps":1.2849795526450076,"ltc":"170.0969552645007654362986903","mid_cost_bps":3.835455282714055,"side":"sell","target_ltc":"170.0969552645007654362986903","vwap":"58.78244560521000000000000000"}],"spread_bps":5.101607006206955},"raw_file":"1790804701-kraken.json","request_at":1790804701.8257923,"response_at":1790804702.0424857,"sequence":null,"sha256":"2089ca237bb07341eb40b2489058b834e3a1aa171aa70e6953c12abac3e8c88e","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Wed, 30 Sep 2026 21:45:01 GMT"},"metrics":{"ask":"58.837","ask_levels":637,"bid":"58.782","bid_levels":221,"depth_1pct_eur":{"buy":"13410.01965433317","sell":"73027.12056440660"},"mid":"58.8095","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.699610789129289392729065044","mid_cost_bps":4.676115253487957,"side":"buy","target_ltc":null,"vwap":"58.83700000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.701201047939845530944847062","mid_cost_bps":4.676115253487957,"side":"sell","target_ltc":"1.701201047939845530944847062","vwap":"58.78200000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.99610789129289392729065044","mid_cost_bps":4.676115253487957,"side":"buy","target_ltc":null,"vwap":"58.83700000000000000000000000"},{"budget_eur":1000,"eur":"999.8361270276596247150488245","filled_fraction":1.0,"full":true,"impact_bps":1.6387297234037528,"ltc":"17.01201047939845530944847062","mid_cost_bps":6.314078687986115,"side":"sell","target_ltc":"17.01201047939845530944847062","vwap":"58.77236721893988806000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.73496602176732,"ltc":"169.8466877458411428765103628","mid_cost_bps":11.414230622989887,"side":"buy","target_ltc":null,"vwap":"58.87662651958227238145245266"},{"budget_eur":10000,"eur":"9992.235939309335529243646014","filled_fraction":1.0,"full":true,"impact_bps":7.764060690664471,"ltc":"170.1201047939845530944847062","mid_cost_bps":12.436545379889965,"side":"sell","target_ltc":"170.1201047939845530944847062","vwap":"58.73636129844813610800000000"}],"spread_bps":9.352230506975914},"raw_file":"1790804701-coinbase.json","request_at":1790804701.8268936,"response_at":1790804701.9528103,"sequence":10009219838,"sha256":"f8e3d1b5398dc552a76f295f2e2c0d3076b945cf4deba9628eb701daf7fdc2c8","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790804701.955,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Wed, 30 Sep 2026 21:45:02 GMT"},"metrics":{"ask":"58.82","ask_levels":100,"bid":"58.79","bid_levels":100,"depth_1pct_eur":{"buy":"70506.59735265","sell":"77099.50322674"},"mid":"58.805","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.700102006120367222033321999","mid_cost_bps":2.5508035031034777,"side":"buy","target_ltc":null,"vwap":"58.82000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.700969552645007654362986903","mid_cost_bps":2.5508035031034777,"side":"sell","target_ltc":"1.700969552645007654362986903","vwap":"58.78999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.998111840866509,"ltc":"16.99422557975199592322065568","mid_cost_bps":6.549935183738935,"side":"buy","target_ltc":null,"vwap":"58.84351689384797680682007978"},{"budget_eur":1000,"eur":"999.8098921094709984691274029","filled_fraction":1.0,"full":true,"impact_bps":1.9010789052900152,"ltc":"17.00969552645007654362986903","mid_cost_bps":4.451397480520364,"side":"sell","target_ltc":"17.00969552645007654362986903","vwap":"58.77882355711580000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.787570324437842,"ltc":"169.8100358381130154420498897","mid_cost_bps":14.341380605108986,"side":"buy","target_ltc":null,"vwap":"58.88933448864834339350692572"},{"budget_eur":10000,"eur":"9990.394986033549923456370134","filled_fraction":1.0,"full":true,"impact_bps":9.605013966450077,"ltc":"170.0969552645007654362986903","mid_cost_bps":12.153367419226257,"side":"sell","target_ltc":"170.0969552645007654362986903","vwap":"58.73353212289124000000000000"}],"spread_bps":5.101607006206955},"raw_file":"1790804701-okx.json","request_at":1790804701.8272104,"response_at":1790804702.0840044,"sequence":null,"sha256":"6ed6319f4d0fc4a7004d76891c4462a8a613d553561335ea5300f7abbf423e2d","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790805601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Wed, 30 Sep 2026 22:00:02 GMT"},"metrics":{"ask":"58.97000","ask_levels":100,"bid":"58.85000","bid_levels":100,"depth_1pct_eur":{"buy":"135026.50044000","sell":"90864.17211000"},"mid":"58.91000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.695777513990164490418857046","mid_cost_bps":10.185028008827024,"side":"buy","target_ltc":null,"vwap":"58.97000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.699235344095157179269328802","mid_cost_bps":10.185028008827024,"side":"sell","target_ltc":"1.699235344095157179269328802","vwap":"58.85000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.753779447002788,"ltc":"16.95310662824207492795389049","mid_cost_bps":12.941612187909598,"side":"buy","target_ltc":null,"vwap":"58.98623903739897544132586106"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.99235344095157179269328802","mid_cost_bps":10.185028008827024,"side":"sell","target_ltc":"16.99235344095157179269328802","vwap":"58.85000000000000000000000000"},{"budget_eur":10000,"eur":"9999.999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":3.327773810094516,"ltc":"169.5213385319545685709442278","mid_cost_bps":13.516191165867825,"side":"buy","target_ltc":null,"vwap":"58.98962388215812735977995404"},{"budget_eur":10000,"eur":"9991.743475870858113848768054","filled_fraction":1.0,"full":true,"impact_bps":8.256524129141885,"ltc":"169.9235344095157179269328802","mid_cost_bps":18.433142845017823,"side":"sell","target_ltc":"169.9235344095157179269328802","vwap":"58.80141035550000000000000000"}],"spread_bps":20.370056017654047},"raw_file":"1790805601-kraken.json","request_at":1790805601.902019,"response_at":1790805602.1042168,"sequence":null,"sha256":"30bf481e3450bdcbdde82aa85dd02ea265a5617a891882acdcd370db1b1cc8f4","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Wed, 30 Sep 2026 22:00:02 GMT"},"metrics":{"ask":"58.946","ask_levels":636,"bid":"58.887","bid_levels":223,"depth_1pct_eur":{"buy":"11019.54021024130","sell":"86852.29505115107"},"mid":"58.9165","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.696467953720354222508736810","mid_cost_bps":5.007086300102688,"side":"buy","target_ltc":null,"vwap":"58.94600000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.698167677076434527145210318","mid_cost_bps":5.007086300102688,"side":"sell","target_ltc":"1.698167677076434527145210318","vwap":"58.88700000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.21443773402078325,"ltc":"16.96431575826050078034878198","mid_cost_bps":5.2216314049474954,"side":"buy","target_ltc":null,"vwap":"58.94726402466695890901540802"},{"budget_eur":1000,"eur":"999.9642775465147130945709579","filled_fraction":1.0,"full":true,"impact_bps":0.35722453485286904,"ltc":"16.98167677076434527145210318","mid_cost_bps":5.3641319695481045,"side":"sell","target_ltc":"16.98167677076434527145210318","vwap":"58.88489641188161191000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":17.898849989930543,"ltc":"169.3436896422705866523143165","mid_cost_bps":22.91489839869045,"side":"buy","target_ltc":null,"vwap":"59.05150656115064458213608143"},{"budget_eur":10000,"eur":"9994.125592633593175573556132","filled_fraction":1.0,"full":true,"impact_bps":5.874407366406825,"ltc":"169.8167677076434527145210318","mid_cost_bps":10.878552300044957,"side":"sell","target_ltc":"169.8167677076434527145210318","vwap":"58.85240737734144013300000000"}],"spread_bps":10.014172600205375},"raw_file":"1790805601-coinbase.json","request_at":1790805601.9031606,"response_at":1790805602.0853257,"sequence":10009240519,"sha256":"697efd47059968221a2f6094bb52bcf365738f5592324055cedbb1e0ca87b97b","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790805602.105,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Wed, 30 Sep 2026 22:00:02 GMT"},"metrics":{"ask":"58.95","ask_levels":100,"bid":"58.92","bid_levels":100,"depth_1pct_eur":{"buy":"77631.37380500","sell":"81625.42520121"},"mid":"58.935","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.696352841391009329940627651","mid_cost_bps":2.5451768897938405,"side":"buy","target_ltc":null,"vwap":"58.94999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.697216564833672776646300068","mid_cost_bps":2.5451768897938405,"side":"sell","target_ltc":"1.697216564833672776646300068","vwap":"58.92000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9476882980515376,"ltc":"16.96192095251017639077340570","mid_cost_bps":3.4931063912808713,"side":"buy","target_ltc":null,"vwap":"58.95558662251701381475671615"},{"budget_eur":1000,"eur":"999.6206456940665308893414800","filled_fraction":1.0,"full":true,"impact_bps":3.793543059334691,"ltc":"16.97216564833672776646300068","mid_cost_bps":6.337754425316026,"side":"sell","target_ltc":"16.97216564833672776646300068","vwap":"58.89764844429440000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.707198291050465,"ltc":"169.4877078311028290699644249","mid_cost_bps":11.25459131683083,"side":"buy","target_ltc":null,"vwap":"59.00132893392574249722292418"},{"budget_eur":10000,"eur":"9986.590003336829599456890700","filled_fraction":1.0,"full":true,"impact_bps":13.4099966631704,"ltc":"169.7216564833672776646300068","mid_cost_bps":15.95176047160431,"side":"sell","target_ltc":"169.7216564833672776646300068","vwap":"58.84098829966060000000000000"}],"spread_bps":5.090353779587681},"raw_file":"1790805601-okx.json","request_at":1790805601.9035504,"response_at":1790805602.2590065,"sequence":null,"sha256":"6baf7df3871d6b425f745b808d32b13b46dbf02904368c8d37e5beb7eac90b2c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790806501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Wed, 30 Sep 2026 22:15:01 GMT"},"metrics":{"ask":"58.99000","ask_levels":100,"bid":"58.97000","bid_levels":100,"depth_1pct_eur":{"buy":"291415.66350000","sell":"668063.07759000"},"mid":"58.98000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.695202576707916596033225971","mid_cost_bps":1.69548999660902,"side":"buy","target_ltc":null,"vwap":"58.98999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.695777513990164490418857046","mid_cost_bps":1.69548999660902,"side":"sell","target_ltc":"1.695777513990164490418857046","vwap":"58.97000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.95202576707916596033225971","mid_cost_bps":1.69548999660902,"side":"buy","target_ltc":null,"vwap":"58.98999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.95777513990164490418857046","mid_cost_bps":1.69548999660902,"side":"sell","target_ltc":"16.95777513990164490418857046","vwap":"58.97000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"169.5202576707916596033225971","mid_cost_bps":1.69548999660902,"side":"buy","target_ltc":null,"vwap":"58.98999999999999999999999998"},{"budget_eur":10000,"eur":"9997.957024972019671019162286","filled_fraction":1.0,"full":true,"impact_bps":2.042975027980329,"ltc":"169.5777513990164490418857046","mid_cost_bps":3.7381186402170226,"side":"sell","target_ltc":"169.5777513990164490418857046","vwap":"58.95795257626000000000000000"}],"spread_bps":3.39097999321804},"raw_file":"1790806501-kraken.json","request_at":1790806501.676916,"response_at":1790806501.86646,"sequence":null,"sha256":"7b7a6c0bcb62f82d0e062684eabc93453e78ee1f2b591d8cf3b739ab8d6f6dad","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Wed, 30 Sep 2026 22:15:01 GMT"},"metrics":{"ask":"59.008","ask_levels":642,"bid":"58.975","bid_levels":243,"depth_1pct_eur":{"buy":"11386.25469226642","sell":"90215.43783642079"},"mid":"58.9915","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.694685466377440347071583514","mid_cost_bps":2.7970131290101117,"side":"buy","target_ltc":null,"vwap":"59.00800000000000000000000000"},{"budget_eur":100,"eur":"99.98782035888088172954641799","filled_fraction":1.0,"full":true,"impact_bps":1.217964111911827,"ltc":"1.695633743111487918609580331","mid_cost_bps":4.014636574760771,"side":"sell","target_ltc":"1.695633743111487918609580331","vwap":"58.96781705665000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.027249796395601305,"ltc":"16.94680848406632886508837635","mid_cost_bps":2.824270547209541,"side":"buy","target_ltc":null,"vwap":"59.00816079559857116418425703"},{"budget_eur":1000,"eur":"999.5356824391843238660449345","filled_fraction":1.0,"full":true,"impact_bps":4.643175608156762,"ltc":"16.95633743111487918609580331","mid_cost_bps":7.438890034853242,"side":"sell","target_ltc":"16.95633743111487918609580331","vwap":"58.94761687185089550000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":19.38327490612016,"ltc":"169.1406965757899154021753726","mid_cost_bps":22.185709562569837,"side":"buy","target_ltc":null,"vwap":"59.12237682856603385092154207"},{"budget_eur":10000,"eur":"9988.051001606932352691818569","filled_fraction":1.0,"full":true,"impact_bps":11.948998393067647,"ltc":"169.5633743111487918609580331","mid_cost_bps":14.742669371539366,"side":"sell","target_ltc":"169.5633743111487918609580331","vwap":"58.90453078197688355000000000"}],"spread_bps":5.594026258020223},"raw_file":"1790806501-coinbase.json","request_at":1790806501.6781273,"response_at":1790806501.825861,"sequence":10009266630,"sha256":"3cc3742a08e3e8f6e42234e274e0dd34d65c165c43c8ebe71cbb0d874f49d34e","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790806501.808,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Wed, 30 Sep 2026 22:15:01 GMT"},"metrics":{"ask":"58.99","ask_levels":100,"bid":"58.97","bid_levels":100,"depth_1pct_eur":{"buy":"78953.82854294","sell":"78451.27557324"},"mid":"58.98","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.695202576707916596033225971","mid_cost_bps":1.69548999660902,"side":"buy","target_ltc":null,"vwap":"58.98999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.695777513990164490418857046","mid_cost_bps":1.69548999660902,"side":"sell","target_ltc":"1.695777513990164490418857046","vwap":"58.97000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.841032320113927,"ltc":"16.94721100965774313791934937","mid_cost_bps":4.5370040109108265,"side":"buy","target_ltc":null,"vwap":"59.00675924965635205496481217"},{"budget_eur":1000,"eur":"999.6833591444039342038324572","filled_fraction":1.0,"full":true,"impact_bps":3.166408555960658,"ltc":"16.95777513990164490418857046","mid_cost_bps":4.861361691166497,"side":"sell","target_ltc":"16.95777513990164490418857046","vwap":"58.95132768874550000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.421610539806757,"ltc":"169.3437741846023688663282572","mid_cost_bps":12.118867510057656,"side":"buy","target_ltc":null,"vwap":"59.05147708057432005661035104"},{"budget_eur":10000,"eur":"9986.187047796108190605392573","filled_fraction":1.0,"full":true,"impact_bps":13.81295220389181,"ltc":"169.5777513990164490418857046","mid_cost_bps":15.506100228272295,"side":"sell","target_ltc":"169.5777513990164490418857046","vwap":"58.88854502085365000000000000"}],"spread_bps":3.39097999321804},"raw_file":"1790806501-okx.json","request_at":1790806501.678377,"response_at":1790806501.9456391,"sequence":null,"sha256":"7f56528456c0842088114b81b6add286d6b973375be5694e421acbaa3df07272","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790807401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Wed, 30 Sep 2026 22:30:01 GMT"},"metrics":{"ask":"59.34000","ask_levels":100,"bid":"59.32000","bid_levels":100,"depth_1pct_eur":{"buy":"263127.02186000","sell":"549280.62182000"},"mid":"59.33000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.685203909673070441523424334","mid_cost_bps":1.6854879487611663,"side":"buy","target_ltc":null,"vwap":"59.34000000000000000000000000"},{"budget_eur":100,"eur":"99.98916227916385704652730953","filled_fraction":1.0,"full":true,"impact_bps":1.0837720836142954,"ltc":"1.685772083614295347269049225","mid_cost_bps":2.769077363896848,"side":"sell","target_ltc":"1.685772083614295347269049225","vwap":"59.31357106400000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.6249376537830164,"ltc":"16.85098601516427969671440607","mid_cost_bps":2.3105309350326007,"side":"buy","target_ltc":null,"vwap":"59.34370838003754841911660524"},{"budget_eur":1000,"eur":"999.8296955832771409305461904","filled_fraction":1.0,"full":true,"impact_bps":1.7030441672285908,"ltc":"16.85772083614295347269049225","mid_cost_bps":3.3882450699477498,"side":"sell","target_ltc":"16.85772083614295347269049225","vwap":"59.30989754200000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.963721518490865,"ltc":"168.4536206432059269237245328","mid_cost_bps":5.649877547737197,"side":"buy","target_ltc":null,"vwap":"59.36352072349072479173447245"},{"budget_eur":10000,"eur":"9996.061731665542818610923806","filled_fraction":1.0,"full":true,"impact_bps":3.9382683344571814,"ltc":"168.5772083614295347269049225","mid_cost_bps":5.623092492836676,"side":"sell","target_ltc":"168.5772083614295347269049225","vwap":"59.29663819224000000000000000"}],"spread_bps":3.3709758975223325},"raw_file":"1790807401-kraken.json","request_at":1790807401.519774,"response_at":1790807401.725309,"sequence":null,"sha256":"dff11ae355b7e76896de29ae44e691da10485e532c22c8a799d75c71bc714e15","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Wed, 30 Sep 2026 22:30:01 GMT"},"metrics":{"ask":"59.365","ask_levels":646,"bid":"59.331","bid_levels":253,"depth_1pct_eur":{"buy":"13588.98629154423","sell":"88772.52417842928"},"mid":"59.348","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.4408934137914892,"ltc":"1.684419965640369197601563026","mid_cost_bps":3.3054801764125457,"side":"buy","target_ltc":null,"vwap":"59.36761736375097317565822657"},{"budget_eur":100,"eur":"99.99684570229728135376110294","filled_fraction":1.0,"full":true,"impact_bps":0.31542977027186464,"ltc":"1.685459540543729247779407055","mid_cost_bps":3.179799887106558,"side":"sell","target_ltc":"1.685459540543729247779407055","vwap":"59.32912852363000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.3060471383326233,"ltc":"16.84274256449979789814066289","mid_cost_bps":4.17088172081816,"side":"buy","target_ltc":null,"vwap":"59.37275334883671161889922999"},{"budget_eur":1000,"eur":"999.6138529675733828858438251","filled_fraction":1.0,"full":true,"impact_bps":3.861470324266171,"ltc":"16.85459540543729247779407055","mid_cost_bps":6.724824691801513,"side":"sell","target_ltc":"16.85459540543729247779407055","vwap":"59.30808951041909638000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":16.120076875814988,"ltc":"168.1783183187117252931323283","mid_cost_bps":18.989154878559628,"side":"buy","target_ltc":null,"vwap":"59.46069683637327568080195723"},{"budget_eur":10000,"eur":"9986.157739320574638553201528","filled_fraction":1.0,"full":true,"impact_bps":13.842260679425362,"ltc":"168.5459540543729247779407055","mid_cost_bps":16.702756089017086,"side":"sell","target_ltc":"168.5459540543729247779407055","vwap":"59.24887248316290138800000000"}],"spread_bps":5.728920940891015},"raw_file":"1790807401-coinbase.json","request_at":1790807401.5208886,"response_at":1790807401.6951983,"sequence":10009290375,"sha256":"4102700603bb4bad49097783c2d93f23a3339ab0a5a5ec8629f41eb003251398","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790807401.708,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Wed, 30 Sep 2026 22:30:01 GMT"},"metrics":{"ask":"59.35","ask_levels":100,"bid":"59.33","bid_levels":100,"depth_1pct_eur":{"buy":"69146.86921753","sell":"78246.48843864"},"mid":"59.34","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.684919966301600673967986521","mid_cost_bps":1.6852039096730704,"side":"buy","target_ltc":null,"vwap":"59.34999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.685487948761166357660542727","mid_cost_bps":1.6852039096730704,"side":"sell","target_ltc":"1.685487948761166357660542727","vwap":"59.33000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.758747861769157,"ltc":"16.84455267564836645335129673","mid_cost_bps":4.444416676710473,"side":"buy","target_ltc":null,"vwap":"59.36637316855959994677456926"},{"budget_eur":1000,"eur":"999.6035506456194168211697286","filled_fraction":1.0,"full":true,"impact_bps":3.964493543805832,"ltc":"16.85487948761166357660542727","mid_cost_bps":5.649029355476912,"side":"sell","target_ltc":"16.85487948761166357660542727","vwap":"59.30647865980460000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.257680270903307,"ltc":"168.3529761252103668798384382","mid_cost_bps":9.944275768084113,"side":"buy","target_ltc":null,"vwap":"59.39900933240781112886457502"},{"budget_eur":10000,"eur":"9986.213463239821338277431316","filled_fraction":1.0,"full":true,"impact_bps":13.786536760178661,"ltc":"168.5487948761166357660542727","mid_cost_bps":15.469417357286822,"side":"sell","target_ltc":"168.5487948761166357660542727","vwap":"59.24820447740186000000000000"}],"spread_bps":3.370407819346141},"raw_file":"1790807401-okx.json","request_at":1790807401.5212188,"response_at":1790807401.8336973,"sequence":null,"sha256":"77e901edf0af7805fc1c64162016ad086002448aac6f46640c6626ef68cbcb8f","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790808301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Wed, 30 Sep 2026 22:45:02 GMT"},"metrics":{"ask":"59.47000","ask_levels":100,"bid":"59.46000","bid_levels":100,"depth_1pct_eur":{"buy":"290766.75672000","sell":"650785.95171000"},"mid":"59.46500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.681520094165125273247015302","mid_cost_bps":0.8408307407718826,"side":"buy","target_ltc":null,"vwap":"59.46999999999999999999999999"},{"budget_eur":100,"eur":"99.98920197107299024554322235","filled_fraction":1.0,"full":true,"impact_bps":1.0798028927009755,"ltc":"1.681802892700975445677766566","mid_cost_bps":1.9205428403262423,"side":"sell","target_ltc":"1.681802892700975445677766566","vwap":"59.45357949200000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.6212542287917888,"ltc":"16.81415635507733691997310020","mid_cost_bps":1.4621372065290117,"side":"buy","target_ltc":null,"vwap":"59.47369459889862476780211763"},{"budget_eur":1000,"eur":"999.8301394214598049108644468","filled_fraction":1.0,"full":true,"impact_bps":1.698605785401951,"ltc":"16.81802892700975445677766566","mid_cost_bps":2.5392937021777517,"side":"sell","target_ltc":"16.81802892700975445677766566","vwap":"59.44990009000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.9766151987085094,"ltc":"168.1019719280551353168599765","mid_cost_bps":3.817696222436644,"side":"buy","target_ltc":null,"vwap":"59.48770193058671950443882401"},{"budget_eur":10000,"eur":"9994.995858429196098217288935","filled_fraction":1.0,"full":true,"impact_bps":5.004141570803902,"ltc":"168.1802892700975445677766566","mid_cost_bps":5.8445515479693935,"side":"sell","target_ltc":"168.1802892700975445677766566","vwap":"59.43024537422000000000000000"}],"spread_bps":1.6816614815437652},"raw_file":"1790808301-kraken.json","request_at":1790808301.866493,"response_at":1790808302.0676937,"sequence":null,"sha256":"23654fe0c118a5cd07d4d6c97ce29a4232d0e48177160120123976772d816e1e","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Wed, 30 Sep 2026 22:45:01 GMT"},"metrics":{"ask":"59.483","ask_levels":646,"bid":"59.453","bid_levels":243,"depth_1pct_eur":{"buy":"11611.43320366730","sell":"85419.75411683771"},"mid":"59.468","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.37590777299256045,"ltc":"1.681089404763905932189144212","mid_cost_bps":2.8983675600476975,"side":"buy","target_ltc":null,"vwap":"59.48523601220609164734492259"},{"budget_eur":100,"eur":"99.99686299545859754764267573","filled_fraction":1.0,"full":true,"impact_bps":0.3137004541402452,"ltc":"1.682000908280490471464854591","mid_cost_bps":2.8359862968319094,"side":"sell","target_ltc":"1.682000908280490471464854591","vwap":"59.45113495669000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.3530171511387772,"ltc":"16.80925166163380565780848167","mid_cost_bps":3.8757234008405845,"side":"buy","target_ltc":null,"vwap":"59.49104815192011878894292743"},{"budget_eur":1000,"eur":"999.6828548185954871915630834","filled_fraction":1.0,"full":true,"impact_bps":3.171451814045128,"ltc":"16.82000908280490471464854591","mid_cost_bps":5.693016827544646,"side":"sell","target_ltc":"16.82000908280490471464854591","vwap":"59.43414476752995750000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.72047093188692,"ltc":"167.9184514891734230109710823","mid_cost_bps":14.245792231812565,"side":"buy","target_ltc":null,"vwap":"59.55271687724414296529720859"},{"budget_eur":10000,"eur":"9991.860037651961683851109280","filled_fraction":1.0,"full":true,"impact_bps":8.139962348038317,"ltc":"168.2000908280490471464854591","mid_cost_bps":10.660274121845733,"side":"sell","target_ltc":"168.2000908280490471464854591","vwap":"59.40460548185220779900000000"}],"spread_bps":5.04472993879061},"raw_file":"1790808301-coinbase.json","request_at":1790808301.8683107,"response_at":1790808301.9902244,"sequence":10009309578,"sha256":"bb598de3f2b865d86a3cca382dbf25095feea2b40c5ed11ccf4dcc534eaf04c3","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790808301.958,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Wed, 30 Sep 2026 22:45:02 GMT"},"metrics":{"ask":"59.47","ask_levels":100,"bid":"59.46","bid_levels":100,"depth_1pct_eur":{"buy":"64714.13299493","sell":"80198.96213544"},"mid":"59.465","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6428127363155545,"ltc":"1.681243897276395427034297243","mid_cost_bps":2.4837816098324397,"side":"buy","target_ltc":null,"vwap":"59.47976980734286860236422198"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.681802892700975445677766566","mid_cost_bps":0.8408307407718826,"side":"sell","target_ltc":"1.681802892700975445677766566","vwap":"59.45999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.4662078211881076,"ltc":"16.80769427608805242816333389","mid_cost_bps":5.307414094443063,"side":"buy","target_ltc":null,"vwap":"59.49656053791260567412703005"},{"budget_eur":1000,"eur":"999.6220471136495122771611169","filled_fraction":1.0,"full":true,"impact_bps":3.7795288635048774,"ltc":"16.81802892700975445677766566","mid_cost_bps":4.620041809871353,"side":"sell","target_ltc":"16.81802892700975445677766566","vwap":"59.43752692137760000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.611625641305709,"ltc":"167.9905431952652787105439893","mid_cost_bps":10.453264557108392,"side":"buy","target_ltc":null,"vwap":"59.52716033768884505489066617"},{"budget_eur":10000,"eur":"9986.546755690289270097544569","filled_fraction":1.0,"full":true,"impact_bps":13.45324430971073,"ltc":"168.1802892700975445677766566","mid_cost_bps":14.29294386034474,"side":"sell","target_ltc":"168.1802892700975445677766566","vwap":"59.38000700933446000000000000"}],"spread_bps":1.6816614815437652},"raw_file":"1790808301-okx.json","request_at":1790808301.8695073,"response_at":1790808302.084551,"sequence":null,"sha256":"5012baa228c2662e3a8b7458b3a5305e1303f715abe7a10b487c26270835788d","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790809201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Wed, 30 Sep 2026 23:00:02 GMT"},"metrics":{"ask":"59.22000","ask_levels":100,"bid":"59.21000","bid_levels":100,"depth_1pct_eur":{"buy":"280080.72159000","sell":"655364.12128000"},"mid":"59.21500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.688618709895305639986491050","mid_cost_bps":0.8443806467955755,"side":"buy","target_ltc":null,"vwap":"59.22000000000000000000000000"},{"budget_eur":100,"eur":"99.98913096098631987839891912","filled_fraction":1.0,"full":true,"impact_bps":1.0869039013680122,"ltc":"1.688903901368012160108089850","mid_cost_bps":1.9311927721016635,"side":"sell","target_ltc":"1.688903901368012160108089850","vwap":"59.20356444200000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8002476238988747,"ltc":"16.88483589397264899544149924","mid_cost_bps":1.6446958420550766,"side":"buy","target_ltc":null,"vwap":"59.22473906642872913599084993"},{"budget_eur":1000,"eur":"999.8371296098631987839891912","filled_fraction":1.0,"full":true,"impact_bps":1.6287039013680122,"ltc":"16.88903901368012160108089850","mid_cost_bps":2.47294702355822,"side":"sell","target_ltc":"16.88903901368012160108089850","vwap":"59.20035644420000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.745879266924022,"ltc":"168.8155162869198312236286920","mid_cost_bps":3.59049177045074,"side":"buy","target_ltc":null,"vwap":"59.23626109701872405925404097"},{"budget_eur":10000,"eur":"9995.955998295895963519675732","filled_fraction":1.0,"full":true,"impact_bps":4.044001704104036,"ltc":"168.8903901368012160108089850","mid_cost_bps":4.888040883222157,"side":"sell","target_ltc":"168.8903901368012160108089850","vwap":"59.18605546591000000000000000"}],"spread_bps":1.688761293591151},"raw_file":"1790809201-kraken.json","request_at":1790809201.8598876,"response_at":1790809202.0564723,"sequence":null,"sha256":"bde93b1f4b8ec42fb04334cf83995dffc6f1b1607822a504de9849fbbe4e0515","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Wed, 30 Sep 2026 23:00:02 GMT"},"metrics":{"ask":"59.233","ask_levels":656,"bid":"59.204","bid_levels":240,"depth_1pct_eur":{"buy":"11194.90696065872","sell":"73260.36335719240"},"mid":"59.2185","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7602815107840499,"ltc":"1.688119760317326356654570006","mid_cost_bps":3.209026819799077,"side":"buy","target_ltc":null,"vwap":"59.23750337547282716277689625"},{"budget_eur":100,"eur":"99.99365524937504222687656241","filled_fraction":1.0,"full":true,"impact_bps":0.6344750624957773,"ltc":"1.689075062495777312343760557","mid_cost_bps":3.0828788571139087,"side":"sell","target_ltc":"1.689075062495777312343760557","vwap":"59.20024365384000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.593836296242245,"ltc":"16.87810314575990278645086159","mid_cost_bps":5.043030561991893,"side":"buy","target_ltc":null,"vwap":"59.24836407053353169030810880"},{"budget_eur":1000,"eur":"999.6636421850010134450374976","filled_fraction":1.0,"full":true,"impact_bps":3.3635781499898654,"ltc":"16.89075062495777312343760557","mid_cost_bps":5.811313707574491,"side":"sell","target_ltc":"16.89075062495777312343760557","vwap":"59.18408627192080000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":20.249619976369154,"ltc":"168.4836375309264614921680403","mid_cost_bps":22.70313736518612,"side":"buy","target_ltc":null,"vwap":"59.35294457400602741132781254"},{"budget_eur":10000,"eur":"9992.335075674250403351124926","filled_fraction":1.0,"full":true,"impact_bps":7.664924325749596,"ltc":"168.9075062495777312343760557","mid_cost_bps":10.111606673280802,"side":"sell","target_ltc":"168.9075062495777312343760557","vwap":"59.15862058202183208800000000"}],"spread_bps":4.897118299180155},"raw_file":"1790809201-coinbase.json","request_at":1790809201.860916,"response_at":1790809202.0134656,"sequence":10009327714,"sha256":"dd218e0854636e0cc1d45e217a3e401509d73dd7c9aed565c8e5d03d62233ec5","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790809202.008,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Wed, 30 Sep 2026 23:00:02 GMT"},"metrics":{"ask":"59.24","ask_levels":100,"bid":"59.22","bid_levels":100,"depth_1pct_eur":{"buy":"69092.58856384","sell":"71568.06925922"},"mid":"59.23","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.688048615800135043889264011","mid_cost_bps":1.6883336147222692,"side":"buy","target_ltc":null,"vwap":"59.23999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.688618709895305639986491050","mid_cost_bps":1.6883336147222692,"side":"sell","target_ltc":"1.688618709895305639986491050","vwap":"59.22000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.828473472208903,"ltc":"16.87571290737303863674708959","mid_cost_bps":4.517284627615321,"side":"buy","target_ltc":null,"vwap":"59.25675587684936554186694326"},{"budget_eur":1000,"eur":"999.6028503250523471800067543","filled_fraction":1.0,"full":true,"impact_bps":3.971496749476528,"ltc":"16.88618709895305639986491050","mid_cost_bps":5.659159843052507,"side":"sell","target_ltc":"16.88618709895305639986491050","vwap":"59.19648079624960000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.213552648624646,"ltc":"168.5989423740946606029981472","mid_cost_bps":13.9039483184961,"side":"buy","target_ltc":null,"vwap":"59.31235308589045240134793607"},{"budget_eur":10000,"eur":"9987.868960260942249240121579","filled_fraction":1.0,"full":true,"impact_bps":12.131039739057751,"ltc":"168.8618709895305639986491050","mid_cost_bps":13.817325229562721,"side":"sell","target_ltc":"168.8618709895305639986491050","vwap":"59.14815998266530000000000000"}],"spread_bps":3.3766672294445383},"raw_file":"1790809201-okx.json","request_at":1790809201.8611605,"response_at":1790809202.1575198,"sequence":null,"sha256":"4f32225d8a4478ada62cfa8d2e3d65d9c81dd409e5c478dcbfdba853b4922843","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790810101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Wed, 30 Sep 2026 23:15:01 GMT"},"metrics":{"ask":"59.06000","ask_levels":100,"bid":"59.05000","bid_levels":100,"depth_1pct_eur":{"buy":"277469.94749000","sell":"660399.73850000"},"mid":"59.05500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.693193362682018286488316966","mid_cost_bps":0.8466683600033866,"side":"buy","target_ltc":null,"vwap":"59.05999999999999999999999999"},{"budget_eur":100,"eur":"99.98908519898391193903471636","filled_fraction":1.0,"full":true,"impact_bps":1.091480101608806,"ltc":"1.693480101608806096528365792","mid_cost_bps":1.9380560494454322,"side":"sell","target_ltc":"1.693480101608806096528365792","vwap":"59.04355481000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.14007160816055486,"ltc":"16.93169646182495344506517691","mid_cost_bps":0.986751827583818,"side":"buy","target_ltc":null,"vwap":"59.06082726291779623706642121"},{"budget_eur":1000,"eur":"999.8366719898391193903471636","filled_fraction":1.0,"full":true,"impact_bps":1.633280101608806,"ltc":"16.93480101608806096528365792","mid_cost_bps":2.4798101769536873,"side":"sell","target_ltc":"16.93480101608806096528365792","vwap":"59.04035548100000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.485037852637273,"ltc":"169.2434299492385786802030457","mid_cost_bps":5.332085946604984,"side":"buy","target_ltc":null,"vwap":"59.08648863355767573273252032"},{"budget_eur":10000,"eur":"9997.458789796782387806943270","filled_fraction":1.0,"full":true,"impact_bps":2.541210203217612,"ltc":"169.3480101608806096528365792","mid_cost_bps":3.3876634069934806,"side":"sell","target_ltc":"169.3480101608806096528365792","vwap":"59.03499415375000000000000000"}],"spread_bps":1.6933367200067733},"raw_file":"1790810101-kraken.json","request_at":1790810101.7123902,"response_at":1790810101.907985,"sequence":null,"sha256":"bd9b0474368d653ce328906ff3496bf04da5d54f146de2ef9ce89210fc65a5f7","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Wed, 30 Sep 2026 23:15:01 GMT"},"metrics":{"ask":"59.088","ask_levels":667,"bid":"59.039","bid_levels":244,"depth_1pct_eur":{"buy":"10081.32328097335","sell":"68585.98232833883"},"mid":"59.0635","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.31887869053612544,"ltc":"1.692337044996869341546376051","mid_cost_bps":4.467088880042642,"side":"buy","target_ltc":null,"vwap":"59.08988419040663985788029398"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.693795626619692067955080540","mid_cost_bps":4.148077916141102,"side":"sell","target_ltc":"1.693795626619692067955080540","vwap":"59.03900000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.3006245164331576,"ltc":"16.91832599603359610244612105","mid_cost_bps":7.450071557340869,"side":"buy","target_ltc":null,"vwap":"59.10750273014270024135452569"},{"budget_eur":1000,"eur":"999.6478039951140923796134758","filled_fraction":1.0,"full":true,"impact_bps":3.5219600488590763,"ltc":"16.93795626619692067955080540","mid_cost_bps":7.668577028530159,"side":"sell","target_ltc":"16.93795626619692067955080540","vwap":"59.01820670006754090000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":18.921047147769873,"ltc":"168.9194876429086175037796069","mid_cost_bps":23.07697366169337,"side":"buy","target_ltc":null,"vwap":"59.19980068338674262102466667"},{"budget_eur":10000,"eur":"9989.389483973209294872880638","filled_fraction":1.0,"full":true,"impact_bps":10.610516026790705,"ltc":"169.3795626619692067955080540","mid_cost_bps":14.754192618210848,"side":"sell","target_ltc":"169.3795626619692067955080540","vwap":"58.97635657442943035600000000"}],"spread_bps":8.296155832282205},"raw_file":"1790810101-coinbase.json","request_at":1790810101.713383,"response_at":1790810101.8274446,"sequence":10009355729,"sha256":"f54ffb3f433530f5a4ad1e247c4b24c9b8f824517135666404251e2bdfee4b34","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790810101.855,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Wed, 30 Sep 2026 23:15:01 GMT"},"metrics":{"ask":"59.07","ask_levels":100,"bid":"59.04","bid_levels":100,"depth_1pct_eur":{"buy":"77566.84307100","sell":"77410.72650883"},"mid":"59.055","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.692906720839681733536482140","mid_cost_bps":2.54000508001016,"side":"buy","target_ltc":null,"vwap":"59.06999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.693766937669376693766937669","mid_cost_bps":2.54000508001016,"side":"sell","target_ltc":"1.693766937669376693766937669","vwap":"59.04000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.9810415176764087,"ltc":"16.92233035842354533152909337","mid_cost_bps":6.522057784254431,"side":"buy","target_ltc":null,"vwap":"59.09351601224491454697400017"},{"budget_eur":1000,"eur":"999.8388602524661246612466122","filled_fraction":1.0,"full":true,"impact_bps":1.6113974753387534,"ltc":"16.93766937669376693766937669","mid_cost_bps":4.150993259571586,"side":"sell","target_ltc":"16.93766937669376693766937669","vwap":"59.03048630930560000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":15.81080900727208,"ltc":"169.0234323632832291842594156","mid_cost_bps":18.354830040801993,"side":"buy","target_ltc":null,"vwap":"59.16339444880595617734045632"},{"budget_eur":10000,"eur":"9990.095334860975609756097559","filled_fraction":1.0,"full":true,"impact_bps":9.90466513902439,"ltc":"169.3766937669376693766937669","mid_cost_bps":12.442154429057657,"side":"sell","target_ltc":"169.3766937669376693766937669","vwap":"58.98152285701920000000000000"}],"spread_bps":5.08001016002032},"raw_file":"1790810101-okx.json","request_at":1790810101.71359,"response_at":1790810101.9799998,"sequence":null,"sha256":"881a7a0623fdd8cba3b97592d639aa5738b1bc9899f28d8a49ae81b7ddc966c2","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790811001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Wed, 30 Sep 2026 23:30:01 GMT"},"metrics":{"ask":"59.13000","ask_levels":100,"bid":"59.11000","bid_levels":100,"depth_1pct_eur":{"buy":"275966.22589000","sell":"580244.29637000"},"mid":"59.12000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.691188905800777946896668358","mid_cost_bps":1.6914749661705006,"side":"buy","target_ltc":null,"vwap":"59.12999999999999999999999999"},{"budget_eur":100,"eur":"99.98910238876670614109287769","filled_fraction":1.0,"full":true,"impact_bps":1.0897611233293858,"ltc":"1.691761123329385890712231433","mid_cost_bps":2.7810517591339647,"side":"sell","target_ltc":"1.691761123329385890712231433","vwap":"59.10355842200000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.91188905800777946896668358","mid_cost_bps":1.6914749661705006,"side":"buy","target_ltc":null,"vwap":"59.12999999999999999999999999"},{"budget_eur":1000,"eur":"999.8368438876670614109287769","filled_fraction":1.0,"full":true,"impact_bps":1.6315611233293859,"ltc":"16.91761123329385890712231433","mid_cost_bps":3.322760115020298,"side":"sell","target_ltc":"16.91761123329385890712231433","vwap":"59.10035584220000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.4269026149628847,"ltc":"169.0609550371872887085868830","mid_cost_bps":5.118957233131857,"side":"buy","target_ltc":null,"vwap":"59.15026327516227553782371885"},{"budget_eur":10000,"eur":"9996.934297753341228218575538","filled_fraction":1.0,"full":true,"impact_bps":3.065702246658772,"ltc":"169.1761123329385890712231433","mid_cost_bps":4.7566586569688765,"side":"sell","target_ltc":"169.1761123329385890712231433","vwap":"59.09187863402000000000000000"}],"spread_bps":3.3829499323410013},"raw_file":"1790811001-kraken.json","request_at":1790811001.1880407,"response_at":1790811001.387685,"sequence":null,"sha256":"09df2fca37bfe040392a2d4f0ea3afd0f01c7eef0906f07cd728484b3be04337","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Wed, 30 Sep 2026 23:30:01 GMT"},"metrics":{"ask":"59.147","ask_levels":647,"bid":"59.103","bid_levels":243,"depth_1pct_eur":{"buy":"10721.99204294271","sell":"80696.77420470114"},"mid":"59.125","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.690702825164420849747239928","mid_cost_bps":3.7209302325581395,"side":"buy","target_ltc":null,"vwap":"59.14699999999999999999999999"},{"budget_eur":100,"eur":"99.99681319254521767084581154","filled_fraction":1.0,"full":true,"impact_bps":0.31868074547823294,"ltc":"1.691961490956465830837690134","mid_cost_bps":4.039492399154334,"side":"sell","target_ltc":"1.691961490956465830837690134","vwap":"59.10111650119000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.5778791880121722,"ltc":"16.90605128612523667838788207","mid_cost_bps":4.299024445384456,"side":"buy","target_ltc":null,"vwap":"59.15041798203333559476079391"},{"budget_eur":1000,"eur":"999.7155682970595775172157081","filled_fraction":1.0,"full":true,"impact_bps":2.844317029404225,"ltc":"16.91961490956465830837690134","mid_cost_bps":6.564188911439795,"side":"sell","target_ltc":"16.91961490956465830837690134","vwap":"59.08618923306111221000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":24.080041139430612,"ltc":"168.6641385768743090683729188","mid_cost_bps":27.809931387296448,"side":"buy","target_ltc":null,"vwap":"59.28942621932739024027287998"},{"budget_eur":10000,"eur":"9992.654149329712972099555013","filled_fraction":1.0,"full":true,"impact_bps":7.345850670287028,"ltc":"169.1961490956465830837690134","mid_cost_bps":11.064047563060875,"side":"sell","target_ltc":"169.1961490956465830837690134","vwap":"59.05958381878340257900000000"}],"spread_bps":7.441860465116279},"raw_file":"1790811001-coinbase.json","request_at":1790811001.1891315,"response_at":1790811001.338963,"sequence":10009378103,"sha256":"2daeec0885ab5191cfa03e898a645f0848c1f03c05d32a7ef5b54c9ff9df0c48","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790811001.305,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Wed, 30 Sep 2026 23:30:01 GMT"},"metrics":{"ask":"59.13","ask_levels":100,"bid":"59.11","bid_levels":100,"depth_1pct_eur":{"buy":"76666.96461318","sell":"78121.30218845"},"mid":"59.12","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.691188905800777946896668358","mid_cost_bps":1.6914749661705006,"side":"buy","target_ltc":null,"vwap":"59.12999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.691761123329385890712231433","mid_cost_bps":1.6914749661705006,"side":"sell","target_ltc":"1.691761123329385890712231433","vwap":"59.11000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.7786157018817614,"ltc":"16.90550111881020787561264154","mid_cost_bps":5.470729811438913,"side":"buy","target_ltc":null,"vwap":"59.15234295464522685420974617"},{"budget_eur":1000,"eur":"999.7083138706682456437151075","filled_fraction":1.0,"full":true,"impact_bps":2.9168612933175435,"ltc":"16.91761123329385890712231433","mid_cost_bps":4.6078428797023,"side":"sell","target_ltc":"16.91761123329385890712231433","vwap":"59.09275843289520000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.30332126996,"ltc":"168.8942051928462966087396659","mid_cost_bps":14.997046459620007,"side":"buy","target_ltc":null,"vwap":"59.20866253866927347957860596"},{"budget_eur":10000,"eur":"9990.960397916694298765014380","filled_fraction":1.0,"full":true,"impact_bps":9.0396020833057,"ltc":"169.1761123329385890712231433","mid_cost_bps":10.729548023413397,"side":"sell","target_ltc":"169.1761123329385890712231433","vwap":"59.05656691208558000000000000"}],"spread_bps":3.3829499323410013},"raw_file":"1790811001-okx.json","request_at":1790811001.1894217,"response_at":1790811001.439681,"sequence":null,"sha256":"1a3a4f160f9d0cb7faa3e065583801445cb4ec19a9780ddb02858fadc6e67b75","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790811902,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Wed, 30 Sep 2026 23:45:02 GMT"},"metrics":{"ask":"59.25000","ask_levels":100,"bid":"59.24000","bid_levels":100,"depth_1pct_eur":{"buy":"282547.37184000","sell":"674236.95028000"},"mid":"59.24500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9376933860762131,"ltc":"1.687605467431657104286196422","mid_cost_bps":1.7817255992069478,"side":"buy","target_ltc":null,"vwap":"59.25555583331250156238282131"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.688048615800135043889264011","mid_cost_bps":0.8439530762089628,"side":"sell","target_ltc":"1.688048615800135043889264011","vwap":"59.23999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6756426339382735,"ltc":"16.87480951577526573308587818","mid_cost_bps":2.51973712652279,"side":"buy","target_ltc":null,"vwap":"59.25992818260608426991748484"},{"budget_eur":1000,"eur":"999.8872151384199864956110737","filled_fraction":1.0,"full":true,"impact_bps":1.127848615800135,"ltc":"16.88048615800135043889264011","mid_cost_bps":1.9717065068782176,"side":"sell","target_ltc":"16.88048615800135043889264011","vwap":"59.23331862480000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.300365951909415,"ltc":"168.6869610455311973018549747","mid_cost_bps":6.144766354133393,"side":"buy","target_ltc":null,"vwap":"59.28140466826506328321438460"},{"budget_eur":10000,"eur":"9996.940972768399729912221473","filled_fraction":1.0,"full":true,"impact_bps":3.05902723160027,"ltc":"168.8048615800135043889264011","mid_cost_bps":3.902722140265001,"side":"sell","target_ltc":"168.8048615800135043889264011","vwap":"59.22187832268000000000000000"}],"spread_bps":1.6879061524179255},"raw_file":"1790811902-kraken.json","request_at":1790811902.0565407,"response_at":1790811902.256202,"sequence":null,"sha256":"9847dbebac7592ebc22f6c7dfb919e912e880c4a7278462fa623d152ec57c1e1","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Wed, 30 Sep 2026 23:45:02 GMT"},"metrics":{"ask":"59.265","ask_levels":651,"bid":"59.24","bid_levels":239,"depth_1pct_eur":{"buy":"20272.97100317564","sell":"83418.84099961705"},"mid":"59.2525","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.5061465288478605,"ltc":"1.687251139641995512290587620","mid_cost_bps":2.6158689343431663,"side":"buy","target_ltc":null,"vwap":"59.26799967740321684540118719"},{"budget_eur":100,"eur":"99.99936655138419986495611075","filled_fraction":1.0,"full":true,"impact_bps":0.0633448615800135,"ltc":"1.688048615800135043889264011","mid_cost_bps":2.1729471262815916,"side":"sell","target_ltc":"1.688048615800135043889264011","vwap":"59.23962474504000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.4506930731485106,"ltc":"16.87091794034820750738085196","mid_cost_bps":3.5606147416589424,"side":"buy","target_ltc":null,"vwap":"59.27359753249801464861567865"},{"budget_eur":1000,"eur":"999.7834456378459689399054694","filled_fraction":1.0,"full":true,"impact_bps":2.1655436215403108,"ltc":"16.88048615800135043889264011","mid_cost_bps":4.274702403106164,"side":"sell","target_ltc":"16.88048615800135043889264011","vwap":"59.22717131958599520000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.935015760416275,"ltc":"168.6504246768976563817231496","mid_cost_bps":7.045672487086123,"side":"buy","target_ltc":null,"vwap":"59.29424737090410705233009361"},{"budget_eur":10000,"eur":"9993.152117913679324780553681","filled_fraction":1.0,"full":true,"impact_bps":6.847882086320675,"ltc":"168.8048615800135043889264011","mid_cost_bps":8.956053074446425,"side":"sell","target_ltc":"168.8048615800135043889264011","vwap":"59.19943314652063632000000000"}],"spread_bps":4.219231256065145},"raw_file":"1790811902-coinbase.json","request_at":1790811902.0584729,"response_at":1790811902.2159643,"sequence":10009405135,"sha256":"2ad7130d797f7aa9804eff460a1bf5b53980d45e9006432e78b81ad0e0a99e55","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790811902.255,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Wed, 30 Sep 2026 23:45:02 GMT"},"metrics":{"ask":"59.27","ask_levels":100,"bid":"59.24","bid_levels":100,"depth_1pct_eur":{"buy":"73508.79111505","sell":"81145.38399722"},"mid":"59.255","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.687194196051965581238400540","mid_cost_bps":2.5314319466711668,"side":"buy","target_ltc":null,"vwap":"59.27000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.688048615800135043889264011","mid_cost_bps":2.5314319466711668,"side":"sell","target_ltc":"1.688048615800135043889264011","vwap":"59.23999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.082591415189138,"ltc":"16.86842895598650927487352445","mid_cost_bps":4.614550555704332,"side":"buy","target_ltc":null,"vwap":"59.28234351931782601991310281"},{"budget_eur":1000,"eur":"999.7170716752599594868332209","filled_fraction":1.0,"full":true,"impact_bps":2.8292832474004053,"ltc":"16.88048615800135043889264011","mid_cost_bps":5.359998980271707,"side":"sell","target_ltc":"16.88048615800135043889264011","vwap":"59.22323932604240000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.093886454572885,"ltc":"168.5492878678228658023236235","mid_cost_bps":12.62787359990777,"side":"buy","target_ltc":null,"vwap":"59.32982646501625349251730309"},{"budget_eur":10000,"eur":"9988.801573441998649561107361","filled_fraction":1.0,"full":true,"impact_bps":11.19842655800135,"ltc":"168.8048615800135043889264011","mid_cost_bps":13.72702369919838,"side":"sell","target_ltc":"168.8048615800135043889264011","vwap":"59.17366052107040000000000000"}],"spread_bps":5.0628638933423336},"raw_file":"1790811902-okx.json","request_at":1790811902.0587573,"response_at":1790811902.3846984,"sequence":null,"sha256":"62e50bd2d76ac19d7db0917cefd1bea4e18d57e95e59fc98050489598a55ca47","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790812802,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 00:00:02 GMT"},"metrics":{"ask":"59.35000","ask_levels":100,"bid":"59.33000","bid_levels":100,"depth_1pct_eur":{"buy":"257472.34018000","sell":"297870.64201000"},"mid":"59.34000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.684919966301600673967986521","mid_cost_bps":1.6852039096730704,"side":"buy","target_ltc":null,"vwap":"59.34999999999999999999999999"},{"budget_eur":100,"eur":"99.98916512051238833642339457","filled_fraction":1.0,"full":true,"impact_bps":1.0834879487611664,"ltc":"1.685487948761166357660542727","mid_cost_bps":2.768509268621503,"side":"sell","target_ltc":"1.685487948761166357660542727","vwap":"59.32357166600000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1370987461576704,"ltc":"16.84896866576819407008086253","mid_cost_bps":1.8223257597650444,"side":"buy","target_ltc":null,"vwap":"59.35081368105844577376313695"},{"budget_eur":1000,"eur":"999.8221724102477667284678914","filled_fraction":1.0,"full":true,"impact_bps":1.7782758975223327,"ltc":"16.85487948761166357660542727","mid_cost_bps":3.4631801314459048,"side":"sell","target_ltc":"16.85487948761166357660542727","vwap":"59.31944948910000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.157488425588624,"ltc":"168.4556525181067879400370558","mid_cost_bps":3.8430559160546824,"side":"buy","target_ltc":null,"vwap":"59.36280469380586848448686381"},{"budget_eur":10000,"eur":"9994.004380256194168211697286","filled_fraction":1.0,"full":true,"impact_bps":5.995619743805832,"ltc":"168.5487948761166357660542727","mid_cost_bps":7.679813269295585,"side":"sell","target_ltc":"168.5487948761166357660542727","vwap":"59.29442798806000000000000000"}],"spread_bps":3.370407819346141},"raw_file":"1790812802-kraken.json","request_at":1790812802.173942,"response_at":1790812802.3732195,"sequence":null,"sha256":"21470c06ddb2540994f8fedc8f27920a677526cdf11d6944e2b0463c4907825c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 00:00:02 GMT"},"metrics":{"ask":"59.346","ask_levels":644,"bid":"59.322","bid_levels":240,"depth_1pct_eur":{"buy":"6337.36070435695","sell":"65973.50651178468"},"mid":"59.334","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.685033532167290129073568564","mid_cost_bps":2.0224491859642026,"side":"buy","target_ltc":null,"vwap":"59.34600000000000000000000000"},{"budget_eur":100,"eur":"99.99873776950203971545126597","filled_fraction":1.0,"full":true,"impact_bps":0.12622304979602844,"ltc":"1.685715248980142274367013924","mid_cost_bps":2.1486467077898,"side":"sell","target_ltc":"1.685715248980142274367013924","vwap":"59.32125121962400000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.926364880778436,"ltc":"16.84372186187489473506922222","mid_cost_bps":5.949608154088332,"side":"buy","target_ltc":null,"vwap":"59.36930140502146770612771641"},{"budget_eur":1000,"eur":"999.7453281296153615859209062","filled_fraction":1.0,"full":true,"impact_bps":2.546718703846384,"ltc":"16.85715248980142274367013924","mid_cost_bps":4.568652828893639,"side":"sell","target_ltc":"16.85715248980142274367013924","vwap":"59.30689235530504248000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":50.104686228068374,"ltc":"167.6632816050500826446280992","mid_cost_bps":52.13726883222007,"side":"buy","target_ltc":null,"vwap":"59.64335127088909457966511434"},{"budget_eur":10000,"eur":"9984.527734724471837429621388","filled_fraction":1.0,"full":true,"impact_bps":15.472265275528162,"ltc":"168.5715248980142274367013924","mid_cost_bps":17.491585274461215,"side":"sell","target_ltc":"168.5715248980142274367013924","vwap":"59.23021542793251183400000000"}],"spread_bps":4.044898371928405},"raw_file":"1790812802-coinbase.json","request_at":1790812802.1965873,"response_at":1790812802.3474343,"sequence":10009431912,"sha256":"e2f141ae3ce3a20e8372ed7bce131df3d143acc9fef20a64f2aa0188b73b1640","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790812802.356,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 00:00:02 GMT"},"metrics":{"ask":"59.36","ask_levels":100,"bid":"59.3","bid_levels":100,"depth_1pct_eur":{"buy":"71162.37245693","sell":"61466.90083327"},"mid":"59.33","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.684636118598382749326145553","mid_cost_bps":5.056463846283499,"side":"buy","target_ltc":null,"vwap":"59.35999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.686340640809443507588532884","mid_cost_bps":5.056463846283499,"side":"sell","target_ltc":"1.686340640809443507588532884","vwap":"59.29999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.702961310702265,"ltc":"16.83844213179599394041407170","mid_cost_bps":9.761803192369568,"side":"buy","target_ltc":null,"vwap":"59.38791677834032864489736444"},{"budget_eur":1000,"eur":"999.9839347777571669477234404","filled_fraction":1.0,"full":true,"impact_bps":0.16065222242833052,"ltc":"16.86340640809443507588532884","mid_cost_bps":5.217034835496376,"side":"sell","target_ltc":"16.86340640809443507588532884","vwap":"59.29904733232100000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.784865560637062,"ltc":"168.2317067138296084691648462","mid_cost_bps":18.848299674353886,"side":"buy","target_ltc":null,"vwap":"59.44182696196794160220058479"},{"budget_eur":10000,"eur":"9990.309829791905564924114673","filled_fraction":1.0,"full":true,"impact_bps":9.690170208094434,"ltc":"168.6340640809443507588532884","mid_cost_bps":14.741734254845777,"side":"sell","target_ltc":"168.6340640809443507588532884","vwap":"59.24253729066600000000000000"}],"spread_bps":10.112927692566998},"raw_file":"1790812802-okx.json","request_at":1790812802.2160091,"response_at":1790812802.5042381,"sequence":null,"sha256":"05e93fe763e4247884c611a3b1eb1579ab0449a7b9ad4afcbe1c385263a57f97","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790813701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 00:15:01 GMT"},"metrics":{"ask":"59.30000","ask_levels":100,"bid":"59.28000","bid_levels":100,"depth_1pct_eur":{"buy":"289154.89582000","sell":"668846.75161000"},"mid":"59.29000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.686340640809443507588532884","mid_cost_bps":1.6866250632484399,"side":"buy","target_ltc":null,"vwap":"59.29999999999999999999999999"},{"budget_eur":100,"eur":"99.98915090418353576248313093","filled_fraction":1.0,"full":true,"impact_bps":1.0849095816464238,"ltc":"1.686909581646423751686909582","mid_cost_bps":2.771351661325687,"side":"sell","target_ltc":"1.686909581646423751686909582","vwap":"59.27356865600000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.86340640809443507588532884","mid_cost_bps":1.6866250632484399,"side":"buy","target_ltc":null,"vwap":"59.29999999999999999999999999"},{"budget_eur":1000,"eur":"999.8158471255060728744939273","filled_fraction":1.0,"full":true,"impact_bps":1.8415287449392712,"ltc":"16.86909581646423751686909582","mid_cost_bps":3.5278432113341203,"side":"sell","target_ltc":"16.86909581646423751686909582","vwap":"59.26908341760000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.0925039639815473,"ltc":"168.5819300522501264115961571","mid_cost_bps":4.779650616699372,"side":"buy","target_ltc":null,"vwap":"59.31833854850641057623840671"},{"budget_eur":10000,"eur":"9995.261191255060728744939273","filled_fraction":1.0,"full":true,"impact_bps":4.738808744939271,"ltc":"168.6909581646423751686909582","mid_cost_bps":6.424634548827796,"side":"sell","target_ltc":"168.6909581646423751686909582","vwap":"59.25190834176000000000000000"}],"spread_bps":3.3732501264968797},"raw_file":"1790813701-kraken.json","request_at":1790813701.6454115,"response_at":1790813701.8419354,"sequence":null,"sha256":"ce9e885314d740bbe0647c1e4874639678f3bcae636b797b83ad0dc18a1e97e0","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 00:15:01 GMT"},"metrics":{"ask":"59.312","ask_levels":647,"bid":"59.269","bid_levels":236,"depth_1pct_eur":{"buy":"9543.24550789768","sell":"79086.55355090115"},"mid":"59.2905","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.685999460480172646344753170","mid_cost_bps":3.6262133056729158,"side":"buy","target_ltc":null,"vwap":"59.31199999999999999999999999"},{"budget_eur":100,"eur":"99.99746950934890077443520222","filled_fraction":1.0,"full":true,"impact_bps":0.25304906510992253,"ltc":"1.687222662774806391199446591","mid_cost_bps":3.879170609794149,"side":"sell","target_ltc":"1.687222662774806391199446591","vwap":"59.26750020349600000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8925140778877233,"ltc":"16.85848996083952865017953775","mid_cost_bps":4.519051028203113,"side":"buy","target_ltc":null,"vwap":"59.31729367949876766453566601"},{"budget_eur":1000,"eur":"999.7527130218140464661121328","filled_fraction":1.0,"full":true,"impact_bps":2.4728697818595355,"ltc":"16.87222662774806391199446591","mid_cost_bps":6.098186372201833,"side":"sell","target_ltc":"16.87222662774806391199446591","vwap":"59.25434354808989672000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":31.56291642499933,"ltc":"168.0694697851749220066398625","mid_cost_bps":35.200575117422865,"side":"buy","target_ltc":null,"vwap":"59.49920596989995603024604742"},{"budget_eur":10000,"eur":"9992.228448169938952066004151","filled_fraction":1.0,"full":true,"impact_bps":7.771551830061048,"ltc":"168.7222662774806391199446591","mid_cost_bps":11.394947005268774,"side":"sell","target_ltc":"168.7222662774806391199446591","vwap":"59.22293878945841117500000000"}],"spread_bps":7.2524266113458316},"raw_file":"1790813701-coinbase.json","request_at":1790813701.6466544,"response_at":1790813701.774456,"sequence":10009453993,"sha256":"fe012dcdde5e84af739b98fcfc02808dedfed3a8624bdbc82d9d0da02ece0088","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790813701.803,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 00:15:01 GMT"},"metrics":{"ask":"59.3","ask_levels":100,"bid":"59.28","bid_levels":100,"depth_1pct_eur":{"buy":"67950.85080749","sell":"79756.05336201"},"mid":"59.29","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.686340640809443507588532884","mid_cost_bps":1.6866250632484399,"side":"buy","target_ltc":null,"vwap":"59.29999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.686909581646423751686909582","mid_cost_bps":1.6866250632484399,"side":"sell","target_ltc":"1.686909581646423751686909582","vwap":"59.27999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.825714531785248,"ltc":"16.85864263694589583684476656","mid_cost_bps":4.512816187128777,"side":"buy","target_ltc":null,"vwap":"59.31675648717348652052225632"},{"budget_eur":1000,"eur":"999.6974892673414304993252364","filled_fraction":1.0,"full":true,"impact_bps":3.025107326585695,"ltc":"16.86909581646423751686909582","mid_cost_bps":4.711222167650531,"side":"sell","target_ltc":"16.86909581646423751686909582","vwap":"59.26206716376800000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.687716747843334,"ltc":"168.4203770770524899057873486","mid_cost_bps":14.376481753198005,"side":"buy","target_ltc":null,"vwap":"59.37523816031471097466211556"},{"budget_eur":10000,"eur":"9988.429871441889338731443997","filled_fraction":1.0,"full":true,"impact_bps":11.570128558110662,"ltc":"168.6909581646423751686909582","mid_cost_bps":13.25480217447799,"side":"sell","target_ltc":"168.6909581646423751686909582","vwap":"59.21141227790752000000000000"}],"spread_bps":3.3732501264968797},"raw_file":"1790813701-okx.json","request_at":1790813701.6469345,"response_at":1790813701.9370494,"sequence":null,"sha256":"b05ddd6430d805f2bf15b0d8055f8fc36be501bb1b972603142769d28151ef7c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790814601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 00:30:01 GMT"},"metrics":{"ask":"59.31000","ask_levels":100,"bid":"59.30000","bid_levels":100,"depth_1pct_eur":{"buy":"216354.09632000","sell":"657343.74598000"},"mid":"59.30500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.0839910580192043,"ltc":"1.685873567093728927848954821","mid_cost_bps":1.927181682001838,"side":"buy","target_ltc":null,"vwap":"59.31642915096511190026360413"},{"budget_eur":100,"eur":"99.98915659359190556492411469","filled_fraction":1.0,"full":true,"impact_bps":1.0843406408094436,"ltc":"1.686340640809443507588532884","mid_cost_bps":1.927348452912908,"side":"sell","target_ltc":"1.686340640809443507588532884","vwap":"59.29356986000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.6258465266848063,"ltc":"16.85782231962238705327039784","mid_cost_bps":2.469082834460431,"side":"buy","target_ltc":null,"vwap":"59.31964289574976758639912988"},{"budget_eur":1000,"eur":"999.8296118718381112984822936","filled_fraction":1.0,"full":true,"impact_bps":1.703881281618887,"ltc":"16.86340640809443507588532884","mid_cost_bps":2.5468368602984572,"side":"sell","target_ltc":"16.86340640809443507588532884","vwap":"59.28989598400000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.6065393163047945,"ltc":"168.5111549865229110512129380","mid_cost_bps":6.450111235984106,"side":"buy","target_ltc":null,"vwap":"59.34325238468500373698536294"},{"budget_eur":10000,"eur":"9995.544217436762225969645871","filled_fraction":1.0,"full":true,"impact_bps":4.455782563237774,"ltc":"168.6340640809443507588532884","mid_cost_bps":5.298506129331423,"side":"sell","target_ltc":"168.6340640809443507588532884","vwap":"59.27357720940000000000000000"}],"spread_bps":1.6861984655593962},"raw_file":"1790814601-kraken.json","request_at":1790814601.616324,"response_at":1790814601.8396096,"sequence":null,"sha256":"1f3ef8b52f69405da41d641976d629da8416285c662fc5f70a1b429bbedff884","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 00:30:01 GMT"},"metrics":{"ask":"59.319","ask_levels":641,"bid":"59.291","bid_levels":234,"depth_1pct_eur":{"buy":"7149.29217602899","sell":"83908.20345889417"},"mid":"59.305","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.31558361046049527,"ltc":"1.685747302946530914975389387","mid_cost_bps":2.6763359613676103,"side":"buy","target_ltc":null,"vwap":"59.32087201041889061189803462"},{"budget_eur":100,"eur":"99.99494402706650250459597578","filled_fraction":1.0,"full":true,"impact_bps":0.5055972933497496,"ltc":"1.686596616687186925503027441","mid_cost_bps":2.866155789899671,"side":"sell","target_ltc":"1.686596616687186925503027441","vwap":"59.28800226308800000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.443280708721811,"ltc":"16.85051786558908263836239575","mid_cost_bps":6.8050074759407995,"side":"buy","target_ltc":null,"vwap":"59.34535709683606691139740132"},{"budget_eur":1000,"eur":"999.8033507089306656996846065","filled_fraction":1.0,"full":true,"impact_bps":1.966492910693343,"ltc":"16.86596616687186925503027441","mid_cost_bps":4.3267065368505015,"side":"sell","target_ltc":"16.86596616687186925503027441","vwap":"59.27934046688320810000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":44.56901951741424,"ltc":"167.8320392933636348500740889","mid_cost_bps":46.94021867892244,"side":"buy","target_ltc":null,"vwap":"59.58337896687534952505698420"},{"budget_eur":10000,"eur":"9994.825937494112533605437588","filled_fraction":1.0,"full":true,"impact_bps":5.174062505887466,"ltc":"168.6596616687186925503027441","mid_cost_bps":7.533518928194482,"side":"sell","target_ltc":"168.6596616687186925503027441","vwap":"59.26032246599634262300000000"}],"spread_bps":4.72135570356631},"raw_file":"1790814601-coinbase.json","request_at":1790814601.6179953,"response_at":1790814601.7940667,"sequence":10009478067,"sha256":"329b3aa652b64bc567fb677d6d46b70cf070bff1891cd5466039c347c51ddfe7","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790814601.753,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 00:30:01 GMT"},"metrics":{"ask":"59.29","ask_levels":100,"bid":"59.27","bid_levels":100,"depth_1pct_eur":{"buy":"75944.33340673","sell":"86672.34891237"},"mid":"59.28","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.686625063248439871816495193","mid_cost_bps":1.6869095816464237,"side":"buy","target_ltc":null,"vwap":"59.29000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.687194196051965581238400540","mid_cost_bps":1.6869095816464237,"side":"sell","target_ltc":"1.687194196051965581238400540","vwap":"59.27000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.710427592042552,"ltc":"16.85830964779238287832827772","mid_cost_bps":6.398131780232843,"side":"buy","target_ltc":null,"vwap":"59.31792812519322029129232173"},{"budget_eur":1000,"eur":"999.7171504011844103256284799","filled_fraction":1.0,"full":true,"impact_bps":2.828495988155897,"ltc":"16.87194196051965581238400540","mid_cost_bps":4.5149284281039135,"side":"sell","target_ltc":"16.87194196051965581238400540","vwap":"59.25323550427820000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.88027974807642,"ltc":"168.4119046993606998654104980","mid_cost_bps":16.569699498371307,"side":"buy","target_ltc":null,"vwap":"59.37822517862634509678092596"},{"budget_eur":10000,"eur":"9993.135800929740172093807998","filled_fraction":1.0,"full":true,"impact_bps":6.864199070259828,"ltc":"168.7194196051965581238400540","mid_cost_bps":8.549950723588056,"side":"sell","target_ltc":"168.7194196051965581238400540","vwap":"59.22931589211057000000000000"}],"spread_bps":3.3738191632928474},"raw_file":"1790814601-okx.json","request_at":1790814601.6183374,"response_at":1790814601.8834815,"sequence":null,"sha256":"62bd3ed1247fe0dbf36a90e53dec565312a0d32ae1278d4c011df0c98ea097af","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790815501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 00:45:01 GMT"},"metrics":{"ask":"59.45000","ask_levels":100,"bid":"59.44000","bid_levels":100,"depth_1pct_eur":{"buy":"233784.40026000","sell":"672851.49476000"},"mid":"59.44500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.6660181189342214,"ltc":"1.681973763874873864783047427","mid_cost_bps":1.5071877730782985,"side":"buy","target_ltc":null,"vwap":"59.45395947771706394630305560"},{"budget_eur":100,"eur":"99.98919631224764468371467026","filled_fraction":1.0,"full":true,"impact_bps":1.0803687752355315,"ltc":"1.682368775235531628532974428","mid_cost_bps":1.9213915383968374,"side":"sell","target_ltc":"1.682368775235531628532974428","vwap":"59.43357828800000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5804697288026606,"ltc":"16.81819979818365287588294652","mid_cost_bps":2.4217162987184486,"side":"buy","target_ltc":null,"vwap":"59.45939589253773181664474288"},{"budget_eur":1000,"eur":"999.8377831224764468371467026","filled_fraction":1.0,"full":true,"impact_bps":1.6221687752355316,"ltc":"16.82368775235531628532974428","mid_cost_bps":2.463145966860123,"side":"sell","target_ltc":"16.82368775235531628532974428","vwap":"59.43035782880000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.299952206212607,"ltc":"168.1362808403361344537815126","mid_cost_bps":5.141427515507435,"side":"buy","target_ltc":null,"vwap":"59.47556321586593394785291173"},{"budget_eur":10000,"eur":"9995.788853674293405114401077","filled_fraction":1.0,"full":true,"impact_bps":4.211146325706595,"ltc":"168.2368775235531628532974428","mid_cost_bps":5.051905754899487,"side":"sell","target_ltc":"168.2368775235531628532974428","vwap":"59.41496894624000000000000000"}],"spread_bps":1.682227268904029},"raw_file":"1790815501-kraken.json","request_at":1790815501.3633535,"response_at":1790815501.6125853,"sequence":null,"sha256":"b8088c752c5367e658d4cec1b89889aea31384a666655ac4322062d503f31f95","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 00:45:01 GMT"},"metrics":{"ask":"59.456","ask_levels":644,"bid":"59.431","bid_levels":242,"depth_1pct_eur":{"buy":"9970.94207793781","sell":"88983.07629992625"},"mid":"59.4435","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.5645308529948299,"ltc":"1.681821094761624484991171277","mid_cost_bps":2.6674867125196298,"side":"buy","target_ltc":null,"vwap":"59.45935647463956606022695963"},{"budget_eur":100,"eur":"99.99685988226683044202520568","filled_fraction":1.0,"full":true,"impact_bps":0.3140117733169558,"ltc":"1.682623546633911594958859854","mid_cost_bps":2.4167828896346952,"side":"sell","target_ltc":"1.682623546633911594958859854","vwap":"59.42913379663000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.294745427439291,"ltc":"16.81530170384386454585196893","mid_cost_bps":4.398065122912185,"side":"buy","target_ltc":null,"vwap":"59.46964363841338304764711466"},{"budget_eur":1000,"eur":"999.8360109147112523767057595","filled_fraction":1.0,"full":true,"impact_bps":1.6398908528874763,"ltc":"16.82623546633911594958859854","mid_cost_bps":3.7423831584270038,"side":"sell","target_ltc":"16.82623546633911594958859854","vwap":"59.42125396467220444000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":27.261525539364627,"ltc":"167.7343344907796813345986714","mid_cost_bps":29.370095342105753,"side":"buy","target_ltc":null,"vwap":"59.61808612624684633249811944"},{"budget_eur":10000,"eur":"9994.693845703089921589742725","filled_fraction":1.0,"full":true,"impact_bps":5.306154296910078,"ltc":"168.2623546633911594958859854","mid_cost_bps":7.407875646953205,"side":"sell","target_ltc":"168.2623546633911594958859854","vwap":"59.39946499439803371300000000"}],"spread_bps":4.205674295759839},"raw_file":"1790815501-coinbase.json","request_at":1790815501.3644698,"response_at":1790815501.9776802,"sequence":10009500651,"sha256":"9b0be28d7efd44f260de85baac37d5baca92f0c7e068d98bf4af2c01f98447f4","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790815501.453,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 00:45:01 GMT"},"metrics":{"ask":"59.46","ask_levels":100,"bid":"59.44","bid_levels":100,"depth_1pct_eur":{"buy":"71803.98106994","sell":"85046.86071669"},"mid":"59.45","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.681802892700975445677766566","mid_cost_bps":1.682085786375105,"side":"buy","target_ltc":null,"vwap":"59.45999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.682368775235531628532974428","mid_cost_bps":1.682085786375105,"side":"sell","target_ltc":"1.682368775235531628532974428","vwap":"59.44000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.747134614128592,"ltc":"16.81172934571428571428571429","mid_cost_bps":5.429850700691103,"side":"buy","target_ltc":null,"vwap":"59.48228046241560860748917079"},{"budget_eur":1000,"eur":"999.6238735299057873485868102","filled_fraction":1.0,"full":true,"impact_bps":3.7612647009421267,"ltc":"16.82368775235531628532974428","mid_cost_bps":5.4427178103280065,"side":"sell","target_ltc":"16.82368775235531628532974428","vwap":"59.41764304261760000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.582035358000212,"ltc":"168.0025084216624685138539043","mid_cost_bps":12.265901133501977,"side":"buy","target_ltc":null,"vwap":"59.52292078223866925728672406"},{"budget_eur":10000,"eur":"9988.479690186702557200538358","filled_fraction":1.0,"full":true,"impact_bps":11.520309813297443,"ltc":"168.2368775235531628532974428","mid_cost_bps":13.20045778473339,"side":"sell","target_ltc":"168.2368775235531628532974428","vwap":"59.37152327846976000000000000"}],"spread_bps":3.36417157275021},"raw_file":"1790815501-okx.json","request_at":1790815501.3647282,"response_at":1790815501.578584,"sequence":null,"sha256":"5d068e9f9c10ad8d6fec5f755731d51d425d71168a4b65c008698c6ee102583b","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790816401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 01:00:01 GMT"},"metrics":{"ask":"59.34000","ask_levels":100,"bid":"59.33000","bid_levels":100,"depth_1pct_eur":{"buy":"231239.53722000","sell":"320024.94668000"},"mid":"59.33500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":1.083138704723046,"ltc":"1.685021398483572030328559393","mid_cost_bps":1.925902936517495,"side":"buy","target_ltc":null,"vwap":"59.34642734507382655564135039"},{"budget_eur":100,"eur":"99.98916512051238833642339457","filled_fraction":1.0,"full":true,"impact_bps":1.0834879487611664,"ltc":"1.685487948761166357660542727","mid_cost_bps":1.9260696047863823,"side":"sell","target_ltc":"1.685487948761166357660542727","vwap":"59.32357166600000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6249941272084247,"ltc":"16.84930109519797809604043808","mid_cost_bps":2.4678040196940745,"side":"buy","target_ltc":null,"vwap":"59.34964271515085479185415304"},{"budget_eur":1000,"eur":"999.7309624102477667284678914","filled_fraction":1.0,"full":true,"impact_bps":2.690375897522333,"ltc":"16.85487948761166357660542727","mid_cost_bps":3.5328221454453526,"side":"sell","target_ltc":"16.85487948761166357660542727","vwap":"59.31403799980000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.987755481255442,"ltc":"168.4363790200370432732783297","mid_cost_bps":5.830848744547028,"side":"buy","target_ltc":null,"vwap":"59.36959734102576978908313263"},{"budget_eur":10000,"eur":"9995.923796153716500927018371","filled_fraction":1.0,"full":true,"impact_bps":4.076203846283499,"ltc":"168.5487948761166357660542727","mid_cost_bps":4.9185333142327465,"side":"sell","target_ltc":"168.5487948761166357660542727","vwap":"59.30581588258000000000000000"}],"spread_bps":1.6853459172495155},"raw_file":"1790816401-kraken.json","request_at":1790816401.4559324,"response_at":1790816401.6670315,"sequence":null,"sha256":"c294d8804eb3b0e5b951df3de329efe97710d3edd10f1799bab4977bee26673e","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 01:00:01 GMT"},"metrics":{"ask":"59.359","ask_levels":645,"bid":"59.33","bid_levels":235,"depth_1pct_eur":{"buy":"12057.06513670775","sell":"84781.85747925091"},"mid":"59.3445","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3150156387578739,"ltc":"1.684611431170406306852637962","mid_cost_bps":2.758452987236031,"side":"buy","target_ltc":null,"vwap":"59.36086990133010286367599838"},{"budget_eur":100,"eur":"99.99936911205123883364233945","filled_fraction":1.0,"full":true,"impact_bps":0.06308879487611664,"ltc":"1.685487948761166357660542727","mid_cost_bps":2.5064337588150543,"side":"sell","target_ltc":"1.685487948761166357660542727","vwap":"59.32962569418000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7071371579646217,"ltc":"16.84376952816593960014148322","mid_cost_bps":4.15091465189903,"side":"buy","target_ltc":null,"vwap":"59.36913339545596219841673315"},{"budget_eur":1000,"eur":"999.5669117189670284847463340","filled_fraction":1.0,"full":true,"impact_bps":4.330882810329715,"ltc":"16.85487948761166357660542727","mid_cost_bps":6.773184998388427,"side":"sell","target_ltc":"16.85487948761166357660542727","vwap":"59.30430487228631380000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.925641721449546,"ltc":"168.2321758058718718718718719","mid_cost_bps":16.372404636377823,"side":"buy","target_ltc":null,"vwap":"59.44166121669435236231638444"},{"budget_eur":10000,"eur":"9992.007046209754168211697286","filled_fraction":1.0,"full":true,"impact_bps":7.992953790245831,"ltc":"168.5487948761166357660542727","mid_cost_bps":10.434361202390873,"side":"sell","target_ltc":"168.5487948761166357660542727","vwap":"59.28257780516247148000000000"}],"spread_bps":4.886720757610225},"raw_file":"1790816401-coinbase.json","request_at":1790816401.4569795,"response_at":1790816401.616269,"sequence":10009533377,"sha256":"973e682a13194bdb4a889eee4b7ba32369ce04e9926002d425a44e42de546a12","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790816401.603,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 01:00:01 GMT"},"metrics":{"ask":"59.35","ask_levels":100,"bid":"59.32","bid_levels":100,"depth_1pct_eur":{"buy":"69202.37193197","sell":"81390.00960759"},"mid":"59.335","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.684919966301600673967986521","mid_cost_bps":2.528018875874273,"side":"buy","target_ltc":null,"vwap":"59.34999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.685772083614295347269049225","mid_cost_bps":2.528018875874273,"side":"sell","target_ltc":"1.685772083614295347269049225","vwap":"59.31999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.823794797983012,"ltc":"16.84444313792522734927585046","mid_cost_bps":5.352527534512375,"side":"buy","target_ltc":null,"vwap":"59.36675922212602917760763515"},{"budget_eur":1000,"eur":"999.7173677249157113958192855","filled_fraction":1.0,"full":true,"impact_bps":2.826322750842886,"ltc":"16.85772083614295347269049225","mid_cost_bps":5.353627126990815,"side":"sell","target_ltc":"16.85772083614295347269049225","vwap":"59.30323425344200000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.519236710670897,"ltc":"168.2645158481842636180228648","mid_cost_bps":16.05067327510437,"side":"buy","target_ltc":null,"vwap":"59.43023666987783177882069687"},{"budget_eur":10000,"eur":"9989.031858267471341874578560","filled_fraction":1.0,"full":true,"impact_bps":10.968141732528657,"ltc":"168.5772083614295347269049225","mid_cost_bps":13.493387841469621,"side":"sell","target_ltc":"168.5772083614295347269049225","vwap":"59.25493698324264000000000000"}],"spread_bps":5.056037751748546},"raw_file":"1790816401-okx.json","request_at":1790816401.457293,"response_at":1790816401.7326012,"sequence":null,"sha256":"a8a71457cb6f05b5bb62cb3d86c28e43e55641e556b5832c4eef025e09d14770","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790817301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 01:15:01 GMT"},"metrics":{"ask":"59.49000","ask_levels":100,"bid":"59.48000","bid_levels":100,"depth_1pct_eur":{"buy":"226179.93949000","sell":"605295.77502000"},"mid":"59.48500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0788898331484003,"ltc":"1.680773445378151260504201681","mid_cost_bps":1.9195285563419069,"side":"buy","target_ltc":null,"vwap":"59.49641831561739983253008168"},{"budget_eur":100,"eur":"99.98920762609280430396772023","filled_fraction":1.0,"full":true,"impact_bps":1.0792373907195696,"ltc":"1.681237390719569603227975790","mid_cost_bps":1.9196947129528452,"side":"sell","target_ltc":"1.681237390719569603227975790","vwap":"59.47358069600000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7154271710118194,"ltc":"16.80666476222483616198958158","mid_cost_bps":2.556119398226328,"side":"buy","target_ltc":null,"vwap":"59.50020507624034931369597938"},{"budget_eur":1000,"eur":"999.8378962609280430396772023","filled_fraction":1.0,"full":true,"impact_bps":1.6210373907195696,"ltc":"16.81237390719569603227975790","mid_cost_bps":2.4614491720601834,"side":"sell","target_ltc":"16.81237390719569603227975790","vwap":"59.47035806960000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.805796420177595,"ltc":"167.9811536781995297279140074","mid_cost_bps":7.646916517380266,"side":"buy","target_ltc":null,"vwap":"59.53048768290363651082557169"},{"budget_eur":10000,"eur":"9997.722465218560860793544047","filled_fraction":1.0,"full":true,"impact_bps":2.2775347814391393,"ltc":"168.1237390719569603227975790","mid_cost_bps":3.117891381020425,"side":"sell","target_ltc":"168.1237390719569603227975790","vwap":"59.46645322312000000000000000"}],"spread_bps":1.6810960746406658},"raw_file":"1790817301-kraken.json","request_at":1790817301.4369183,"response_at":1790817301.6617205,"sequence":null,"sha256":"3b6e2dc1d8c4575e461dc815bc37bf91733a8f2537d2570930a52be88698fe95","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 01:15:01 GMT"},"metrics":{"ask":"59.522","ask_levels":657,"bid":"59.465","bid_levels":244,"depth_1pct_eur":{"buy":"28437.94675947486","sell":"108840.73893027383"},"mid":"59.4935","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.18762938584728137,"ltc":"1.680019551448971020579588408","mid_cost_bps":4.978158560252832,"side":"buy","target_ltc":null,"vwap":"59.52311680763044018813332785"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.681661481543765240057176490","mid_cost_bps":4.790439291687327,"side":"sell","target_ltc":"1.681661481543765240057176490","vwap":"59.46500000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.263926490707715,"ltc":"16.79670808428748971331642678","mid_cost_bps":7.055450302636499,"side":"buy","target_ltc":null,"vwap":"59.53547534325799046025794855"},{"budget_eur":1000,"eur":"999.9944653138945623475994280","filled_fraction":1.0,"full":true,"impact_bps":0.05534686105437652,"ltc":"16.81661481543765240057176490","mid_cost_bps":4.8457596391639175,"side":"sell","target_ltc":"16.81661481543765240057176490","vwap":"59.46467087989074015000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.61798179687125,"ltc":"167.8101458333014394155202172","mid_cost_bps":16.413986612207562,"side":"buy","target_ltc":null,"vwap":"59.59115255125133705481519565"},{"budget_eur":10000,"eur":"9996.000888182716821659799880","filled_fraction":1.0,"full":true,"impact_bps":3.9991118172831785,"ltc":"168.1661481543765240057176490","mid_cost_bps":8.78763535873237,"side":"sell","target_ltc":"168.1661481543765240057176490","vwap":"59.44121928157852558000000000"}],"spread_bps":9.580878583374654},"raw_file":"1790817301-coinbase.json","request_at":1790817301.4387383,"response_at":1790817301.6007037,"sequence":10009564418,"sha256":"6c205dfeefc9c7c8be4a5c8528cb7d0c53b5afec41b1fe278f139be9cdc2d2ef","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790817301.603,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 01:15:01 GMT"},"metrics":{"ask":"59.5","ask_levels":100,"bid":"59.47","bid_levels":100,"depth_1pct_eur":{"buy":"80695.90054248","sell":"81565.02709759"},"mid":"59.485","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.680672268907563025210084034","mid_cost_bps":2.5216441119609985,"side":"buy","target_ltc":null,"vwap":"59.49999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.681520094165125273247015302","mid_cost_bps":2.5216441119609985,"side":"sell","target_ltc":"1.681520094165125273247015302","vwap":"59.46999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.75595960239127,"ltc":"16.80041252200201545179711119","mid_cost_bps":6.278550833693882,"side":"buy","target_ltc":null,"vwap":"59.52234795963422805629822841"},{"budget_eur":1000,"eur":"999.8120364011669749453505970","filled_fraction":1.0,"full":true,"impact_bps":1.8796359883302505,"ltc":"16.81520094165125273247015302","mid_cost_bps":4.400806122988989,"side":"sell","target_ltc":"16.81520094165125273247015302","vwap":"59.45882180477740000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.514000633750115,"ltc":"167.8404073536217303822937626","mid_cost_bps":16.039052495723826,"side":"buy","target_ltc":null,"vwap":"59.58040830377081317931373374"},{"budget_eur":10000,"eur":"9991.345703746678997814023879","filled_fraction":1.0,"full":true,"impact_bps":8.654296253321002,"ltc":"168.1520094165125273247015302","mid_cost_bps":11.173758059762966,"side":"sell","target_ltc":"168.1520094165125273247015302","vwap":"59.41853290018150000000000000"}],"spread_bps":5.043288223921997},"raw_file":"1790817301-okx.json","request_at":1790817301.4391544,"response_at":1790817301.7388837,"sequence":null,"sha256":"112a8d16d6604ff5bd748e7f9cb093e8d3d56fcb583ac1a1bf6a911c5fc30d2a","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790818201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 01:30:01 GMT"},"metrics":{"ask":"59.45000","ask_levels":100,"bid":"59.42000","bid_levels":100,"depth_1pct_eur":{"buy":"210010.47616000","sell":"652014.23194000"},"mid":"59.43500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.0800207691248038,"ltc":"1.681904137235116044399596367","mid_cost_bps":3.604058799099345,"side":"buy","target_ltc":null,"vwap":"59.45642072347244695869308668"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.682935038707505890272635476","mid_cost_bps":2.5237654580634308,"side":"sell","target_ltc":"1.682935038707505890272635476","vwap":"59.42000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6218760226814486,"ltc":"16.81813017154389505549949546","mid_cost_bps":4.14605080421321,"side":"buy","target_ltc":null,"vwap":"59.45964205295484121185590462"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.82935038707505890272635476","mid_cost_bps":2.5237654580634308,"side":"sell","target_ltc":"16.82935038707505890272635476","vwap":"59.42000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.649256974110116,"ltc":"168.1304104891578416540595058","mid_cost_bps":7.174195795589239,"side":"buy","target_ltc":null,"vwap":"59.47763983271108464407794487"},{"budget_eur":10000,"eur":"9997.738659922584988219454727","filled_fraction":1.0,"full":true,"impact_bps":2.261340077415012,"ltc":"168.2935038707505890272635476","mid_cost_bps":4.784534826280811,"side":"sell","target_ltc":"168.2935038707505890272635476","vwap":"59.40656311726000000000000000"}],"spread_bps":5.0475309161268616},"raw_file":"1790818201-kraken.json","request_at":1790818201.5138485,"response_at":1790818201.7401438,"sequence":null,"sha256":"b4fee62a0a67dd70705c108a3a094856033b470e54300a686b00a3d2daab5ac0","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 01:30:01 GMT"},"metrics":{"ask":"59.461","ask_levels":651,"bid":"59.409","bid_levels":238,"depth_1pct_eur":{"buy":"7065.24873028337","sell":"92892.14578680409"},"mid":"59.435","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3135707696967938,"ltc":"1.681721874684693774593885582","mid_cost_bps":4.688234736046792,"side":"buy","target_ltc":null,"vwap":"59.46286452315369410570980591"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.683246646131057583867764143","mid_cost_bps":4.374526793976613,"side":"sell","target_ltc":"1.683246646131057583867764143","vwap":"59.40900000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.927561707194041,"ltc":"16.81114340536029448842720992","mid_cost_bps":8.303806623562966,"side":"buy","target_ltc":null,"vwap":"59.48435367466714648630186829"},{"budget_eur":1000,"eur":"999.9426462435934471208066115","filled_fraction":1.0,"full":true,"impact_bps":0.5735375640655288,"ltc":"16.83246646131057583867764143","mid_cost_bps":4.947813462498006,"side":"sell","target_ltc":"16.83246646131057583867764143","vwap":"59.40559267068564310000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":46.11549019605178,"ltc":"167.4054623608691678851521999","mid_cost_bps":50.51019033477639,"side":"buy","target_ltc":null,"vwap":"59.73520731625474348224130819"},{"budget_eur":10000,"eur":"9997.120343801778875422915717","filled_fraction":1.0,"full":true,"impact_bps":2.8796561982211246,"ltc":"168.3246646131057583867764143","mid_cost_bps":7.2529232788780815,"side":"sell","target_ltc":"168.3246646131057583867764143","vwap":"59.39189225049198812100000000"}],"spread_bps":8.749053587953226},"raw_file":"1790818201-coinbase.json","request_at":1790818201.5149672,"response_at":1790818201.6545656,"sequence":10009589026,"sha256":"533f51537b1a510bccdd9ab5ff14ae5fe06b97cd10e13b306690ceea5312a59b","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790818201.703,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 01:30:01 GMT"},"metrics":{"ask":"59.46","ask_levels":100,"bid":"59.43","bid_levels":100,"depth_1pct_eur":{"buy":"69712.94518451","sell":"82297.09884123"},"mid":"59.445","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.681802892700975445677766566","mid_cost_bps":2.5233409033560434,"side":"buy","target_ltc":null,"vwap":"59.45999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.682651859330304559986538785","mid_cost_bps":2.5233409033560434,"side":"sell","target_ltc":"1.682651859330304559986538785","vwap":"59.43000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.017197323936682,"ltc":"16.81295612638655462184873950","mid_cost_bps":5.541299569034823,"side":"buy","target_ltc":null,"vwap":"59.47794025528812750892651543"},{"budget_eur":1000,"eur":"999.7178539722009086320040383","filled_fraction":1.0,"full":true,"impact_bps":2.8214602779909135,"ltc":"16.82651859330304559986538785","mid_cost_bps":5.344089230734292,"side":"sell","target_ltc":"16.82651859330304559986538785","vwap":"59.41323206156790000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.136375811829227,"ltc":"167.9764267658217223434614739","mid_cost_bps":14.662779136535718,"side":"buy","target_ltc":null,"vwap":"59.53216289057713658169340547"},{"budget_eur":10000,"eur":"9992.643836624687868080094228","filled_fraction":1.0,"full":true,"impact_bps":7.356163375312132,"ltc":"168.2651859330304559986538785","mid_cost_bps":9.877648067874507,"side":"sell","target_ltc":"168.2651859330304559986538785","vwap":"59.38628232106052000000000000"}],"spread_bps":5.046681806712087},"raw_file":"1790818201-okx.json","request_at":1790818201.5153136,"response_at":1790818201.8268342,"sequence":null,"sha256":"de2720b0b2268d15468cef9d014d33dfa2b27e2a49c54fbade7992e614e44ca7","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790819101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 01:45:01 GMT"},"metrics":{"ask":"59.27000","ask_levels":100,"bid":"59.24000","bid_levels":100,"depth_1pct_eur":{"buy":"230456.50416000","sell":"679511.23597000"},"mid":"59.25500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.687194196051965581238400540","mid_cost_bps":2.5314319466711668,"side":"buy","target_ltc":null,"vwap":"59.27000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.688048615800135043889264011","mid_cost_bps":2.5314319466711668,"side":"sell","target_ltc":"1.688048615800135043889264011","vwap":"59.23999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.87194196051965581238400540","mid_cost_bps":2.5314319466711668,"side":"buy","target_ltc":null,"vwap":"59.27000000000000000000000000"},{"budget_eur":1000,"eur":"999.9801551384199864956110737","filled_fraction":1.0,"full":true,"impact_bps":0.19844861580013504,"ltc":"16.88048615800135043889264011","mid_cost_bps":2.7298303265547212,"side":"sell","target_ltc":"16.88048615800135043889264011","vwap":"59.23882439040000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.9237187456526836,"ltc":"168.6532448153768335862417805","mid_cost_bps":6.4561439550221005,"side":"buy","target_ltc":null,"vwap":"59.29325588100548345649930187"},{"budget_eur":10000,"eur":"9997.392024152599594868332209","filled_fraction":1.0,"full":true,"impact_bps":2.607975847400405,"ltc":"168.8048615800135043889264011","mid_cost_bps":5.138747602733947,"side":"sell","target_ltc":"168.8048615800135043889264011","vwap":"59.22455035108000000000000000"}],"spread_bps":5.0628638933423336},"raw_file":"1790819101-kraken.json","request_at":1790819101.6818721,"response_at":1790819101.889307,"sequence":null,"sha256":"054038315502f9d01b19c8b5af2b4abe46910f285e211e50dc4765863f3b9264","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 01:45:01 GMT"},"metrics":{"ask":"59.271","ask_levels":646,"bid":"59.225","bid_levels":218,"depth_1pct_eur":{"buy":"24508.56654322168","sell":"25177.64507022974"},"mid":"59.248","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.31626618842872734,"ltc":"1.687112372629732100681557460","mid_cost_bps":4.198376540209949,"side":"buy","target_ltc":null,"vwap":"59.27287454132543590976447812"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.688476150274377374419586323","mid_cost_bps":3.8819875776397517,"side":"sell","target_ltc":"1.688476150274377374419586323","vwap":"59.22500000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.51044084414461,"ltc":"16.86573668580402010050251256","mid_cost_bps":7.393791170559263,"side":"buy","target_ltc":null,"vwap":"59.29180673392732951888915355"},{"budget_eur":1000,"eur":"999.9943411279872562262558039","filled_fraction":1.0,"full":true,"impact_bps":0.056588720127437736,"ltc":"16.88476150274377374419586323","mid_cost_bps":3.9385543300963324,"side":"sell","target_ltc":"16.88476150274377374419586323","vwap":"59.22466485330504525000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":26.157181116261658,"ltc":"168.2764093772012710795769793","mid_cost_bps":30.049322879117348,"side":"buy","target_ltc":null,"vwap":"59.42603622819419446670126742"},{"budget_eur":10000,"eur":"9996.207824722209679189531446","filled_fraction":1.0,"full":true,"impact_bps":3.792175277790321,"ltc":"168.8476150274377374419586323","mid_cost_bps":7.6726907376980105,"side":"sell","target_ltc":"168.8476150274377374419586323","vwap":"59.20254084191728682500000000"}],"spread_bps":7.763975155279503},"raw_file":"1790819101-coinbase.json","request_at":1790819101.6829405,"response_at":1790819101.8087234,"sequence":10009619592,"sha256":"ecfba608894561dd579fcfb14bb3c442e698ecc6803f87f805417edceeef1cc4","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790819101.853,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 01:45:01 GMT"},"metrics":{"ask":"59.27","ask_levels":100,"bid":"59.24","bid_levels":100,"depth_1pct_eur":{"buy":"75471.92755076","sell":"80331.39061931"},"mid":"59.255","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.687194196051965581238400540","mid_cost_bps":2.5314319466711668,"side":"buy","target_ltc":null,"vwap":"59.27000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.688048615800135043889264011","mid_cost_bps":2.5314319466711668,"side":"sell","target_ltc":"1.688048615800135043889264011","vwap":"59.23999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8852779063111114,"ltc":"16.86876173013998988024962051","mid_cost_bps":4.417187098254317,"side":"buy","target_ltc":null,"vwap":"59.28117404215070595728797521"},{"budget_eur":1000,"eur":"999.7169949052599594868332209","filled_fraction":1.0,"full":true,"impact_bps":2.830050947400405,"ltc":"16.88048615800135043889264011","mid_cost_bps":5.360766485933676,"side":"sell","target_ltc":"16.88048615800135043889264011","vwap":"59.22323477818760000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.44222686980563,"ltc":"168.5434227394306889001179047","mid_cost_bps":12.976302195146058,"side":"buy","target_ltc":null,"vwap":"59.33189107865733796458484742"},{"budget_eur":10000,"eur":"9991.490301433598919648885889","filled_fraction":1.0,"full":true,"impact_bps":8.509698566401081,"ltc":"168.8048615800135043889264011","mid_cost_bps":11.038976340791494,"side":"sell","target_ltc":"168.8048615800135043889264011","vwap":"59.18958854569264000000000000"}],"spread_bps":5.0628638933423336},"raw_file":"1790819101-okx.json","request_at":1790819101.6832147,"response_at":1790819101.9918704,"sequence":null,"sha256":"bf5fa34b2ddf269974fd09b433d3c0ee44086a913ef102f90732db5ce656d120","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790820001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 02:00:01 GMT"},"metrics":{"ask":"59.17000","ask_levels":100,"bid":"59.15000","bid_levels":100,"depth_1pct_eur":{"buy":"227794.27087000","sell":"645855.19641000"},"mid":"59.16000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.690045631232043265168159540","mid_cost_bps":1.6903313049357673,"side":"buy","target_ltc":null,"vwap":"59.17000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.690617075232459847844463229","mid_cost_bps":1.6903313049357673,"side":"sell","target_ltc":"1.690617075232459847844463229","vwap":"59.15000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.90045631232043265168159540","mid_cost_bps":1.6903313049357673,"side":"buy","target_ltc":null,"vwap":"59.17000000000000000000000000"},{"budget_eur":1000,"eur":"999.9845982924767540152155536","filled_fraction":1.0,"full":true,"impact_bps":0.15401707523245986,"ltc":"16.90617075232459847844463229","mid_cost_bps":1.8443223461798512,"side":"sell","target_ltc":"16.90617075232459847844463229","vwap":"59.14908898900000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.325766108110163,"ltc":"168.9652657543503970265247508","mid_cost_bps":4.01649054457198,"side":"buy","target_ltc":null,"vwap":"59.18376155806168783360883496"},{"budget_eur":10000,"eur":"9997.081365849535080304311073","filled_fraction":1.0,"full":true,"impact_bps":2.9186341504649196,"ltc":"169.0617075232459847844463229","mid_cost_bps":4.608472109533468,"side":"sell","target_ltc":"169.0617075232459847844463229","vwap":"59.13273627900000000000000000"}],"spread_bps":3.3806626098715347},"raw_file":"1790820001-kraken.json","request_at":1790820001.5390997,"response_at":1790820001.7484322,"sequence":null,"sha256":"0001284ac27fd533b2db01349085e50c41655f0529ef8403f85508368419f281","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 02:00:01 GMT"},"metrics":{"ask":"59.17","ask_levels":651,"bid":"59.142","bid_levels":236,"depth_1pct_eur":{"buy":"25779.96413659453","sell":"84397.67715553254"},"mid":"59.156","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.31770606297532095,"ltc":"1.689991939163498098859315589","mid_cost_bps":2.6844050940944237,"side":"buy","target_ltc":null,"vwap":"59.17187986677462497402511967"},{"budget_eur":100,"eur":"99.99427378815055290656386326","filled_fraction":1.0,"full":true,"impact_bps":0.5726211849447094,"ltc":"1.690845761049677048459639512","mid_cost_bps":2.9391095090945973,"side":"sell","target_ltc":"1.690845761049677048459639512","vwap":"59.13861340378800000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.6695125199221703,"ltc":"16.89425694358350647814996875","mid_cost_bps":6.037004797548766,"side":"buy","target_ltc":null,"vwap":"59.19171250558037948151759268"},{"budget_eur":1000,"eur":"999.6991556438050968854621083","filled_fraction":1.0,"full":true,"impact_bps":3.008443561949031,"ltc":"16.90845761049677048459639512","mid_cost_bps":5.374355418567679,"side":"sell","target_ltc":"16.90845761049677048459639512","vwap":"59.12420746308592104000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.577093041584472,"ltc":"168.7585621969334546005760194","mid_cost_bps":16.947166733223227,"side":"buy","target_ltc":null,"vwap":"59.25625265952705532697515307"},{"budget_eur":10000,"eur":"9990.879832662202325251090597","filled_fraction":1.0,"full":true,"impact_bps":9.120167337797675,"ltc":"169.0845761049677048459639512","mid_cost_bps":11.48463277929593,"side":"sell","target_ltc":"169.0845761049677048459639512","vwap":"59.08806150633079699200000000"}],"spread_bps":4.733247684089526},"raw_file":"1790820001-coinbase.json","request_at":1790820001.5409195,"response_at":1790820001.700649,"sequence":10009647936,"sha256":"dabe57760d768ea0e9562211c639575da7d98f5e5dd3c8c98cda3af2cd65b007","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790820001.753,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 02:00:01 GMT"},"metrics":{"ask":"59.18","ask_levels":100,"bid":"59.12","bid_levels":100,"depth_1pct_eur":{"buy":"67406.07666703","sell":"79790.34739035"},"mid":"59.15","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.689760054072321730314295370","mid_cost_bps":5.07185122569738,"side":"buy","target_ltc":null,"vwap":"59.18000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.691474966170500676589986468","mid_cost_bps":5.07185122569738,"side":"sell","target_ltc":"1.691474966170500676589986468","vwap":"59.12000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8873965384019793,"ltc":"16.89441189527027027027027027","mid_cost_bps":6.960205023544026,"side":"buy","target_ltc":null,"vwap":"59.19116961271426291285875550"},{"budget_eur":1000,"eur":"999.9823011033829499323410012","filled_fraction":1.0,"full":true,"impact_bps":0.17698896617050067,"ltc":"16.91474966170500676589986468","mid_cost_bps":5.24875042569738,"side":"sell","target_ltc":"16.91474966170500676589986468","vwap":"59.11895364123200000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.904753877285438,"ltc":"168.8088044412012822675889995","mid_cost_bps":14.98162864679209,"side":"buy","target_ltc":null,"vwap":"59.23861633344577522109559178"},{"budget_eur":10000,"eur":"9994.592642372976995940460080","filled_fraction":1.0,"full":true,"impact_bps":5.407357627023004,"ltc":"169.1474966170500676589986468","mid_cost_bps":10.476466321379544,"side":"sell","target_ltc":"169.1474966170500676589986468","vwap":"59.08803170170904000000000000"}],"spread_bps":10.14370245139476},"raw_file":"1790820001-okx.json","request_at":1790820001.5412576,"response_at":1790820001.8776188,"sequence":null,"sha256":"5441b7772a3b416a769bcf7c2845c8a602e4c783fa71df4466d9e63880873d80","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790820901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 02:15:01 GMT"},"metrics":{"ask":"59.24000","ask_levels":100,"bid":"59.23000","bid_levels":100,"depth_1pct_eur":{"buy":"223757.51554000","sell":"654594.19120000"},"mid":"59.23500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0859832396091105,"ltc":"1.687865316455696202531645570","mid_cost_bps":1.930170458587722,"side":"buy","target_ltc":null,"vwap":"59.24643336471144437104886285"},{"budget_eur":100,"eur":"99.98913666385277730879621815","filled_fraction":1.0,"full":true,"impact_bps":1.086333614722269,"ltc":"1.688333614722269120378186730","mid_cost_bps":1.9303374694015363,"side":"sell","target_ltc":"1.688333614722269120378186730","vwap":"59.22356564600000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.780713190039327,"ltc":"16.87748076274046574417819777","mid_cost_bps":2.6249590508640117,"side":"buy","target_ltc":null,"vwap":"59.25054894493779297264293373"},{"budget_eur":1000,"eur":"999.8295032770555461759243628","filled_fraction":1.0,"full":true,"impact_bps":1.7049672294445382,"ltc":"16.88333614722269120378186730","mid_cost_bps":2.548918865535579,"side":"sell","target_ltc":"16.88333614722269120378186730","vwap":"59.21990147910000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.6697236965590245,"ltc":"168.7429375843454790823211876","mid_cost_bps":4.5141290079202605,"side":"buy","target_ltc":null,"vwap":"59.26173944317841566206838421"},{"budget_eur":10000,"eur":"9994.972185541110923518487255","filled_fraction":1.0,"full":true,"impact_bps":5.027814458889076,"ltc":"168.8333614722269120378186730","mid_cost_bps":5.87148561492361,"side":"sell","target_ltc":"168.8333614722269120378186730","vwap":"59.20022025496000000000000000"}],"spread_bps":1.688191103232886},"raw_file":"1790820901-kraken.json","request_at":1790820901.289705,"response_at":1790820901.4921439,"sequence":null,"sha256":"a8f1a6f717cccdf8cba2410bd2369ed97779545f640a06ca5c117b69ea8f50a8","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 02:15:01 GMT"},"metrics":{"ask":"59.265","ask_levels":644,"bid":"59.217","bid_levels":239,"depth_1pct_eur":{"buy":"30233.26162180837","sell":"94699.33015972545"},"mid":"59.241","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.2530839396161944,"ltc":"1.687293836575612883632252948","mid_cost_bps":4.304434761083604,"side":"buy","target_ltc":null,"vwap":"59.26649990196813537617729135"},{"budget_eur":100,"eur":"99.99682947871388283769863385","filled_fraction":1.0,"full":true,"impact_bps":0.3170521286117162,"ltc":"1.688704257223432460273232349","mid_cost_bps":4.368171973801927,"side":"sell","target_ltc":"1.688704257223432460273232349","vwap":"59.21512251241000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.6955625743750078,"ltc":"16.87219182620938079973004893","mid_cost_bps":4.747092654923699,"side":"buy","target_ltc":null,"vwap":"59.26912225159703348335215726"},{"budget_eur":1000,"eur":"999.7144415954763762095344243","filled_fraction":1.0,"full":true,"impact_bps":2.8555840452362378,"ltc":"16.88704257223432460273232349","mid_cost_bps":6.905675468117592,"side":"sell","target_ltc":"16.88704257223432460273232349","vwap":"59.20009008795932457000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.448758227542129,"ltc":"168.5912152855522815288769153","mid_cost_bps":12.503429320154696,"side":"buy","target_ltc":null,"vwap":"59.31507156563552843120658192"},{"budget_eur":10000,"eur":"9992.389996004916434976442577","filled_fraction":1.0,"full":true,"impact_bps":7.610003995083565,"ltc":"168.8704257223432460273232349","mid_cost_bps":11.658169284395326,"side":"sell","target_ltc":"168.8704257223432460273232349","vwap":"59.17193583934231365300000000"}],"spread_bps":8.102496581759254},"raw_file":"1790820901-coinbase.json","request_at":1790820901.290996,"response_at":1790820901.4303038,"sequence":10009683250,"sha256":"0915826df5f5bcd30ecddbcc0d9ba74ac37fa6f87f7d3535840cc740222629a7","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790820901.409,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 02:15:01 GMT"},"metrics":{"ask":"59.25","ask_levels":100,"bid":"59.22","bid_levels":100,"depth_1pct_eur":{"buy":"70601.25816024","sell":"72738.14792272"},"mid":"59.235","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.687763713080168776371308017","mid_cost_bps":2.532286654849329,"side":"buy","target_ltc":null,"vwap":"59.25000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.688618709895305639986491050","mid_cost_bps":2.532286654849329,"side":"sell","target_ltc":"1.688618709895305639986491050","vwap":"59.22000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.82685330973794,"ltc":"16.87286741869095816464237517","mid_cost_bps":5.359855804878416,"side":"buy","target_ltc":null,"vwap":"59.26674910586019729568971526"},{"budget_eur":1000,"eur":"999.8113908980209388720027016","filled_fraction":1.0,"full":true,"impact_bps":1.8860910197906113,"ltc":"16.88618709895305639986491050","mid_cost_bps":4.417900062328015,"side":"sell","target_ltc":"16.88618709895305639986491050","vwap":"59.20883056898080000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.883724068427783,"ltc":"168.5760401933962264150943396","mid_cost_bps":14.419020022863952,"side":"buy","target_ltc":null,"vwap":"59.32041106510543461939432079"},{"budget_eur":10000,"eur":"9991.996919330732860520094561","filled_fraction":1.0,"full":true,"impact_bps":8.00308066926714,"ltc":"168.8618709895305639986491050","mid_cost_bps":10.533340714678822,"side":"sell","target_ltc":"168.8618709895305639986491050","vwap":"59.17260575627660000000000000"}],"spread_bps":5.064573309698658},"raw_file":"1790820901-okx.json","request_at":1790820901.2914073,"response_at":1790820901.5362182,"sequence":null,"sha256":"1618e9bf53da4f65250d8fe7981e4be90d38971da7f3adcb9f6bfc60faff35be","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790821801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 02:30:01 GMT"},"metrics":{"ask":"59.22000","ask_levels":100,"bid":"59.21000","bid_levels":100,"depth_1pct_eur":{"buy":"217622.94648000","sell":"638031.29266000"},"mid":"59.21500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.688618709895305639986491050","mid_cost_bps":0.8443806467955755,"side":"buy","target_ltc":null,"vwap":"59.22000000000000000000000000"},{"budget_eur":100,"eur":"99.98913096098631987839891912","filled_fraction":1.0,"full":true,"impact_bps":1.0869039013680122,"ltc":"1.688903901368012160108089850","mid_cost_bps":1.9311927721016635,"side":"sell","target_ltc":"1.688903901368012160108089850","vwap":"59.20356444200000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.88618709895305639986491050","mid_cost_bps":0.8443806467955755,"side":"buy","target_ltc":null,"vwap":"59.22000000000000000000000000"},{"budget_eur":1000,"eur":"999.8294292197263975679783822","filled_fraction":1.0,"full":true,"impact_bps":1.7057078027360244,"ltc":"16.88903901368012160108089850","mid_cost_bps":2.549944422865828,"side":"sell","target_ltc":"16.88903901368012160108089850","vwap":"59.19990050410000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5241850233620378,"ltc":"168.8361372383524645509790682","mid_cost_bps":2.3686943693911995,"side":"buy","target_ltc":null,"vwap":"59.22902622370834998803926605"},{"budget_eur":10000,"eur":"9993.363246591791927039351463","filled_fraction":1.0,"full":true,"impact_bps":6.636753408208073,"ltc":"168.8903901368012160108089850","mid_cost_bps":7.480573660390104,"side":"sell","target_ltc":"168.8903901368012160108089850","vwap":"59.17070378307000000000000000"}],"spread_bps":1.688761293591151},"raw_file":"1790821801-kraken.json","request_at":1790821801.3430643,"response_at":1790821801.5576267,"sequence":null,"sha256":"9cba00199c977b43030670a6bc3991de7c8038807fc4dbfdc2fd4630cb90b3e9","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 02:30:01 GMT"},"metrics":{"ask":"59.233","ask_levels":641,"bid":"59.192","bid_levels":258,"depth_1pct_eur":{"buy":"13173.39978389578","sell":"94088.51348602163"},"mid":"59.2125","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.32881767826178887,"ltc":"1.688192594184574351356369959","mid_cost_bps":3.7910383371159897,"side":"buy","target_ltc":null,"vwap":"59.23494768575364805401670456"},{"budget_eur":100,"eur":"99.99809554753345046627922690","filled_fraction":1.0,"full":true,"impact_bps":0.19044524665495338,"ltc":"1.689417488849844573591025814","mid_cost_bps":3.652486131137851,"side":"sell","target_ltc":"1.689417488849844573591025814","vwap":"59.19087271649600000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.603944483525845,"ltc":"16.87977362743573297324668748","mid_cost_bps":5.066606604900762,"side":"buy","target_ltc":null,"vwap":"59.24250064435926863698955558"},{"budget_eur":1000,"eur":"999.4482721264380808217326664","filled_fraction":1.0,"full":true,"impact_bps":5.5172787356191915,"ltc":"16.89417488849844573591025814","mid_cost_bps":8.977475413447687,"side":"sell","target_ltc":"16.89417488849844573591025814","vwap":"59.15934212370812288000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.74615662857754,"ltc":"168.5930598334540399303229264","mid_cost_bps":17.213022513498558,"side":"buy","target_ltc":null,"vwap":"59.31442260955805333557268940"},{"budget_eur":10000,"eur":"9990.358406376270963643735638","filled_fraction":1.0,"full":true,"impact_bps":9.641593623729037,"ltc":"168.9417488849844573591025814","mid_cost_bps":13.100362419687889,"side":"sell","target_ltc":"168.9417488849844573591025814","vwap":"59.13492947902242308800000000"}],"spread_bps":6.9242136373232},"raw_file":"1790821801-coinbase.json","request_at":1790821801.3441026,"response_at":1790821801.4685862,"sequence":10009716021,"sha256":"c244496937bdc8381a4fcf6c7f7a524c8f9f6e29fb6512dab22c9412b30bff90","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790821801.459,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 02:30:01 GMT"},"metrics":{"ask":"59.24","ask_levels":100,"bid":"59.21","bid_levels":100,"depth_1pct_eur":{"buy":"79052.45862646","sell":"79073.00808590"},"mid":"59.225","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.688048615800135043889264011","mid_cost_bps":2.532714225411566,"side":"buy","target_ltc":null,"vwap":"59.23999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.688903901368012160108089850","mid_cost_bps":2.532714225411566,"side":"sell","target_ltc":"1.688903901368012160108089850","vwap":"59.20999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8851750196449206,"ltc":"16.87730449071886601417482282","mid_cost_bps":4.418366706015451,"side":"buy","target_ltc":null,"vwap":"59.25116777681637651043388348"},{"budget_eur":1000,"eur":"999.7170202295895963519675732","filled_fraction":1.0,"full":true,"impact_bps":2.8297977041040365,"ltc":"16.88903901368012160108089850","mid_cost_bps":5.36179522262558,"side":"sell","target_ltc":"16.88903901368012160108089850","vwap":"59.19324476779400000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.657678118085858,"ltc":"168.6588421832743213623335019","mid_cost_bps":11.192585085950295,"side":"buy","target_ltc":null,"vwap":"59.29128808517154062691581672"},{"budget_eur":10000,"eur":"9989.518160239055902719135283","filled_fraction":1.0,"full":true,"impact_bps":10.481839760944098,"ltc":"168.8903901368012160108089850","mid_cost_bps":13.01189923588856,"side":"sell","target_ltc":"168.8903901368012160108089850","vwap":"59.14793702677545000000000000"}],"spread_bps":5.065428450823132},"raw_file":"1790821801-okx.json","request_at":1790821801.3446438,"response_at":1790821801.585857,"sequence":null,"sha256":"cb4cd32fe6f77cc7e4f8c12b0cff6c989d681e025b78d6c145e1ee5131f198a2","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790822701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 02:45:01 GMT"},"metrics":{"ask":"59.25000","ask_levels":100,"bid":"59.21000","bid_levels":100,"depth_1pct_eur":{"buy":"212976.96582000","sell":"654058.42580000"},"mid":"59.23000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.687763713080168776371308017","mid_cost_bps":3.3766672294445383,"side":"buy","target_ltc":null,"vwap":"59.25000000000000000000000000"},{"budget_eur":100,"eur":"99.98913096098631987839891912","filled_fraction":1.0,"full":true,"impact_bps":1.0869039013680122,"ltc":"1.688903901368012160108089850","mid_cost_bps":4.46320411953402,"side":"sell","target_ltc":"1.688903901368012160108089850","vwap":"59.20356444200000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.213332259371847,"ltc":"16.87727708403644954438069524","mid_cost_bps":3.5900715240213055,"side":"buy","target_ltc":null,"vwap":"59.25126399363677819342316169"},{"budget_eur":1000,"eur":"999.8371296098631987839891912","filled_fraction":1.0,"full":true,"impact_bps":1.6287039013680122,"ltc":"16.88903901368012160108089850","mid_cost_bps":5.0048211717035285,"side":"sell","target_ltc":"16.88903901368012160108089850","vwap":"59.20035644420000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.690282683640163,"ltc":"168.7309779052116714454376792","mid_cost_bps":6.06785833202228,"side":"buy","target_ltc":null,"vwap":"59.26593992490056796622388802"},{"budget_eur":10000,"eur":"9997.980732197263975679783822","filled_fraction":1.0,"full":true,"impact_bps":2.0192678027360245,"ltc":"168.8903901368012160108089850","mid_cost_bps":5.395253192638865,"side":"sell","target_ltc":"168.8903901368012160108089850","vwap":"59.19804391534000000000000000"}],"spread_bps":6.753334458889077},"raw_file":"1790822701-kraken.json","request_at":1790822701.6075687,"response_at":1790822701.8339124,"sequence":null,"sha256":"df9460625894480a8b986196fa457f23b867dc59c041fb330df8a2e6a063398b","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 02:45:01 GMT"},"metrics":{"ask":"59.277","ask_levels":640,"bid":"59.228","bid_levels":240,"depth_1pct_eur":{"buy":"10247.53328812822","sell":"84705.38780436462"},"mid":"59.2525","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.686994955885081903605108221","mid_cost_bps":4.134846630943842,"side":"buy","target_ltc":null,"vwap":"59.27699999999999999999999999"},{"budget_eur":100,"eur":"99.99683104686972377929357734","filled_fraction":1.0,"full":true,"impact_bps":0.3168953130276221,"ltc":"1.688390626055244141284527588","mid_cost_bps":4.451610912619721,"side":"sell","target_ltc":"1.688390626055244141284527588","vwap":"59.22612309244000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.022076533596548147,"ltc":"16.86991231593221768615675293","mid_cost_bps":4.156932292848446,"side":"buy","target_ltc":null,"vwap":"59.27713086306820025844452740"},{"budget_eur":1000,"eur":"999.8025389620517133788073207","filled_fraction":1.0,"full":true,"impact_bps":1.9746103794828662,"ltc":"16.88390626055244141284527588","mid_cost_bps":6.108640539319205,"side":"sell","target_ltc":"16.88390626055244141284527588","vwap":"59.21630477764439888000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":24.10378880365726,"ltc":"168.2938436620496146838066900","mid_cost_bps":28.24860198159388,"side":"buy","target_ltc":null,"vwap":"59.41988002889143913787982361"},{"budget_eur":10000,"eur":"9994.587019023077974606604982","filled_fraction":1.0,"full":true,"impact_bps":5.412980976922025,"ltc":"168.8390626055244141284527588","mid_cost_bps":9.545589423250288,"side":"sell","target_ltc":"168.8390626055244141284527588","vwap":"59.19593999626988622800000000"}],"spread_bps":8.269693261887683},"raw_file":"1790822701-coinbase.json","request_at":1790822701.6102147,"response_at":1790822701.7418668,"sequence":10009750151,"sha256":"49ae18641e128d47e5849457a8639940e91bcc89a7853a217fd2f8635d7442f8","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790822701.709,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 02:45:01 GMT"},"metrics":{"ask":"59.25","ask_levels":100,"bid":"59.22","bid_levels":100,"depth_1pct_eur":{"buy":"78144.69613379","sell":"80466.45432020"},"mid":"59.235","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.687763713080168776371308017","mid_cost_bps":2.532286654849329,"side":"buy","target_ltc":null,"vwap":"59.25000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.688618709895305639986491050","mid_cost_bps":2.532286654849329,"side":"sell","target_ltc":"1.688618709895305639986491050","vwap":"59.22000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8271305261257975,"ltc":"16.87286695107962213225371120","mid_cost_bps":5.360133091465409,"side":"buy","target_ltc":null,"vwap":"59.26675074836729535079386533"},{"budget_eur":1000,"eur":"999.6227513560418777440054034","filled_fraction":1.0,"full":true,"impact_bps":3.7724864395812228,"ltc":"16.88618709895305639986491050","mid_cost_bps":6.303817792723897,"side":"sell","target_ltc":"16.88618709895305639986491050","vwap":"59.19765933530480000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.26060000063749,"ltc":"168.5696947480633209834961266","mid_cost_bps":14.795991390863025,"side":"buy","target_ltc":null,"vwap":"59.32264405500377712432711199"},{"budget_eur":10000,"eur":"9989.645571870942249240121579","filled_fraction":1.0,"full":true,"impact_bps":10.354428129057752,"ltc":"168.8618709895305639986491050","mid_cost_bps":12.884092745890099,"side":"sell","target_ltc":"168.8618709895305639986491050","vwap":"59.15868107661972000000000000"}],"spread_bps":5.064573309698658},"raw_file":"1790822701-okx.json","request_at":1790822701.6106532,"response_at":1790822701.8378937,"sequence":null,"sha256":"df15fc8da0fe5324953ce94039465614e4fb02b8e89facbaead2147a155fea7c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790823601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 03:00:01 GMT"},"metrics":{"ask":"59.49000","ask_levels":100,"bid":"59.48000","bid_levels":100,"depth_1pct_eur":{"buy":"214577.13262000","sell":"651087.92476000"},"mid":"59.48500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0788898331484003,"ltc":"1.680773445378151260504201681","mid_cost_bps":1.9195285563419069,"side":"buy","target_ltc":null,"vwap":"59.49641831561739983253008168"},{"budget_eur":100,"eur":"99.98920762609280430396772023","filled_fraction":1.0,"full":true,"impact_bps":1.0792373907195696,"ltc":"1.681237390719569603227975790","mid_cost_bps":1.9196947129528452,"side":"sell","target_ltc":"1.681237390719569603227975790","vwap":"59.47358069600000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.6207450254313025,"ltc":"16.80682386554621848739495798","mid_cost_bps":2.461429294156648,"side":"buy","target_ltc":null,"vwap":"59.49964181215629081912926884"},{"budget_eur":1000,"eur":"999.8302825218560860793544047","filled_fraction":1.0,"full":true,"impact_bps":1.6971747814391391,"ltc":"16.81237390719569603227975790","mid_cost_bps":2.5375801630663193,"side":"sell","target_ltc":"16.81237390719569603227975790","vwap":"59.46990520440000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.697112204653853,"ltc":"167.9997668794088008061807188","mid_cost_bps":6.538139111622387,"side":"buy","target_ltc":null,"vwap":"59.52389212050548576948494815"},{"budget_eur":10000,"eur":"9996.188490437121721587088096","filled_fraction":1.0,"full":true,"impact_bps":3.8115095628782782,"ltc":"168.1237390719569603227975790","mid_cost_bps":4.651737224510381,"side":"sell","target_ltc":"168.1237390719569603227975790","vwap":"59.45732914112000000000000000"}],"spread_bps":1.6810960746406658},"raw_file":"1790823601-kraken.json","request_at":1790823601.4815075,"response_at":1790823601.7153192,"sequence":null,"sha256":"1133ddeb8e4c8fc1beb7bf4225667afa3a7178c681f24b41fc1f129a45835494","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 03:00:01 GMT"},"metrics":{"ask":"59.511","ask_levels":636,"bid":"59.484","bid_levels":250,"depth_1pct_eur":{"buy":"4667.74043451770","sell":"86333.60166905626"},"mid":"59.4975","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.680361613819293912049873133","mid_cost_bps":2.2690028992814826,"side":"buy","target_ltc":null,"vwap":"59.51099999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.681124335955887297424517517","mid_cost_bps":2.2690028992814826,"side":"sell","target_ltc":"1.681124335955887297424517517","vwap":"59.48400000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":2.246664944756365,"ltc":"16.79984177663323758168287725","mid_cost_bps":4.516177612965184,"side":"buy","target_ltc":null,"vwap":"59.52437012775273960467717656"},{"budget_eur":1000,"eur":"999.6778063155167628269786832","filled_fraction":1.0,"full":true,"impact_bps":3.2219368448323715,"ltc":"16.81124335955887297424517517","mid_cost_bps":5.490208685709631,"side":"sell","target_ltc":"16.81124335955887297424517517","vwap":"59.46483463087219912000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":181.75517712107785,"ltc":"165.0365368826734305643627140","mid_cost_bps":184.06542032274405,"side":"buy","target_ltc":null,"vwap":"60.59264323456524638389023647"},{"budget_eur":10000,"eur":"9992.501848199478208593907604","filled_fraction":1.0,"full":true,"impact_bps":7.498151800521791,"ltc":"168.1124335955887297424517517","mid_cost_bps":9.76545336698581,"side":"sell","target_ltc":"168.1124335955887297424517517","vwap":"59.43939799382977617600000000"}],"spread_bps":4.538005798562965},"raw_file":"1790823601-coinbase.json","request_at":1790823601.4825768,"response_at":1790823601.7339246,"sequence":10009775709,"sha256":"d8618aa6c1d7d02c30315a7c0aeb0275262aed3988e8ce3595ac34a94b648148","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790823601.659,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 03:00:01 GMT"},"metrics":{"ask":"59.52","ask_levels":100,"bid":"59.48","bid_levels":100,"depth_1pct_eur":{"buy":"64462.39798838","sell":"82543.31110890"},"mid":"59.50","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.680107526881720430107526882","mid_cost_bps":3.361344537815126,"side":"buy","target_ltc":null,"vwap":"59.51999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.681237390719569603227975790","mid_cost_bps":3.361344537815126,"side":"sell","target_ltc":"1.681237390719569603227975790","vwap":"59.48000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9382710290424632,"ltc":"16.79949902049386863766168318","mid_cost_bps":4.299930952077435,"side":"buy","target_ltc":null,"vwap":"59.52558458916486074076593905"},{"budget_eur":1000,"eur":"999.8121993218560860793544047","filled_fraction":1.0,"full":true,"impact_bps":1.8780067814391392,"ltc":"16.81237390719569603227975790","mid_cost_bps":5.238720056470588,"side":"sell","target_ltc":"16.81237390719569603227975790","vwap":"59.46882961566400000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.875226035982271,"ltc":"167.8785445396878670917939252","mid_cost_bps":11.239217708599408,"side":"buy","target_ltc":null,"vwap":"59.56687334536616647635627674"},{"budget_eur":10000,"eur":"9988.003534831365164761264289","filled_fraction":1.0,"full":true,"impact_bps":11.996465168634835,"ltc":"168.1237390719569603227975790","mid_cost_bps":15.353777281183193,"side":"sell","target_ltc":"168.1237390719569603227975790","vwap":"59.40864502517696000000000000"}],"spread_bps":6.722689075630252},"raw_file":"1790823601-okx.json","request_at":1790823601.4828947,"response_at":1790823601.7975216,"sequence":null,"sha256":"e8e6d750140561055b0a38f22ccd1d53d5e291116dff3e3239ff4c646659a58a","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790824501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 03:15:02 GMT"},"metrics":{"ask":"59.46000","ask_levels":100,"bid":"59.45000","bid_levels":100,"depth_1pct_eur":{"buy":"213541.26193000","sell":"646998.63113000"},"mid":"59.45500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.681802892700975445677766566","mid_cost_bps":0.8409721638213775,"side":"buy","target_ltc":null,"vwap":"59.45999999999999999999999999"},{"budget_eur":100,"eur":"99.98919914213624894869638351","filled_fraction":1.0,"full":true,"impact_bps":1.0800857863751052,"ltc":"1.682085786375105130361648444","mid_cost_bps":1.9209671179883945,"side":"sell","target_ltc":"1.682085786375105130361648444","vwap":"59.44357889000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1816756395382883,"ltc":"16.81772338994450983689255087","mid_cost_bps":1.0226630817752353,"side":"buy","target_ltc":null,"vwap":"59.46108024335269466227371231"},{"budget_eur":1000,"eur":"999.8378114213624894869638351","filled_fraction":1.0,"full":true,"impact_bps":1.621885786375105,"ltc":"16.82085786375105130361648444","mid_cost_bps":2.4627215541165586,"side":"sell","target_ltc":"16.82085786375105130361648444","vwap":"59.44035788900000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.9225936678162565,"ltc":"168.0975416806722689075630252","mid_cost_bps":5.763979808062478,"side":"buy","target_ltc":null,"vwap":"59.48926974194883546270108622"},{"budget_eur":10000,"eur":"9997.136912640874684608915054","filled_fraction":1.0,"full":true,"impact_bps":2.8630873591253154,"ltc":"168.2085786375105130361648444","mid_cost_bps":3.7038187452695315,"side":"sell","target_ltc":"168.2085786375105130361648444","vwap":"59.43297894565000000000000000"}],"spread_bps":1.681944327642755},"raw_file":"1790824501-kraken.json","request_at":1790824501.8323743,"response_at":1790824502.0505052,"sequence":null,"sha256":"919fb87b9181ea4b34f7387f931a5ae946ca8866ea06295ac592cbb2ec209211","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 03:15:01 GMT"},"metrics":{"ask":"59.493","ask_levels":629,"bid":"59.434","bid_levels":242,"depth_1pct_eur":{"buy":"4923.58433800763","sell":"85564.09329413118"},"mid":"59.4635","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.680870018321483199704166877","mid_cost_bps":4.961026512062022,"side":"buy","target_ltc":null,"vwap":"59.49299999999999999999999999"},{"budget_eur":100,"eur":"99.99686030692869401352761046","filled_fraction":1.0,"full":true,"impact_bps":0.3139693071305987,"ltc":"1.682538614261197294477908268","mid_cost_bps":5.274840058186955,"side":"sell","target_ltc":"1.682538614261197294477908268","vwap":"59.43213395482000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.18413470394470133,"ltc":"16.80839068241062274140684091","mid_cost_bps":5.1452525657215284,"side":"buy","target_ltc":null,"vwap":"59.49409547259417821161298113"},{"budget_eur":1000,"eur":"999.6990670863373126493253020","filled_fraction":1.0,"full":true,"impact_bps":3.0093291366268735,"ltc":"16.82538614261197294477908268","mid_cost_bps":7.968862712525862,"side":"sell","target_ltc":"16.82538614261197294477908268","vwap":"59.41611435320937184000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":116.32495476779627,"ltc":"166.1542136929175806451612903","mid_cost_bps":121.34369039832004,"side":"buy","target_ltc":null,"vwap":"60.18505205340005035054356702"},{"budget_eur":10000,"eur":"9992.105603454497738668102433","filled_fraction":1.0,"full":true,"impact_bps":7.8943965455022616,"ltc":"168.2538614261197294477908268","mid_cost_bps":12.851506626508385,"side":"sell","target_ltc":"168.2538614261197294477908268","vwap":"59.38708044357146186000000000"}],"spread_bps":9.922053024124043},"raw_file":"1790824501-coinbase.json","request_at":1790824501.8334491,"response_at":1790824501.974163,"sequence":10009798352,"sha256":"c36fa045ef8da17e93f52d8e65cb07839f362d557ced8cde58a2fa8826be7aad","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790824502.054,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 03:15:02 GMT"},"metrics":{"ask":"59.47","ask_levels":100,"bid":"59.44","bid_levels":100,"depth_1pct_eur":{"buy":"81608.01309653","sell":"74933.62433239"},"mid":"59.455","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.681520094165125273247015302","mid_cost_bps":2.5229164914641324,"side":"buy","target_ltc":null,"vwap":"59.46999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.682368775235531628532974428","mid_cost_bps":2.5229164914641324,"side":"sell","target_ltc":"1.682368775235531628532974428","vwap":"59.44000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8777517403941604,"ltc":"16.81204405715246259875609346","mid_cost_bps":4.401141972941565,"side":"buy","target_ltc":null,"vwap":"59.48116698960012407155925435"},{"budget_eur":1000,"eur":"999.8120750049528936742934051","filled_fraction":1.0,"full":true,"impact_bps":1.8792499504710634,"ltc":"16.82368775235531628532974428","mid_cost_bps":4.401692322866033,"side":"sell","target_ltc":"16.82368775235531628532974428","vwap":"59.42882973829440000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.648726809145568,"ltc":"167.9731394092281879194630872","mid_cost_bps":13.17432988545769,"side":"buy","target_ltc":null,"vwap":"59.53332797833398868977086267"},{"budget_eur":10000,"eur":"9991.321646203351278600269179","filled_fraction":1.0,"full":true,"impact_bps":8.678353796648722,"ltc":"168.2368775235531628532974428","mid_cost_bps":11.199080811921622,"side":"sell","target_ltc":"168.2368775235531628532974428","vwap":"59.38841586503272000000000000"}],"spread_bps":5.045832982928265},"raw_file":"1790824501-okx.json","request_at":1790824501.8337321,"response_at":1790824502.1826274,"sequence":null,"sha256":"727419e1a3ecedb4615a30971ed0c1169203facf5169622084875af11b1ed6fc","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790825401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 03:30:01 GMT"},"metrics":{"ask":"59.36000","ask_levels":100,"bid":"59.35000","bid_levels":100,"depth_1pct_eur":{"buy":"221088.70460000","sell":"500372.74039000"},"mid":"59.35500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.684636118598382749326145553","mid_cost_bps":0.8423890152472412,"side":"buy","target_ltc":null,"vwap":"59.35999999999999999999999998"},{"budget_eur":100,"eur":"99.97974160067396798652064029","filled_fraction":1.0,"full":true,"impact_bps":2.0258399326032013,"ltc":"1.684919966301600673967986521","mid_cost_bps":2.868058293319855,"side":"sell","target_ltc":"1.684919966301600673967986521","vwap":"59.33797664000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.15481243539201647,"ltc":"16.84610038740104429846723935","mid_cost_bps":0.9972144918687574,"side":"buy","target_ltc":null,"vwap":"59.36091896661648700981723815"},{"budget_eur":1000,"eur":"999.6764560067396798652064029","filled_fraction":1.0,"full":true,"impact_bps":3.2354399326032013,"ltc":"16.84919966301600673967986521","mid_cost_bps":4.077556397944571,"side":"sell","target_ltc":"16.84919966301600673967986521","vwap":"59.33079766400000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.526010497970153,"ltc":"168.3705701060427537451607474","mid_cost_bps":6.368865018271557,"side":"buy","target_ltc":null,"vwap":"59.39280239831595082822603134"},{"budget_eur":10000,"eur":"9993.977550168491996630160070","filled_fraction":1.0,"full":true,"impact_bps":6.022449831508004,"ltc":"168.4919966301600673967986521","mid_cost_bps":6.8643315221969505,"side":"sell","target_ltc":"168.4919966301600673967986521","vwap":"59.31425676025000000000000000"}],"spread_bps":1.6847780304944824},"raw_file":"1790825401-kraken.json","request_at":1790825401.468259,"response_at":1790825401.675576,"sequence":null,"sha256":"02a574de6d9683972df4d4d3604e1f3d096c979bef95d8a050f15e8b42c8884e","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 03:30:01 GMT"},"metrics":{"ask":"59.369","ask_levels":637,"bid":"59.339","bid_levels":241,"depth_1pct_eur":{"buy":"6554.92364111056","sell":"94071.52422696612"},"mid":"59.354","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.503782086850406,"ltc":"1.684295885612274112871987470","mid_cost_bps":3.031119026758462,"side":"buy","target_ltc":null,"vwap":"59.37199090387142217585386756"},{"budget_eur":100,"eur":"99.99684683845363083301033048","filled_fraction":1.0,"full":true,"impact_bps":0.3153161546369167,"ltc":"1.685232309273833397933905189","mid_cost_bps":2.8424460912491156,"side":"sell","target_ltc":"1.685232309273833397933905189","vwap":"59.33712894547000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.3470130120166646,"ltc":"16.83817161626904621601144878","mid_cost_bps":5.8750684959803445,"side":"buy","target_ltc":null,"vwap":"59.38887088155104173610568918"},{"budget_eur":1000,"eur":"999.6359971468705883145991676","filled_fraction":1.0,"full":true,"impact_bps":3.6400285312941167,"ltc":"16.85232309273833397933905189","mid_cost_bps":6.166318243394912,"side":"sell","target_ltc":"16.85232309273833397933905189","vwap":"59.31740043469815384000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":73.36552970420954,"ltc":"167.2113190427773900907187718","mid_cost_bps":75.91128033509479,"side":"buy","target_ltc":null,"vwap":"59.80456381330092159941123790"},{"budget_eur":10000,"eur":"9991.870306036879149631776741","filled_fraction":1.0,"full":true,"impact_bps":8.12969396312085,"ltc":"168.5232309273833397933905189","mid_cost_bps":10.654849042653034,"side":"sell","target_ltc":"168.5232309273833397933905189","vwap":"59.29075920899223718600000000"}],"spread_bps":5.054419247228493},"raw_file":"1790825401-coinbase.json","request_at":1790825401.4698422,"response_at":1790825401.6321986,"sequence":10009821970,"sha256":"258454014fe78479d67e65c1e4c8c2c5e36ad38fe0b48e711877c90652c67415","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790825401.604,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 03:30:01 GMT"},"metrics":{"ask":"59.36","ask_levels":100,"bid":"59.33","bid_levels":100,"depth_1pct_eur":{"buy":"67922.59610634","sell":"78120.66316015"},"mid":"59.345","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.684636118598382749326145553","mid_cost_bps":2.5275928890386723,"side":"buy","target_ltc":null,"vwap":"59.35999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.685487948761166357660542727","mid_cost_bps":2.5275928890386723,"side":"sell","target_ltc":"1.685487948761166357660542727","vwap":"59.33000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8213383499188365,"ltc":"16.84160959808048493012291632","mid_cost_bps":5.349644358432591,"side":"buy","target_ltc":null,"vwap":"59.37674746444511821235235867"},{"budget_eur":1000,"eur":"999.9058792951238833642339457","filled_fraction":1.0,"full":true,"impact_bps":0.9412070487611663,"ltc":"16.85487948761166357660542727","mid_cost_bps":3.4685620389754823,"side":"sell","target_ltc":"16.85487948761166357660542727","vwap":"59.32441581857970000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.063323003690787,"ltc":"168.2438295110102538241721298","mid_cost_bps":15.594217768962594,"side":"buy","target_ltc":null,"vwap":"59.43754388534990850964271103"},{"budget_eur":10000,"eur":"9991.303368269910669138715657","filled_fraction":1.0,"full":true,"impact_bps":8.696631730089331,"ltc":"168.5487948761166357660542727","mid_cost_bps":11.222026464676047,"side":"sell","target_ltc":"168.5487948761166357660542727","vwap":"59.27840288394538000000000000"}],"spread_bps":5.055185778077345},"raw_file":"1790825401-okx.json","request_at":1790825401.4702106,"response_at":1790825401.7293522,"sequence":null,"sha256":"442ea00cb7b66f827511973e0066b8abe4d096f9207bf58c4ae3060fb8be7fe5","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790826301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 03:45:01 GMT"},"metrics":{"ask":"59.68000","ask_levels":100,"bid":"59.66000","bid_levels":100,"depth_1pct_eur":{"buy":"220498.03163000","sell":"389257.81858000"},"mid":"59.67000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.575587461283564,"ltc":"1.675339252806165186798458703","mid_cost_bps":3.2517355402950074,"side":"buy","target_ltc":null,"vwap":"59.68940310596894031059689403"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.676164934629567549446865572","mid_cost_bps":1.6758840288252053,"side":"sell","target_ltc":"1.676164934629567549446865572","vwap":"59.65999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6656015515566254,"ltc":"16.75324174903668956274082761","mid_cost_bps":3.3417647158856947,"side":"buy","target_ltc":null,"vwap":"59.68994031005968994031005969"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"16.76164934629567549446865572","mid_cost_bps":1.6758840288252053,"side":"sell","target_ltc":"16.76164934629567549446865572","vwap":"59.65999999999999999999999998"},{"budget_eur":10000,"eur":"9999.999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":5.730986464349844,"ltc":"167.4643481245813797722705961","mid_cost_bps":7.40783094004355,"side":"buy","target_ltc":null,"vwap":"59.71420252721923986565916275"},{"budget_eur":10000,"eur":"9998.260070130740864901106271","filled_fraction":1.0,"full":true,"impact_bps":1.7399298692591352,"ltc":"167.6164934629567549446865572","mid_cost_bps":3.4155223060164235,"side":"sell","target_ltc":"167.6164934629567549446865572","vwap":"59.64961957840000000000000000"}],"spread_bps":3.3517680576504105},"raw_file":"1790826301-kraken.json","request_at":1790826301.782055,"response_at":1790826301.9737744,"sequence":null,"sha256":"161cf081ed43d3a49c4cf2dbdceb48eaf4645bf9cbd5fc339c6c979e4e61fdc9","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 03:45:01 GMT"},"metrics":{"ask":"59.706","ask_levels":637,"bid":"59.642","bid_levels":249,"depth_1pct_eur":{"buy":"6903.21986119733","sell":"75032.23805082369"},"mid":"59.674","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.674873547047197936555790038","mid_cost_bps":5.362469417166605,"side":"buy","target_ltc":null,"vwap":"59.70599999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.676670802454646054793601824","mid_cost_bps":5.362469417166605,"side":"sell","target_ltc":"1.676670802454646054793601824","vwap":"59.64200000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.6321984880727936,"ltc":"16.74265420614259169359023721","mid_cost_bps":8.996615660570336,"side":"buy","target_ltc":null,"vwap":"59.72768640429288742137599469"},{"budget_eur":1000,"eur":"999.8100664748536172495892155","filled_fraction":1.0,"full":true,"impact_bps":1.8993352514638275,"ltc":"16.76670802454646054793601824","mid_cost_bps":7.260786155910541,"side":"sell","target_ltc":"16.76670802454646054793601824","vwap":"59.63067198469321944000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":38.993982701804285,"ltc":"166.8367916081206354459705444","mid_cost_bps":44.37736252294008,"side":"buy","target_ltc":null,"vwap":"59.93881747311939265462491693"},{"budget_eur":10000,"eur":"9996.692472730895243284933435","filled_fraction":1.0,"full":true,"impact_bps":3.3075272691047566,"ltc":"167.6670802454646054793601824","mid_cost_bps":8.66822303488866,"side":"sell","target_ltc":"167.6670802454646054793601824","vwap":"59.62227324586160541000000000"}],"spread_bps":10.72493883433321},"raw_file":"1790826301-coinbase.json","request_at":1790826301.7832239,"response_at":1790826301.8967893,"sequence":10009850570,"sha256":"0359f700b7b124a2577e402138e682d0c32a0632a982b8a3ef3dc9b2c3ee955a","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790826301.954,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 03:45:02 GMT"},"metrics":{"ask":"59.7","ask_levels":100,"bid":"59.67","bid_levels":100,"depth_1pct_eur":{"buy":"71851.20316320","sell":"83494.78714455"},"mid":"59.685","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.675041876046901172529313233","mid_cost_bps":2.5131942699170646,"side":"buy","target_ltc":null,"vwap":"59.69999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.675884028825205295793531088","mid_cost_bps":2.5131942699170646,"side":"sell","target_ltc":"1.675884028825205295793531088","vwap":"59.66999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8056979984379042,"ltc":"16.74572041704336179474301021","mid_cost_bps":5.319597394768248,"side":"buy","target_ltc":null,"vwap":"59.71675001705067428769320275"},{"budget_eur":1000,"eur":"999.6256108684699178816825878","filled_fraction":1.0,"full":true,"impact_bps":3.743891315300821,"ltc":"16.75884028825205295793531088","mid_cost_bps":6.256144672597805,"side":"sell","target_ltc":"16.75884028825205295793531088","vwap":"59.64766020052160000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.783098404315087,"ltc":"167.2736327106802607387598195","mid_cost_bps":16.299756634625297,"side":"buy","target_ltc":null,"vwap":"59.78228509747376107292554029"},{"budget_eur":10000,"eur":"9988.760718845272331154684098","filled_fraction":1.0,"full":true,"impact_bps":11.239281154727669,"ltc":"167.5884028825205295793531088","mid_cost_bps":13.74965077494513,"side":"sell","target_ltc":"167.5884028825205295793531088","vwap":"59.60293520934974000000000000"}],"spread_bps":5.026388539834129},"raw_file":"1790826301-okx.json","request_at":1790826301.7837808,"response_at":1790826302.0784135,"sequence":null,"sha256":"bd107a47b03a746ce972613968278b925512b0c3e5cecc70ef044bab63e82fad","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790827201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 04:00:01 GMT"},"metrics":{"ask":"59.61000","ask_levels":100,"bid":"59.59000","bid_levels":100,"depth_1pct_eur":{"buy":"215194.00804000","sell":"665817.93507000"},"mid":"59.60000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0755061319004284,"ltc":"1.677390472995639047299563905","mid_cost_bps":2.7535389349426937,"side":"buy","target_ltc":null,"vwap":"59.61641109205225845404106672"},{"budget_eur":100,"eur":"99.98923866084913576103373051","filled_fraction":1.0,"full":true,"impact_bps":1.076133915086424,"ltc":"1.678133915086423896626950831","mid_cost_bps":2.7538057046979865,"side":"sell","target_ltc":"1.678133915086423896626950831","vwap":"59.58358731800000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7087604756772365,"ltc":"16.77284269662921348314606742","mid_cost_bps":3.386899529448323,"side":"buy","target_ltc":null,"vwap":"59.62018592119551200676856581"},{"budget_eur":1000,"eur":"999.7243932169827152206746100","filled_fraction":1.0,"full":true,"impact_bps":2.7560678301728476,"ltc":"16.78133915086423896626950831","mid_cost_bps":4.433457751677852,"side":"sell","target_ltc":"16.78133915086423896626950831","vwap":"59.57357659180000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.1068250692653745,"ltc":"167.6714608549874266554903604","mid_cost_bps":6.7855342681024995,"side":"buy","target_ltc":null,"vwap":"59.64044178423789089865301829"},{"budget_eur":10000,"eur":"9996.703752169827152206746100","filled_fraction":1.0,"full":true,"impact_bps":3.296247830172848,"ltc":"167.8133915086423896626950831","mid_cost_bps":4.973547117449664,"side":"sell","target_ltc":"167.8133915086423896626950831","vwap":"59.57035765918000000000000000"}],"spread_bps":3.3557046979865772},"raw_file":"1790827201-kraken.json","request_at":1790827201.2740877,"response_at":1790827201.4626431,"sequence":null,"sha256":"5d4178176add7f9cb2cc86516e7c0f86f64ddcfc9b2299198ef872945fa5fc92","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 04:00:01 GMT"},"metrics":{"ask":"59.599","ask_levels":635,"bid":"59.571","bid_levels":241,"depth_1pct_eur":{"buy":"8136.71268158986","sell":"86700.04086382319"},"mid":"59.585","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3116238187513841,"ltc":"1.677828216227098852426011677","mid_cost_bps":2.6612816644082193,"side":"buy","target_ltc":null,"vwap":"59.60085724679737637434378085"},{"budget_eur":100,"eur":"99.99375930848902989709758106","filled_fraction":1.0,"full":true,"impact_bps":0.6240691510970103,"ltc":"1.678669151097010290241896225","mid_cost_bps":2.9735071477720902,"side":"sell","target_ltc":"1.678669151097010290241896225","vwap":"59.56728235766000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.111218657883651,"ltc":"16.76688171729668119342943346","mid_cost_bps":9.462474125890873,"side":"buy","target_ltc":null,"vwap":"59.64138215207912076936734162"},{"budget_eur":1000,"eur":"999.6777059285757474274395261","filled_fraction":1.0,"full":true,"impact_bps":3.222940714242526,"ltc":"16.78669151097010290241896225","mid_cost_bps":5.571768084050373,"side":"sell","target_ltc":"16.78669151097010290241896225","vwap":"59.55180061987118585000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":48.80248690918031,"ltc":"166.9731794944232996855866292","mid_cost_bps":51.16353809348388,"side":"buy","target_ltc":null,"vwap":"59.88985794173002371086679783"},{"budget_eur":10000,"eur":"9993.985730963335247519766331","filled_fraction":1.0,"full":true,"impact_bps":6.014269036664753,"ltc":"167.8669151097010290241896225","mid_cost_bps":8.362440560261073,"side":"sell","target_ltc":"167.8669151097010290241896225","vwap":"59.53517239792168440300000000"}],"spread_bps":4.699169254006881},"raw_file":"1790827201-coinbase.json","request_at":1790827201.275263,"response_at":1790827201.4309726,"sequence":10009880179,"sha256":"46ec3e8a75b892eced7bbce7318de559cd359736c4609b7a2b26728d132e0e6d","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790827201.404,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 04:00:01 GMT"},"metrics":{"ask":"59.62","ask_levels":100,"bid":"59.59","bid_levels":100,"depth_1pct_eur":{"buy":"72283.45817994","sell":"72476.61051972"},"mid":"59.605","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.677289500167728950016772895","mid_cost_bps":2.5165674020635853,"side":"buy","target_ltc":null,"vwap":"59.62000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.678133915086423896626950831","mid_cost_bps":2.5165674020635853,"side":"sell","target_ltc":"1.678133915086423896626950831","vwap":"59.58999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8736509780909678,"ltc":"16.76975293527833668678739101","mid_cost_bps":4.390689897051984,"side":"buy","target_ltc":null,"vwap":"59.63117070713137835003671912"},{"budget_eur":1000,"eur":"999.6249939539654304413492199","filled_fraction":1.0,"full":true,"impact_bps":3.7500604603456957,"ltc":"16.78133915086423896626950831","mid_cost_bps":6.265684134418254,"side":"sell","target_ltc":"16.78133915086423896626950831","vwap":"59.56765338971680000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.821060580977214,"ltc":"167.5309107123012552301255230","mid_cost_bps":14.34060283261239,"side":"buy","target_ltc":null,"vwap":"59.69047716318378615253177490"},{"budget_eur":10000,"eur":"9989.408566489308608826984395","filled_fraction":1.0,"full":true,"impact_bps":10.591433510691392,"ltc":"167.8133915086423896626950831","mid_cost_bps":13.105335507123563,"side":"sell","target_ltc":"167.8133915086423896626950831","vwap":"59.52688564770979000000000000"}],"spread_bps":5.033134804127171},"raw_file":"1790827201-okx.json","request_at":1790827201.2755594,"response_at":1790827201.5376015,"sequence":null,"sha256":"a5221c97cf1b0f3123c933655a3cd1a15b499af22202be4181fcbc1244fa7f6c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790828101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 04:15:01 GMT"},"metrics":{"ask":"59.53000","ask_levels":100,"bid":"59.50000","bid_levels":100,"depth_1pct_eur":{"buy":"224514.81613000","sell":"699993.04927000"},"mid":"59.51500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0777604169918875,"ltc":"1.679644272757809875713805845","mid_cost_bps":3.5984050680253223,"side":"buy","target_ltc":null,"vwap":"59.53641590776235270636707670"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.680672268907563025210084034","mid_cost_bps":2.5203730152062507,"side":"sell","target_ltc":"1.680672268907563025210084034","vwap":"59.49999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.619615548083391,"ltc":"16.79553275109170305676855895","mid_cost_bps":4.1403967668218815,"side":"buy","target_ltc":null,"vwap":"59.53964157135774042640263306"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.80672268907563025210084034","mid_cost_bps":2.5203730152062507,"side":"sell","target_ltc":"16.80672268907563025210084034","vwap":"59.49999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.609758268537274,"ltc":"167.9219140651225243370258476","mid_cost_bps":6.131041077476668,"side":"buy","target_ltc":null,"vwap":"59.55148889097260239298792353"},{"budget_eur":10000,"eur":"9999.518957731092436974789918","filled_fraction":1.0,"full":true,"impact_bps":0.481042268907563,"ltc":"168.0672268907563025210084034","mid_cost_bps":3.0012940435184405,"side":"sell","target_ltc":"168.0672268907563025210084034","vwap":"59.49713779850000000000000000"}],"spread_bps":5.040746030412501},"raw_file":"1790828101-kraken.json","request_at":1790828101.7314599,"response_at":1790828101.9322305,"sequence":null,"sha256":"e7407c279d5165414a95e8c0e6169cab94f0b5dcff4d89c62cda5b547a06b159","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 04:15:01 GMT"},"metrics":{"ask":"59.534","ask_levels":642,"bid":"59.49","bid_levels":236,"depth_1pct_eur":{"buy":"9650.48082018875","sell":"91938.46526129300"},"mid":"59.512","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.31253973639541527,"ltc":"1.679659937184030635381850552","mid_cost_bps":4.00938870591754,"side":"buy","target_ltc":null,"vwap":"59.53586067406665646520458975"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.680954782316355690031938141","mid_cost_bps":3.6967334319128917,"side":"sell","target_ltc":"1.680954782316355690031938141","vwap":"59.49000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.151692129173948,"ltc":"16.79351088579489160187408689","mid_cost_bps":5.84922098430975,"side":"buy","target_ltc":null,"vwap":"59.54680988392182418291728586"},{"budget_eur":1000,"eur":"999.6725140328909110774920155","filled_fraction":1.0,"full":true,"impact_bps":3.2748596710908893,"ltc":"16.80954782316355690031938141","mid_cost_bps":6.970382474680687,"side":"sell","target_ltc":"16.80954782316355690031938141","vwap":"59.47051785981668030000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.519763729612706,"ltc":"167.7444567808801050078091250","mid_cost_bps":17.22149505778268,"side":"buy","target_ltc":null,"vwap":"59.61448856138787628365255320"},{"budget_eur":10000,"eur":"9995.430739435702568498907380","filled_fraction":1.0,"full":true,"impact_bps":4.569260564297432,"ltc":"168.0954782316355690031938141","mid_cost_bps":8.264304862381607,"side":"sell","target_ltc":"168.0954782316355690031938141","vwap":"59.46281746890299458000000000"}],"spread_bps":7.393466863825783},"raw_file":"1790828101-coinbase.json","request_at":1790828101.7343786,"response_at":1790828101.871537,"sequence":10009903985,"sha256":"9679e32109416d43304a29b4c38d9a85f08919332354f422f6944c27f68a9ad5","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790828101.854,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 04:15:01 GMT"},"metrics":{"ask":"59.53","ask_levels":100,"bid":"59.5","bid_levels":100,"depth_1pct_eur":{"buy":"77403.56240161","sell":"76335.46731288"},"mid":"59.515","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.679825298168990424995800437","mid_cost_bps":2.5203730152062507,"side":"buy","target_ltc":null,"vwap":"59.52999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.680672268907563025210084034","mid_cost_bps":2.5203730152062507,"side":"sell","target_ltc":"1.680672268907563025210084034","vwap":"59.49999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.751817064467191,"ltc":"16.79195294812825247607856304","mid_cost_bps":6.273135677522169,"side":"buy","target_ltc":null,"vwap":"59.55233456698477318979712535"},{"budget_eur":1000,"eur":"999.8122444462184873949579834","filled_fraction":1.0,"full":true,"impact_bps":1.877555537815126,"ltc":"16.80672268907563025210084034","mid_cost_bps":4.397455338990171,"side":"sell","target_ltc":"16.80672268907563025210084034","vwap":"59.48882854455000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.537259897779252,"ltc":"167.7554349247149564050972502","mid_cost_bps":16.061044807440123,"side":"buy","target_ltc":null,"vwap":"59.61058730817147989401026811"},{"budget_eur":10000,"eur":"9992.284818977647058823529414","filled_fraction":1.0,"full":true,"impact_bps":7.715181022352941,"ltc":"168.0672268907563025210084034","mid_cost_bps":10.233609524153575,"side":"sell","target_ltc":"168.0672268907563025210084034","vwap":"59.45409467291700000000000000"}],"spread_bps":5.040746030412501},"raw_file":"1790828101-okx.json","request_at":1790828101.7348483,"response_at":1790828101.9815164,"sequence":null,"sha256":"db841cebec2113ab03ed62a1edadb44282c7dc2205775c50614c0f8f3d8f4aab","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790829001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 04:30:01 GMT"},"metrics":{"ask":"59.58000","ask_levels":100,"bid":"59.56000","bid_levels":100,"depth_1pct_eur":{"buy":"218138.23032000","sell":"651432.46507000"},"mid":"59.57000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.0763507793796239,"ltc":"1.678234938748112099345527773","mid_cost_bps":2.75522879696891,"side":"buy","target_ltc":null,"vwap":"59.58641289794354379866332047"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.678979180658159838817998657","mid_cost_bps":1.6786973308712438,"side":"sell","target_ltc":"1.678979180658159838817998657","vwap":"59.55999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7089495848594836,"ltc":"16.78128791946308724832214765","mid_cost_bps":3.387933796641397,"side":"buy","target_ltc":null,"vwap":"59.59018192162659280256984860"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.78979180658159838817998657","mid_cost_bps":1.6786973308712438,"side":"sell","target_ltc":"16.78979180658159838817998657","vwap":"59.55999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.7507614060236953,"ltc":"167.7786278094599127809459913","mid_cost_bps":5.4300883762110415,"side":"buy","target_ltc":null,"vwap":"59.60234703645708917578500517"},{"budget_eur":10000,"eur":"9997.525061638683680322364004","filled_fraction":1.0,"full":true,"impact_bps":2.47493836131632,"ltc":"167.8979180658159838817998657","mid_cost_bps":4.153220224945442,"side":"sell","target_ltc":"167.8979180658159838817998657","vwap":"59.54525926712000000000000000"}],"spread_bps":3.3573946617424877},"raw_file":"1790829001-kraken.json","request_at":1790829001.6175263,"response_at":1790829001.808487,"sequence":null,"sha256":"2f580bbf7de52fff4ed05c8e4e48826149ab00d2586bd98782ba27f75f956a56","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 04:30:01 GMT"},"metrics":{"ask":"59.586","ask_levels":643,"bid":"59.547","bid_levels":244,"depth_1pct_eur":{"buy":"8655.20805673140","sell":"84411.97153673571"},"mid":"59.5665","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.31180684241808354,"ltc":"1.678194240741051501065597154","mid_cost_bps":3.5855610538192426,"side":"buy","target_ltc":null,"vwap":"59.58785793225123239251594263"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.679345726904797890741767008","mid_cost_bps":3.2736521366875677,"side":"sell","target_ltc":"1.679345726904797890741767008","vwap":"59.54699999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.3119682230307403,"ltc":"16.77858652397060550643423989","mid_cost_bps":5.586377217689636,"side":"buy","target_ltc":null,"vwap":"59.59977609385375096897593275"},{"budget_eur":1000,"eur":"999.9235415742657121265554942","filled_fraction":1.0,"full":true,"impact_bps":0.7645842573428787,"ltc":"16.79345726904797890741767008","mid_cost_bps":4.037986095741673,"side":"sell","target_ltc":"16.79345726904797890741767008","vwap":"59.54244713012280036000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":24.992057055610978,"ltc":"167.4062740832412853487522015","mid_cost_bps":28.273890722396576,"side":"buy","target_ltc":null,"vwap":"59.73491767117156357502937762"},{"budget_eur":10000,"eur":"9996.628242359377045694997232","filled_fraction":1.0,"full":true,"impact_bps":3.3717576406229544,"ltc":"167.9345726904797890741767008","mid_cost_bps":6.64430598115006,"side":"sell","target_ltc":"167.9345726904797890741767008","vwap":"59.52692219477738249400000000"}],"spread_bps":6.547304273375135},"raw_file":"1790829001-coinbase.json","request_at":1790829001.6189044,"response_at":1790829001.7281427,"sequence":10009929038,"sha256":"db2a7ceeadc5541e5780dadc1366f22ed6e0090197beb365968c21995369d44e","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790829001.704,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 04:30:01 GMT"},"metrics":{"ask":"59.6","ask_levels":100,"bid":"59.57","bid_levels":100,"depth_1pct_eur":{"buy":"80597.38108657","sell":"78195.23130434"},"mid":"59.585","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.677852348993288590604026846","mid_cost_bps":2.517412100360829,"side":"buy","target_ltc":null,"vwap":"59.59999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.678697330871243914722175592","mid_cost_bps":2.517412100360829,"side":"sell","target_ltc":"1.678697330871243914722175592","vwap":"59.56999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.004998654633003,"ltc":"16.77348306052984574111334675","mid_cost_bps":5.523167236991306,"side":"buy","target_ltc":null,"vwap":"59.61790979198161269688245956"},{"budget_eur":1000,"eur":"999.8125494338257512170555650","filled_fraction":1.0,"full":true,"impact_bps":1.8745056617424878,"ltc":"16.78697330871243914722175592","mid_cost_bps":4.39144587177981,"side":"sell","target_ltc":"16.78697330871243914722175592","vwap":"59.55883356977300000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.954152911572697,"ltc":"167.6016414984084436253978891","mid_cost_bps":13.474322623642406,"side":"buy","target_ltc":null,"vwap":"59.66528675135297327903306184"},{"budget_eur":10000,"eur":"9991.276505683030048682222597","filled_fraction":1.0,"full":true,"impact_bps":8.723494316969951,"ltc":"167.8697330871243914722175592","mid_cost_bps":11.238710354315684,"side":"sell","target_ltc":"167.8697330871243914722175592","vwap":"59.51803414435381000000000000"}],"spread_bps":5.034824200721658},"raw_file":"1790829001-okx.json","request_at":1790829001.6192706,"response_at":1790829001.8346655,"sequence":null,"sha256":"cb0bb78b4101e4fdfbb18a93ea5d4c3051e0434959d6cfd79285e1d5a0f810fb","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790829901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 04:45:01 GMT"},"metrics":{"ask":"59.57000","ask_levels":100,"bid":"59.54000","bid_levels":100,"depth_1pct_eur":{"buy":"225377.89919000","sell":"703980.95548000"},"mid":"59.55500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.0766325175936848,"ltc":"1.678516616314199395770392749","mid_cost_bps":3.595583898464542,"side":"buy","target_ltc":null,"vwap":"59.57641349990730558020407172"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.679543164259321464561639234","mid_cost_bps":2.5186802115691376,"side":"sell","target_ltc":"1.679543164259321464561639234","vwap":"59.54000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.6184875875759668,"ltc":"16.78425679758308157099697885","mid_cost_bps":4.137575444411055,"side":"buy","target_ltc":null,"vwap":"59.57964133055919003367599727"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.79543164259321464561639234","mid_cost_bps":2.5186802115691376,"side":"sell","target_ltc":"16.79543164259321464561639234","vwap":"59.54000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.1341874473565694,"ltc":"167.8171360509981546720348935","mid_cost_bps":5.653657060516007,"side":"buy","target_ltc":null,"vwap":"59.58867035462390308313919648"},{"budget_eur":10000,"eur":"9998.734786835740678535438360","filled_fraction":1.0,"full":true,"impact_bps":1.2652131642593214,"ltc":"167.9543164259321464561639234","mid_cost_bps":3.7835747090924357,"side":"sell","target_ltc":"167.9543164259321464561639234","vwap":"59.53246692082000000000000000"}],"spread_bps":5.037360423138275},"raw_file":"1790829901-kraken.json","request_at":1790829901.6441863,"response_at":1790829901.8367188,"sequence":null,"sha256":"8f72d57ce2e86ae321542aa376016d7403e3b15183cf634819669797b85a9aa6","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 04:45:01 GMT"},"metrics":{"ask":"59.58","ask_levels":642,"bid":"59.546","bid_levels":241,"depth_1pct_eur":{"buy":"8363.15488677132","sell":"84419.95449700615"},"mid":"59.563","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3118913418178172,"ltc":"1.678363229000587396156750860","mid_cost_bps":3.166101206210324,"side":"buy","target_ltc":null,"vwap":"59.58185824861455055474924808"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.679373929399120008060994861","mid_cost_bps":2.8541208468344443,"side":"sell","target_ltc":"1.679373929399120008060994861","vwap":"59.54600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.024680002037816,"ltc":"16.77908062200442893571332707","mid_cost_bps":5.879664129097142,"side":"buy","target_ltc":null,"vwap":"59.59802104345214130744505321"},{"budget_eur":1000,"eur":"999.5619245244082903973398716","filled_fraction":1.0,"full":true,"impact_bps":4.380754755917096,"ltc":"16.79373929399120008060994861","mid_cost_bps":7.233625282404167,"side":"sell","target_ltc":"16.79373929399120008060994861","vwap":"59.51991435773041606000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":26.945663658174286,"ltc":"167.3905127241109228059681654","mid_cost_bps":29.807475123046586,"side":"buy","target_ltc":null,"vwap":"59.74054226407540238739109449"},{"budget_eur":10000,"eur":"9992.327704692544927954858428","filled_fraction":1.0,"full":true,"impact_bps":7.672295307455072,"ltc":"167.9373929399120008060994861","mid_cost_bps":10.524226388491508,"side":"sell","target_ltc":"167.9373929399120008060994861","vwap":"59.50031455036222802800000000"}],"spread_bps":5.708241693668889},"raw_file":"1790829901-coinbase.json","request_at":1790829901.6453004,"response_at":1790829901.7651114,"sequence":10009949194,"sha256":"3c8d71cc07432e36bbe2c1fc44aafa77abdd00c3ace0acc5e84b885f6e382fcb","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790829901.754,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 04:45:01 GMT"},"metrics":{"ask":"59.58","ask_levels":100,"bid":"59.55","bid_levels":100,"depth_1pct_eur":{"buy":"76210.35221285","sell":"76877.39520105"},"mid":"59.565","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.678415575696542463914065123","mid_cost_bps":2.5182573659027954,"side":"buy","target_ltc":null,"vwap":"59.57999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.679261125104953820319059614","mid_cost_bps":2.5182573659027954,"side":"sell","target_ltc":"1.679261125104953820319059614","vwap":"59.54999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8106172445777617,"ltc":"16.77943969870827042442543198","mid_cost_bps":5.329582396238446,"side":"buy","target_ltc":null,"vwap":"59.59674565754319430426772534"},{"budget_eur":1000,"eur":"999.8124614549790092359361882","filled_fraction":1.0,"full":true,"impact_bps":1.8753854502099077,"ltc":"16.79261125104953820319059614","mid_cost_bps":4.393170545790313,"side":"sell","target_ltc":"16.79261125104953820319059614","vwap":"59.53883207964400000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.572699542844488,"ltc":"167.6140600420435510887772194","mid_cost_bps":16.09437486380718,"side":"buy","target_ltc":null,"vwap":"59.66086614387626745798794569"},{"budget_eur":10000,"eur":"9990.344567174055415617128465","filled_fraction":1.0,"full":true,"impact_bps":9.655432825944585,"ltc":"167.9261125104953820319059614","mid_cost_bps":12.171258705363888,"side":"sell","target_ltc":"167.9261125104953820319059614","vwap":"59.49250189752150000000000000"}],"spread_bps":5.036514731805591},"raw_file":"1790829901-okx.json","request_at":1790829901.6458538,"response_at":1790829901.8805535,"sequence":null,"sha256":"1f58b66b08c91638f3f91b3783e982d72ed7f7b606e5238a86ceb8afaccf3222","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790830802,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 05:00:02 GMT"},"metrics":{"ask":"59.65000","ask_levels":100,"bid":"59.63000","bid_levels":100,"depth_1pct_eur":{"buy":"226305.22929000","sell":"636481.57520000"},"mid":"59.64000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.074381256866945,"ltc":"1.676265839758632249413342273","mid_cost_bps":2.751288430115917,"side":"buy","target_ltc":null,"vwap":"59.65640868419721132787806174"},{"budget_eur":100,"eur":"99.99258991782659735032701661","filled_fraction":1.0,"full":true,"impact_bps":0.741008217340265,"ltc":"1.677008217340264967298339762","mid_cost_bps":2.4176109993293093,"side":"sell","target_ltc":"1.677008217340264967298339762","vwap":"59.62558136800000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6162362048766552,"ltc":"16.76175025142474019443513242","mid_cost_bps":3.293234232409331,"side":"buy","target_ltc":null,"vwap":"59.65964084896208924822272569"},{"budget_eur":1000,"eur":"999.8416591782659735032701661","filled_fraction":1.0,"full":true,"impact_bps":1.583408217340265,"ltc":"16.77008217340264967298339762","mid_cost_bps":3.2598697518443998,"side":"sell","target_ltc":"16.77008217340264967298339762","vwap":"59.62055813680000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.812334483665535,"ltc":"167.5974594504021447721179625","mid_cost_bps":4.48953306422953,"side":"buy","target_ltc":null,"vwap":"59.66677557519506491620210279"},{"budget_eur":10000,"eur":"9996.859775347979205098104982","filled_fraction":1.0,"full":true,"impact_bps":3.140224652020795,"ltc":"167.7008217340264967298339762","mid_cost_bps":4.816425150905433,"side":"sell","target_ltc":"167.7008217340264967298339762","vwap":"59.61127484040000000000000000"}],"spread_bps":3.35345405767941},"raw_file":"1790830802-kraken.json","request_at":1790830802.0081766,"response_at":1790830802.2046628,"sequence":null,"sha256":"52511c8e43299b0680acb6e96ad6a62498772c6eaa04154f84975eb920b7eda0","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 05:00:02 GMT"},"metrics":{"ask":"59.636","ask_levels":643,"bid":"59.607","bid_levels":243,"depth_1pct_eur":{"buy":"6690.28858770524","sell":"86496.96899468581"},"mid":"59.6215","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.5533668616824947,"ltc":"1.676411443581078815917395823","mid_cost_bps":4.985996430202146,"side":"buy","target_ltc":null,"vwap":"59.65122725861632972433947879"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.677655308940225141342459778","mid_cost_bps":2.4320085875061848,"side":"sell","target_ltc":"1.677655308940225141342459778","vwap":"59.60700000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.271771315948662,"ltc":"16.75955967264235680530884472","mid_cost_bps":7.705062002766023,"side":"buy","target_ltc":null,"vwap":"59.66743873541979144384733982"},{"budget_eur":1000,"eur":"999.9860577407305977485865753","filled_fraction":1.0,"full":true,"impact_bps":0.13942259269402252,"ltc":"16.77655308940225141342459778","mid_cost_bps":2.571397272505935,"side":"sell","target_ltc":"16.77655308940225141342459778","vwap":"59.60616894375172874000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":49.982456992029604,"ltc":"166.8499920372614437493794062","mid_cost_bps":52.42662135599872,"side":"buy","target_ltc":null,"vwap":"59.93407538051766775953921408"},{"budget_eur":10000,"eur":"9997.431235170561392118375357","filled_fraction":1.0,"full":true,"impact_bps":2.568764829438608,"ltc":"167.7655308940225141342459778","mid_cost_bps":5.0001486911323445,"side":"sell","target_ltc":"167.7655308940225141342459778","vwap":"59.59168836348116529000000000"}],"spread_bps":4.8640171750123695},"raw_file":"1790830802-coinbase.json","request_at":1790830802.00926,"response_at":1790830802.1268153,"sequence":10009992691,"sha256":"a66282b1672763d2ee9031ab43ef6c865139b8968f80add1d8d7327e12bae5f9","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790830802.107,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 05:00:02 GMT"},"metrics":{"ask":"59.66","ask_levels":100,"bid":"59.63","bid_levels":100,"depth_1pct_eur":{"buy":"78186.27304111","sell":"79975.07476654"},"mid":"59.645","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.676164934629567549446865572","mid_cost_bps":2.5148797049207814,"side":"buy","target_ltc":null,"vwap":"59.65999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.677008217340264967298339762","mid_cost_bps":2.5148797049207814,"side":"sell","target_ltc":"1.677008217340264967298339762","vwap":"59.63000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.87107556723368,"ltc":"16.75851370174262734584450402","mid_cost_bps":4.386425825151503,"side":"buy","target_ltc":null,"vwap":"59.67116283683411613538213470"},{"budget_eur":1000,"eur":"999.6255159130638940130806642","filled_fraction":1.0,"full":true,"impact_bps":3.74484086936106,"ltc":"16.77008217340264967298339762","mid_cost_bps":6.25877879185179,"side":"sell","target_ltc":"16.77008217340264967298339762","vwap":"59.60766951389600000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.428410237986606,"ltc":"167.4586066188483428188818212","mid_cost_bps":11.945661074663105,"side":"buy","target_ltc":null,"vwap":"59.71624989547982808852525396"},{"budget_eur":10000,"eur":"9987.081986521916820392419924","filled_fraction":1.0,"full":true,"impact_bps":12.91801347808318,"ltc":"167.7008217340264967298339762","mid_cost_bps":15.429644458011568,"side":"sell","target_ltc":"167.7008217340264967298339762","vwap":"59.55296988563019000000000000"}],"spread_bps":5.029759409841563},"raw_file":"1790830802-okx.json","request_at":1790830802.009596,"response_at":1790830802.2314339,"sequence":null,"sha256":"639137048167627fcb6eb292a042fb849fdaa0c6476bf2a6fe84398a180a0a09","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790831702,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 05:15:02 GMT"},"metrics":{"ask":"59.71000","ask_levels":100,"bid":"59.70000","bid_levels":100,"depth_1pct_eur":{"buy":"214963.77746000","sell":"322172.30439000"},"mid":"59.70500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.2472605188551817,"ltc":"1.674552486187845303867403315","mid_cost_bps":2.084815770552599,"side":"buy","target_ltc":null,"vwap":"59.71744739255808429068209862"},{"budget_eur":100,"eur":"99.98926958123953098827470688","filled_fraction":1.0,"full":true,"impact_bps":1.0730418760469012,"ltc":"1.675041876046901172529313233","mid_cost_bps":1.9104028138346871,"side":"sell","target_ltc":"1.675041876046901172529313233","vwap":"59.69359394000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.1392567058402885,"ltc":"16.74235760924158714213962833","mid_cost_bps":3.9769704029096995,"side":"buy","target_ltc":null,"vwap":"59.72874450179057236216894720"},{"budget_eur":1000,"eur":"999.8385158123953098827470688","filled_fraction":1.0,"full":true,"impact_bps":1.6148418760469012,"ltc":"16.75041876046901172529313233","mid_cost_bps":2.452157440750356,"side":"sell","target_ltc":"16.75041876046901172529313233","vwap":"59.69035939400000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.082183772566468,"ltc":"167.3743345046854082998661312","mid_cost_bps":6.920143925298448,"side":"buy","target_ltc":null,"vwap":"59.74631671930599438324836531"},{"budget_eur":10000,"eur":"9997.094934371859296482412061","filled_fraction":1.0,"full":true,"impact_bps":2.9050656281407035,"ltc":"167.5041876046901172529313233","mid_cost_bps":3.7422731429528517,"side":"sell","target_ltc":"167.5041876046901172529313233","vwap":"59.68265675820000000000000000"}],"spread_bps":1.6749015995310275},"raw_file":"1790831702-kraken.json","request_at":1790831702.059475,"response_at":1790831702.2463984,"sequence":null,"sha256":"ecc71b93a70edcfd40d3406bddf7d96e6098002d5b26aab74d5400cb52b5fd7d","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 05:15:02 GMT"},"metrics":{"ask":"59.735","ask_levels":640,"bid":"59.696","bid_levels":247,"depth_1pct_eur":{"buy":"9214.84032398823","sell":"89139.36259005815"},"mid":"59.7155","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.674060433581652297647945091","mid_cost_bps":3.2654838358550125,"side":"buy","target_ltc":null,"vwap":"59.73499999999999999999999999"},{"budget_eur":100,"eur":"99.99565612120075046904315195","filled_fraction":1.0,"full":true,"impact_bps":0.4343878799249531,"ltc":"1.675154114178504422406861431","mid_cost_bps":3.699729867119927,"side":"sell","target_ltc":"1.675154114178504422406861431","vwap":"59.69340687811200000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.6534576704824371,"ltc":"16.73951047966421720426507758","mid_cost_bps":3.9191548918834873,"side":"buy","target_ltc":null,"vwap":"59.73890342939462683783693730"},{"budget_eur":1000,"eur":"999.6134357541593084963816670","filled_fraction":1.0,"full":true,"impact_bps":3.865642458406915,"ltc":"16.75154114178504422406861431","mid_cost_bps":7.129863974965615,"side":"sell","target_ltc":"16.75154114178504422406861431","vwap":"59.67292366078029408000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":33.65121468638835,"ltc":"166.8445910429204316022904048","mid_cost_bps":36.92768727200489,"side":"buy","target_ltc":null,"vwap":"59.93601553092914078881310807"},{"budget_eur":10000,"eur":"9992.208482627060375234521574","filled_fraction":1.0,"full":true,"impact_bps":7.791517372939625,"ltc":"167.5154114178504422406861431","mid_cost_bps":11.054456901390825,"side":"sell","target_ltc":"167.5154114178504422406861431","vwap":"59.64948775789049961600000000"}],"spread_bps":6.530967671710025},"raw_file":"1790831702-coinbase.json","request_at":1790831702.060721,"response_at":1790831702.2115693,"sequence":10010026185,"sha256":"66731f1098411fc6af551cca4ad1a318664bcf8a519f1e2307ae399a3b9de44e","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790831702.209,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 05:15:02 GMT"},"metrics":{"ask":"59.73","ask_levels":100,"bid":"59.7","bid_levels":100,"depth_1pct_eur":{"buy":"76950.75007916","sell":"71076.19225438"},"mid":"59.715","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.674200569228193537585802779","mid_cost_bps":2.5119316754584275,"side":"buy","target_ltc":null,"vwap":"59.73000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.675041876046901172529313233","mid_cost_bps":2.5119316754584275,"side":"sell","target_ltc":"1.675041876046901172529313233","vwap":"59.69999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.80274321268081,"ltc":"16.73731465277777777777777778","mid_cost_bps":5.315378918084648,"side":"buy","target_ltc":null,"vwap":"59.74674078520934247670346992"},{"budget_eur":1000,"eur":"999.7195049271859296482412061","filled_fraction":1.0,"full":true,"impact_bps":2.8049507281407036,"ltc":"16.75041876046901172529313233","mid_cost_bps":5.316177819140919,"side":"sell","target_ltc":"16.75041876046901172529313233","vwap":"59.68325444415300000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.122134099897153,"ltc":"167.2340569620591676416513455","mid_cost_bps":13.636859579450004,"side":"buy","target_ltc":null,"vwap":"59.79643250697868569542977884"},{"budget_eur":10000,"eur":"9989.764312811624790619765495","filled_fraction":1.0,"full":true,"impact_bps":10.23568718837521,"ltc":"167.5041876046901172529313233","mid_cost_bps":12.74504772914678,"side":"sell","target_ltc":"167.5041876046901172529313233","vwap":"59.63889294748540000000000000"}],"spread_bps":5.023863350916855},"raw_file":"1790831702-okx.json","request_at":1790831702.0611675,"response_at":1790831702.3389814,"sequence":null,"sha256":"bd86c2f26843e499f874ce2f8e7a396c82a933f0f4d426dc01c35c1997bfdd46","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790832601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 05:30:01 GMT"},"metrics":{"ask":"59.56000","ask_levels":100,"bid":"59.54000","bid_levels":100,"depth_1pct_eur":{"buy":"247172.18024000","sell":"335935.29094000"},"mid":"59.55000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0769143504142649,"ltc":"1.678798388450562363605841867","mid_cost_bps":2.7563563175595904,"side":"buy","target_ltc":null,"vwap":"59.56641410187106736174482295"},{"budget_eur":100,"eur":"99.98922456835740678535438360","filled_fraction":1.0,"full":true,"impact_bps":1.0775431642593214,"ltc":"1.679543164259321464561639234","mid_cost_bps":2.756623341729639,"side":"sell","target_ltc":"1.679543164259321464561639234","vwap":"59.53358430800000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.618769435666157,"ltc":"16.78707436629175759610542219","mid_cost_bps":3.298302394429493,"side":"buy","target_ltc":null,"vwap":"59.56964139075882763185765622"},{"budget_eur":1000,"eur":"999.8380656835740678535438360","filled_fraction":1.0,"full":true,"impact_bps":1.6193431642593215,"ltc":"16.79543164259321464561639234","mid_cost_bps":3.298332359361881,"side":"sell","target_ltc":"16.79543164259321464561639234","vwap":"59.53035843080000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.122755330100144,"ltc":"167.8287263881899010233182352","mid_cost_bps":5.802708773480513,"side":"buy","target_ltc":null,"vwap":"59.58455513074607645700195480"},{"budget_eur":10000,"eur":"9996.869183671481357070876721","filled_fraction":1.0,"full":true,"impact_bps":3.1308163285186428,"ltc":"167.9543164259321464561639234","mid_cost_bps":4.809551707808565,"side":"sell","target_ltc":"167.9543164259321464561639234","vwap":"59.52135911958000000000000000"}],"spread_bps":3.3585222502099077},"raw_file":"1790832601-kraken.json","request_at":1790832601.5727243,"response_at":1790832601.7615025,"sequence":null,"sha256":"c32017204b8db4632ef105b2bf5585d9b336537535a6a7f1305996093e297610","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 05:30:01 GMT"},"metrics":{"ask":"59.562","ask_levels":638,"bid":"59.545","bid_levels":248,"depth_1pct_eur":{"buy":"6518.68055395178","sell":"97828.86965573706"},"mid":"59.5535","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3121449421619559,"ltc":"1.678870398039182768982826061","mid_cost_bps":1.7394775629484482,"side":"buy","target_ltc":null,"vwap":"59.56385919770450504144916440"},{"budget_eur":100,"eur":"99.99812559360147787387689982","filled_fraction":1.0,"full":true,"impact_bps":0.18744063985221263,"ltc":"1.679402132840708707700058779","mid_cost_bps":1.6147019553846542,"side":"sell","target_ltc":"1.679402132840708707700058779","vwap":"59.54388388471000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.2441474968921793,"ltc":"16.78378312449395022571279934","mid_cost_bps":4.671898598905051,"side":"buy","target_ltc":null,"vwap":"59.58132279132098919743881229"},{"budget_eur":1000,"eur":"999.7239346847514157359979847","filled_fraction":1.0,"full":true,"impact_bps":2.7606531524858426,"ltc":"16.79402132840708707700058779","mid_cost_bps":4.1875471964665305,"side":"sell","target_ltc":"16.79402132840708707700058779","vwap":"59.52856169080352305000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":48.44108176569586,"ltc":"167.0829126098129539349318476","mid_cost_bps":49.875283772211155,"side":"buy","target_ltc":null,"vwap":"59.85052477121283770006886369"},{"budget_eur":10000,"eur":"9993.767228239416102107649676","filled_fraction":1.0,"full":true,"impact_bps":6.232771760583898,"ltc":"167.9402132840708707700058779","mid_cost_bps":7.659170233218337,"side":"sell","target_ltc":"167.9402132840708707700058779","vwap":"59.50788696055160318000000000"}],"spread_bps":2.8545761374226535},"raw_file":"1790832601-coinbase.json","request_at":1790832601.5737915,"response_at":1790832601.6824636,"sequence":10010046825,"sha256":"5eb2304a7980b1b595628fa02882c05942d795d9a2a59ed40c25549958a1979e","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790832601.659,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 05:30:01 GMT"},"metrics":{"ask":"59.62","ask_levels":100,"bid":"59.59","bid_levels":100,"depth_1pct_eur":{"buy":"82043.22919470","sell":"70309.45184278"},"mid":"59.605","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.677289500167728950016772895","mid_cost_bps":2.5165674020635853,"side":"buy","target_ltc":null,"vwap":"59.62000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.678133915086423896626950831","mid_cost_bps":2.5165674020635853,"side":"sell","target_ltc":"1.678133915086423896626950831","vwap":"59.58999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8724619315114972,"ltc":"16.76975492890677397719651241","mid_cost_bps":4.3895005512409275,"side":"buy","target_ltc":null,"vwap":"59.63116361803567154676894045"},{"budget_eur":1000,"eur":"999.7189257954740728310119149","filled_fraction":1.0,"full":true,"impact_bps":2.8107420452592717,"ltc":"16.78133915086423896626950831","mid_cost_bps":5.326602105142186,"side":"sell","target_ltc":"16.78133915086423896626950831","vwap":"59.57325078815230000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.177963583005047,"ltc":"167.5751501542196918955123912","mid_cost_bps":11.696840681465664,"side":"buy","target_ltc":null,"vwap":"59.67471901888187609533253338"},{"budget_eur":10000,"eur":"9989.060453844222184930357444","filled_fraction":1.0,"full":true,"impact_bps":10.939546155777816,"ltc":"167.8133915086423896626950831","mid_cost_bps":13.4533605473165,"side":"sell","target_ltc":"167.8133915086423896626950831","vwap":"59.52481124445772000000000000"}],"spread_bps":5.033134804127171},"raw_file":"1790832601-okx.json","request_at":1790832601.5740852,"response_at":1790832601.7819464,"sequence":null,"sha256":"61694bfdb7a2518352a3c1a0ee7d573cb7ec58ddb9534c22762a57aef2e6984c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790833501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 05:45:01 GMT"},"metrics":{"ask":"59.40000","ask_levels":100,"bid":"59.38000","bid_levels":100,"depth_1pct_eur":{"buy":"216295.53806000","sell":"653011.03060000"},"mid":"59.39000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.4127273200850223,"ltc":"1.683263884214069336923594749","mid_cost_bps":3.0967503420281246,"side":"buy","target_ltc":null,"vwap":"59.40839160028130503299655248"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.684068710003368137420006736","mid_cost_bps":1.6837851490149858,"side":"sell","target_ltc":"1.684068710003368137420006736","vwap":"59.38000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.171541395084507,"ltc":"16.82967923258162234937731404","mid_cost_bps":4.8558605635295455,"side":"buy","target_ltc":null,"vwap":"59.41883895588680197188946926"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.84068710003368137420006736","mid_cost_bps":1.6837851490149858,"side":"sell","target_ltc":"16.84068710003368137420006736","vwap":"59.38000000000000000000000000"},{"budget_eur":10000,"eur":"9999.999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":11.169719202067093,"ltc":"168.1623357431069266980497646","mid_cost_bps":12.855385091813188,"side":"buy","target_ltc":null,"vwap":"59.46634813206027852567802452"},{"budget_eur":10000,"eur":"9999.999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"168.4068710003368137420006736","mid_cost_bps":1.6837851490149858,"side":"sell","target_ltc":"168.4068710003368137420006736","vwap":"59.38000000000000000000000000"}],"spread_bps":3.3675702980299715},"raw_file":"1790833501-kraken.json","request_at":1790833501.2504058,"response_at":1790833501.4461243,"sequence":null,"sha256":"0387237ec01f1e790135e7a898bab761e0d5ea5f37e06b0af9de4fb3cd8d8857","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 05:45:01 GMT"},"metrics":{"ask":"59.413","ask_levels":664,"bid":"59.388","bid_levels":241,"depth_1pct_eur":{"buy":"9294.41729141482","sell":"87538.22957277217"},"mid":"59.4005","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.12570401284903213,"ltc":"1.683112163595051754607422368","mid_cost_bps":2.2300898564052414,"side":"buy","target_ltc":null,"vwap":"59.41374684525153995451927928"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.683841853573112413282144541","mid_cost_bps":2.104359390914218,"side":"sell","target_ltc":"1.683841853573112413282144541","vwap":"59.38800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.2102509658840646,"ltc":"16.82256822966682924368051935","mid_cost_bps":7.31570678085319,"side":"buy","target_ltc":null,"vwap":"59.44395566406360699107223936"},{"budget_eur":1000,"eur":"999.7944542631111086414763925","filled_fraction":1.0,"full":true,"impact_bps":2.0554573688889137,"ltc":"16.83841853573112413282144541","mid_cost_bps":4.159384217701447,"side":"sell","target_ltc":"16.83841853573112413282144541","vwap":"59.37579304977764252000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":24.28390591095556,"ltc":"167.9055917398621516332034762","mid_cost_bps":26.39337550841496,"side":"buy","target_ltc":null,"vwap":"59.55727797018876027516769530"},{"budget_eur":10000,"eur":"9993.984354082719060416245706","filled_fraction":1.0,"full":true,"impact_bps":6.015645917280939,"ltc":"168.3841853573112413282144541","mid_cost_bps":8.118739400097313,"side":"sell","target_ltc":"168.3841853573112413282144541","vwap":"59.35227428202645195600000000"}],"spread_bps":4.208718781828436},"raw_file":"1790833501-coinbase.json","request_at":1790833501.2514215,"response_at":1790833501.36317,"sequence":10010072181,"sha256":"5f1bb0f7a11583d593db5a4eadcb9d8901363880c175dba2f365d36d610ea7ef","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790833501.359,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 05:45:01 GMT"},"metrics":{"ask":"59.42","ask_levels":100,"bid":"59.39","bid_levels":100,"depth_1pct_eur":{"buy":"76148.63018920","sell":"71085.59654447"},"mid":"59.405","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.682935038707505890272635476","mid_cost_bps":2.52503997979968,"side":"buy","target_ltc":null,"vwap":"59.42000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.683785149014985687826233373","mid_cost_bps":2.52503997979968,"side":"sell","target_ltc":"1.683785149014985687826233373","vwap":"59.38999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.82935038707505890272635476","mid_cost_bps":2.52503997979968,"side":"buy","target_ltc":null,"vwap":"59.42000000000000000000000000"},{"budget_eur":1000,"eur":"999.8119666101970028624347536","filled_fraction":1.0,"full":true,"impact_bps":1.8803338980299713,"ltc":"16.83785149014985687826233373","mid_cost_bps":4.404899086002862,"side":"sell","target_ltc":"16.83785149014985687826233373","vwap":"59.37883269697960000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.652954175571885,"ltc":"168.1480061715389784946236559","mid_cost_bps":11.180179060895234,"side":"buy","target_ltc":null,"vwap":"59.47141585371124814186262700"},{"budget_eur":10000,"eur":"9991.871575915910085873042602","filled_fraction":1.0,"full":true,"impact_bps":8.128424084089914,"ltc":"168.3785149014985687826233373","mid_cost_bps":10.651411604311084,"side":"sell","target_ltc":"168.3785149014985687826233373","vwap":"59.34172528936459000000000000"}],"spread_bps":5.05007995959936},"raw_file":"1790833501-okx.json","request_at":1790833501.2516544,"response_at":1790833501.4811018,"sequence":null,"sha256":"b46570ca92ef9c2e90c95a7036d33399a09cf9005b613068121a2a909f9acde0","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790834401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 06:00:01 GMT"},"metrics":{"ask":"59.50000","ask_levels":100,"bid":"59.47000","bid_levels":100,"depth_1pct_eur":{"buy":"225577.98263000","sell":"354391.10496000"},"mid":"59.48500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.0786073367458908,"ltc":"1.680491009914300117627289531","mid_cost_bps":3.6005234350908717,"side":"buy","target_ltc":null,"vwap":"59.50641771365363805098933044"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.681520094165125273247015302","mid_cost_bps":2.5216441119609985,"side":"sell","target_ltc":"1.681520094165125273247015302","vwap":"59.46999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6204625137232305,"ltc":"16.80399966392202991093933793","mid_cost_bps":4.142515248659867,"side":"buy","target_ltc":null,"vwap":"59.50964175195665322094760988"},{"budget_eur":1000,"eur":"999.9668359811669749453505970","filled_fraction":1.0,"full":true,"impact_bps":0.33164018833025055,"ltc":"16.81520094165125273247015302","mid_cost_bps":2.85320067243843,"side":"sell","target_ltc":"16.81520094165125273247015302","vwap":"59.46802773580000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.090016920535475,"ltc":"168.0153098757138058448102116","mid_cost_bps":5.6124402247938265,"side":"buy","target_ltc":null,"vwap":"59.51838560067718607649039214"},{"budget_eur":10000,"eur":"9996.940099811669749453505970","filled_fraction":1.0,"full":true,"impact_bps":3.0599001883302503,"ltc":"168.1520094165125273247015302","mid_cost_bps":5.58077270236194,"side":"sell","target_ltc":"168.1520094165125273247015302","vwap":"59.45180277358000000000000000"}],"spread_bps":5.043288223921997},"raw_file":"1790834401-kraken.json","request_at":1790834401.3363836,"response_at":1790834401.5184875,"sequence":null,"sha256":"1916f99f9df89d2611386e4e9ef126033d3bfafbfa45be744842ba9bf7f41ca4","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 06:00:01 GMT"},"metrics":{"ask":"59.509","ask_levels":638,"bid":"59.478","bid_levels":260,"depth_1pct_eur":{"buy":"7792.78248128607","sell":"85004.77639302948"},"mid":"59.4935","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.31289254518624204,"ltc":"1.680365510636152837987700373","mid_cost_bps":2.918300696235523,"side":"buy","target_ltc":null,"vwap":"59.51086199224714880784336242"},{"budget_eur":100,"eur":"99.99686653038098120313393188","filled_fraction":1.0,"full":true,"impact_bps":0.31334696190187966,"ltc":"1.681293923803759373213625206","mid_cost_bps":2.9185919571045575,"side":"sell","target_ltc":"1.681293923803759373213625206","vwap":"59.47613627494000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.354690615202143,"ltc":"16.80190474193585241687528352","mid_cost_bps":3.960370188677155,"side":"buy","target_ltc":null,"vwap":"59.51706162838200643205060187"},{"budget_eur":1000,"eur":"999.6095438227467218131073675","filled_fraction":1.0,"full":true,"impact_bps":3.904561772532782,"ltc":"16.81293923803759373213625206","mid_cost_bps":6.508871138976607,"side":"sell","target_ltc":"16.81293923803759373213625206","vwap":"59.45477644748932952000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":51.33017372895723,"ltc":"167.1836522107679169568533811","mid_cost_bps":53.94887354814418,"side":"buy","target_ltc":null,"vwap":"59.81446073084365155429537842"},{"budget_eur":10000,"eur":"9992.991925586901955008574599","filled_fraction":1.0,"full":true,"impact_bps":7.008074413098045,"ltc":"168.1293923803759373213625206","mid_cost_bps":9.61157521312825,"side":"sell","target_ltc":"168.1293923803759373213625206","vwap":"59.43631737500577544800000000"}],"spread_bps":5.210653264642356},"raw_file":"1790834401-coinbase.json","request_at":1790834401.3373513,"response_at":1790834401.4378998,"sequence":10010096748,"sha256":"9a069027bbf8ff2ff8caab7589b492eddf1b86ac7d6c063579bf0af7277fbe27","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790834401.509,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 06:00:01 GMT"},"metrics":{"ask":"59.5","ask_levels":100,"bid":"59.47","bid_levels":100,"depth_1pct_eur":{"buy":"81462.40302956","sell":"80127.31031328"},"mid":"59.485","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.680672268907563025210084034","mid_cost_bps":2.5216441119609985,"side":"buy","target_ltc":null,"vwap":"59.49999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.681520094165125273247015302","mid_cost_bps":2.5216441119609985,"side":"sell","target_ltc":"1.681520094165125273247015302","vwap":"59.46999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8139128140590786,"ltc":"16.80199475424155887787670082","mid_cost_bps":5.336266494687991,"side":"buy","target_ltc":null,"vwap":"59.51674278124365151785992217"},{"budget_eur":1000,"eur":"999.8122538611669749453505970","filled_fraction":1.0,"full":true,"impact_bps":1.8774613883302504,"ltc":"16.81520094165125273247015302","mid_cost_bps":4.398632071345717,"side":"sell","target_ltc":"16.81520094165125273247015302","vwap":"59.45883473712360000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.68000585256649,"ltc":"167.8879224912780945991278095","mid_cost_bps":13.204343081914871,"side":"buy","target_ltc":null,"vwap":"59.56354603482277061267596584"},{"budget_eur":10000,"eur":"9990.568515148348747267529848","filled_fraction":1.0,"full":true,"impact_bps":9.431484851651252,"ltc":"168.1520094165125273247015302","mid_cost_bps":11.95075067878793,"side":"sell","target_ltc":"168.1520094165125273247015302","vwap":"59.41391095958723000000000000"}],"spread_bps":5.043288223921997},"raw_file":"1790834401-okx.json","request_at":1790834401.3375883,"response_at":1790834401.6309028,"sequence":null,"sha256":"319573dd27f40531387731b812907ca2fe9dd81dfc53c94833c398d846c32517","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790835301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 06:15:01 GMT"},"metrics":{"ask":"59.41000","ask_levels":100,"bid":"59.39000","bid_levels":100,"depth_1pct_eur":{"buy":"238870.00570000","sell":"681495.22915000"},"mid":"59.40000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0811532279909248,"ltc":"1.683036351396836082127229889","mid_cost_bps":2.764836923820553,"side":"buy","target_ltc":null,"vwap":"59.41642313132749408485609166"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.683785149014985687826233373","mid_cost_bps":1.6835016835016836,"side":"sell","target_ltc":"1.683785149014985687826233373","vwap":"59.38999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6230085429038217,"ltc":"16.82945169976438909458094918","mid_cost_bps":3.306783460166937,"side":"buy","target_ltc":null,"vwap":"59.41964229375339160458254040"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.83785149014985687826233373","mid_cost_bps":1.6835016835016836,"side":"sell","target_ltc":"16.83785149014985687826233373","vwap":"59.38999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.1176627979706124,"ltc":"168.2693706258411843876177658","mid_cost_bps":4.801689340529194,"side":"buy","target_ltc":null,"vwap":"59.42852203468274340962060929"},{"budget_eur":10000,"eur":"9998.318399701970028624347536","filled_fraction":1.0,"full":true,"impact_bps":1.6816002980299714,"ltc":"168.3785149014985687826233373","mid_cost_bps":3.364818883838384,"side":"sell","target_ltc":"168.3785149014985687826233373","vwap":"59.38001297583000000000000000"}],"spread_bps":3.367003367003367},"raw_file":"1790835301-kraken.json","request_at":1790835301.5702136,"response_at":1790835301.7806673,"sequence":null,"sha256":"e19814c919ee8d10b151b28d09be149450bd060211c94bbd2613c6d29c7f83e5","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 06:15:01 GMT"},"metrics":{"ask":"59.441","ask_levels":647,"bid":"59.384","bid_levels":238,"depth_1pct_eur":{"buy":"6707.49469898796","sell":"84683.34785261368"},"mid":"59.4125","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.31385368652747764,"ltc":"1.682287672845944218282138411","mid_cost_bps":5.110974575735406,"side":"buy","target_ltc":null,"vwap":"59.44286557769808797982082406"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.683955274147918631281153173","mid_cost_bps":4.796970334525563,"side":"sell","target_ltc":"1.683955274147918631281153173","vwap":"59.38399999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.3555154118130166,"ltc":"16.81776149485854527727815226","mid_cost_bps":8.15409537712733,"side":"buy","target_ltc":null,"vwap":"59.46094551915935775144559938"},{"budget_eur":1000,"eur":"999.8600883483422497642462619","filled_fraction":1.0,"full":true,"impact_bps":1.3991165165775024,"ltc":"16.83955274147918631281153173","mid_cost_bps":6.195415699060608,"side":"sell","target_ltc":"16.83955274147918631281153173","vwap":"59.37569148647795616000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":45.12638042230972,"ltc":"167.4782783563155883428039744","mid_cost_bps":49.94499774765432,"side":"buy","target_ltc":null,"vwap":"59.70923571786825122293536268"},{"budget_eur":10000,"eur":"9994.631263712969158022362929","filled_fraction":1.0,"full":true,"impact_bps":5.368736287030842,"ltc":"168.3955274147918631281153173","mid_cost_bps":10.163131254686126,"side":"sell","target_ltc":"168.3955274147918631281153173","vwap":"59.35211829643309604800000000"}],"spread_bps":9.593940669051126},"raw_file":"1790835301-coinbase.json","request_at":1790835301.5712242,"response_at":1790835301.678631,"sequence":10010123086,"sha256":"8724e0f91ccecf35a15e6655657a5fa93c5f50ce4423513e41605f7bcb77d9f1","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790835301.65,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 06:15:01 GMT"},"metrics":{"ask":"59.43","ask_levels":100,"bid":"59.4","bid_levels":100,"depth_1pct_eur":{"buy":"77576.71914799","sell":"74618.22521703"},"mid":"59.415","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.682651859330304559986538785","mid_cost_bps":2.5246149962130775,"side":"buy","target_ltc":null,"vwap":"59.43000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.683501683501683501683501684","mid_cost_bps":2.5246149962130775,"side":"sell","target_ltc":"1.683501683501683501683501684","vwap":"59.39999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8791671012262898,"ltc":"16.82335720336417157275021026","mid_cost_bps":4.404256514783782,"side":"buy","target_ltc":null,"vwap":"59.44116789008258784002467493"},{"budget_eur":1000,"eur":"999.7179233849494949494949498","filled_fraction":1.0,"full":true,"impact_bps":2.8207661505050505,"ltc":"16.83501683501683501683501684","mid_cost_bps":5.34466901186569,"side":"sell","target_ltc":"16.83501683501683501683501684","vwap":"59.38324464906600000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.294622504492477,"ltc":"168.0753511686544599361666387","mid_cost_bps":13.822088958040695,"side":"buy","target_ltc":null,"vwap":"59.49712394154419879143190363"},{"budget_eur":10000,"eur":"9991.266841385488215488215491","filled_fraction":1.0,"full":true,"impact_bps":8.733158614511785,"ltc":"168.3501683501683501683501684","mid_cost_bps":11.255568824404612,"side":"sell","target_ltc":"168.3501683501683501683501684","vwap":"59.34812503782980000000000000"}],"spread_bps":5.049229992426155},"raw_file":"1790835301-okx.json","request_at":1790835301.571547,"response_at":1790835301.7785974,"sequence":null,"sha256":"a2267858731aeab19df67b4b66c1dcb5524eb4559267d066b1144d85178efe38","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790836201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 06:30:01 GMT"},"metrics":{"ask":"59.52000","ask_levels":100,"bid":"59.51000","bid_levels":100,"depth_1pct_eur":{"buy":"221290.37978000","sell":"666635.17752000"},"mid":"59.51500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0780426287154719,"ltc":"1.679926423651940198219385184","mid_cost_bps":1.918257536102577,"side":"buy","target_ltc":null,"vwap":"59.52641650972611448790782795"},{"budget_eur":100,"eur":"99.98921610149554696689631993","filled_fraction":1.0,"full":true,"impact_bps":1.0783898504453033,"ltc":"1.680389850445303310368005377","mid_cost_bps":1.9184235906914224,"side":"sell","target_ltc":"1.680389850445303310368005377","vwap":"59.50358250200000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":1.6198977750971144,"ltc":"16.79835410717285402318158911","mid_cost_bps":2.460158205053856,"side":"buy","target_ltc":null,"vwap":"59.52964163155737802458429200"},{"budget_eur":1000,"eur":"999.7441620299109393379263988","filled_fraction":1.0,"full":true,"impact_bps":2.5583797008906064,"ltc":"16.80389850445303310368005377","mid_cost_bps":3.398289103587331,"side":"sell","target_ltc":"16.80389850445303310368005377","vwap":"59.49477508240000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5145037793556737,"ltc":"167.9517259905977165883143049","mid_cost_bps":4.354923379774002,"side":"buy","target_ltc":null,"vwap":"59.54091832649472497054144088"},{"budget_eur":10000,"eur":"9993.274190747773483448159972","filled_fraction":1.0,"full":true,"impact_bps":6.725809252226517,"ltc":"168.0389850445303310368005377","mid_cost_bps":7.565368539023775,"side":"sell","target_ltc":"168.0389850445303310368005377","vwap":"59.46997470914000000000000000"}],"spread_bps":1.6802486768041671},"raw_file":"1790836201-kraken.json","request_at":1790836201.800068,"response_at":1790836201.998335,"sequence":null,"sha256":"0b226da30bc7bc2c5c32c42e7ee61eb3e80c5a3ab1f1a36f35d06b0b38e49e08","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 06:30:01 GMT"},"metrics":{"ask":"59.543","ask_levels":635,"bid":"59.512","bid_levels":251,"depth_1pct_eur":{"buy":"7848.83619428830","sell":"88831.10482390743"},"mid":"59.5275","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3124127977561127,"ltc":"1.679406075770806744139181836","mid_cost_bps":2.9163327070142744,"side":"buy","target_ltc":null,"vwap":"59.54486019952167922185463162"},{"budget_eur":100,"eur":"99.99687133310928888291437021","filled_fraction":1.0,"full":true,"impact_bps":0.3128666890711117,"ltc":"1.680333378142223417125957790","mid_cost_bps":2.91662378564529,"side":"sell","target_ltc":"1.680333378142223417125957790","vwap":"59.51013806776000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.344390571822211,"ltc":"16.79064904172794734898089386","mid_cost_bps":4.948839575288899,"side":"buy","target_ltc":null,"vwap":"59.55695920478180099157942035"},{"budget_eur":1000,"eur":"999.7847297314786664874311063","filled_fraction":1.0,"full":true,"impact_bps":2.152702685213335,"ltc":"16.80333378142223417125957790","mid_cost_bps":4.755980718196061,"side":"sell","target_ltc":"16.80333378142223417125957790","vwap":"59.49918883577975840000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":45.778608837168164,"ltc":"167.1805250703488873412264120","mid_cost_bps":48.39436740987786,"side":"buy","target_ltc":null,"vwap":"59.81557957059915041861338961"},{"budget_eur":10000,"eur":"9994.386721583440438230945019","filled_fraction":1.0,"full":true,"impact_bps":5.613278416559562,"ltc":"168.0333378142223417125957790","mid_cost_bps":8.215655371488683,"side":"sell","target_ltc":"168.0333378142223417125957790","vwap":"59.47859425748737073600000000"}],"spread_bps":5.207677124018311},"raw_file":"1790836201-coinbase.json","request_at":1790836201.8010647,"response_at":1790836201.9080062,"sequence":10010144104,"sha256":"6c2ff1f9ac99ba48b7010b7b6f1247f9a90e835ba118ff1165f0143b5d5559f3","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790836201.95,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 06:30:02 GMT"},"metrics":{"ask":"59.54","ask_levels":100,"bid":"59.51","bid_levels":100,"depth_1pct_eur":{"buy":"70072.37722485","sell":"82067.06139461"},"mid":"59.525","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.679543164259321464561639234","mid_cost_bps":2.51994960100798,"side":"buy","target_ltc":null,"vwap":"59.54000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.680389850445303310368005377","mid_cost_bps":2.51994960100798,"side":"sell","target_ltc":"1.680389850445303310368005377","vwap":"59.51000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8748359080819275,"ltc":"16.79228336501007387508394896","mid_cost_bps":4.3952579582897595,"side":"buy","target_ltc":null,"vwap":"59.55116277299671979571319719"},{"budget_eur":1000,"eur":"999.6247470998218786758527977","filled_fraction":1.0,"full":true,"impact_bps":3.7525290017812134,"ltc":"16.80389850445303310368005377","mid_cost_bps":6.2715329843931125,"side":"sell","target_ltc":"16.80389850445303310368005377","vwap":"59.48766869991040000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.405110645787763,"ltc":"167.7965019592418651459241865","mid_cost_bps":11.927430287277673,"side":"buy","target_ltc":null,"vwap":"59.59599802878502034816230087"},{"budget_eur":10000,"eur":"9988.468257855546966896319945","filled_fraction":1.0,"full":true,"impact_bps":11.531742144453034,"ltc":"168.0389850445303310368005377","mid_cost_bps":14.04878580455943,"side":"sell","target_ltc":"168.0389850445303310368005377","vwap":"59.44137460249836000000000000"}],"spread_bps":5.03989920201596},"raw_file":"1790836201-okx.json","request_at":1790836201.8013046,"response_at":1790836202.075987,"sequence":null,"sha256":"952549a7c596ea93ce398af50f6b710e22b3397f8e57b6361578355d679f08d6","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790837101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 06:45:01 GMT"},"metrics":{"ask":"59.39000","ask_levels":100,"bid":"59.37000","bid_levels":100,"depth_1pct_eur":{"buy":"218890.20198000","sell":"277845.83544000"},"mid":"59.38000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.0817200294692115,"ltc":"1.683603030303030303030303030","mid_cost_bps":2.765970908558041,"side":"buy","target_ltc":null,"vwap":"59.39642433525501764793759416"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.684352366515074953680309921","mid_cost_bps":1.6840687100033682,"side":"sell","target_ltc":"1.684352366515074953680309921","vwap":"59.36999999999999999999999999"},{"budget_eur":1000,"eur":"1000.00000000","filled_fraction":1.0,"full":true,"impact_bps":2.2879233395846965,"ltc":"16.834","mid_cost_bps":3.972377351598773,"side":"buy","target_ltc":null,"vwap":"59.40358797671379351312819294"},{"budget_eur":1000,"eur":"999.9651895266969850092639381","filled_fraction":1.0,"full":true,"impact_bps":0.3481047330301499,"ltc":"16.84352366515074953680309921","mid_cost_bps":2.032114819804648,"side":"sell","target_ltc":"16.84352366515074953680309921","vwap":"59.36793330220000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.9425050227224965,"ltc":"168.2953348477200067306074373","mid_cost_bps":6.6274060845316445,"side":"buy","target_ltc":null,"vwap":"59.41935353732994890640469495"},{"budget_eur":10000,"eur":"9996.406602900454775138959071","filled_fraction":1.0,"full":true,"impact_bps":3.593397099545225,"ltc":"168.4352366515074953680309921","mid_cost_bps":5.276860656786797,"side":"sell","target_ltc":"168.4352366515074953680309921","vwap":"59.34866600142000000000000000"}],"spread_bps":3.3681374200067364},"raw_file":"1790837101-kraken.json","request_at":1790837101.3085163,"response_at":1790837101.5028965,"sequence":null,"sha256":"80b9f82444500876ed853aeab5476d8635f2fb64b2430eff4a8a2c698d792bd6","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 06:45:01 GMT"},"metrics":{"ask":"59.393","ask_levels":636,"bid":"59.356","bid_levels":247,"depth_1pct_eur":{"buy":"7239.94428006363","sell":"84541.35737244574"},"mid":"59.3745","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7548245946438656,"ltc":"1.683573019106135847150913223","mid_cost_bps":3.8708754962093677,"side":"buy","target_ltc":null,"vwap":"59.39748312971496831133026453"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.684749646202574297459397534","mid_cost_bps":3.1158157121323127,"side":"sell","target_ltc":"1.684749646202574297459397534","vwap":"59.35599999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.213382431669029,"ltc":"16.82990990870946571308371897","mid_cost_bps":7.3305109561195225,"side":"buy","target_ltc":null,"vwap":"59.41802454227641186064083778"},{"budget_eur":1000,"eur":"999.9849321973579742570254063","filled_fraction":1.0,"full":true,"impact_bps":0.15067802642025743,"ltc":"16.84749646202574297459397534","mid_cost_bps":3.2664467900563507,"side":"sell","target_ltc":"16.84749646202574297459397534","vwap":"59.35510563550637992000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":56.5006762864848,"ltc":"167.4240527133378194264446881","mid_cost_bps":59.634096568109065,"side":"buy","target_ltc":null,"vwap":"59.72857446666831915223745577"},{"budget_eur":10000,"eur":"9995.800889717018158231686774","filled_fraction":1.0,"full":true,"impact_bps":4.199110282981842,"ltc":"168.4749646202574297459397534","mid_cost_bps":7.313617629734486,"side":"sell","target_ltc":"168.4749646202574297459397534","vwap":"59.33107576100433298000000000"}],"spread_bps":6.231631424264625},"raw_file":"1790837101-coinbase.json","request_at":1790837101.3096144,"response_at":1790837101.444593,"sequence":10010175956,"sha256":"f019b5212b8ca183e6a0359544177b8246a22877202d655ccb21fad36a673447","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790837101.5,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 06:45:01 GMT"},"metrics":{"ask":"59.41","ask_levels":100,"bid":"59.38","bid_levels":100,"depth_1pct_eur":{"buy":"80423.53944835","sell":"81646.74009667"},"mid":"59.395","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.683218313415249957919542165","mid_cost_bps":2.5254651064904454,"side":"buy","target_ltc":null,"vwap":"59.40999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.684068710003368137420006736","mid_cost_bps":2.5254651064904454,"side":"sell","target_ltc":"1.684068710003368137420006736","vwap":"59.38000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8781211556413042,"ltc":"16.82902243984519602894161198","mid_cost_bps":4.404060575076183,"side":"buy","target_ltc":null,"vwap":"59.42115791778566498902123968"},{"budget_eur":1000,"eur":"999.6240927159986527450319971","filled_fraction":1.0,"full":true,"impact_bps":3.7590728400134727,"ltc":"16.84068710003368137420006736","mid_cost_bps":6.283588605774897,"side":"sell","target_ltc":"16.84068710003368137420006736","vwap":"59.35767862547600000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.990014685053902,"ltc":"168.1706456840954942837928716","mid_cost_bps":11.517750188383742,"side":"buy","target_ltc":null,"vwap":"59.46340967724390523117847532"},{"budget_eur":10000,"eur":"9989.183527669959582350959918","filled_fraction":1.0,"full":true,"impact_bps":10.816472330040417,"ltc":"168.4068710003368137420006736","mid_cost_bps":13.339205774186379,"side":"sell","target_ltc":"168.4068710003368137420006736","vwap":"59.31577178730422000000000000"}],"spread_bps":5.050930212980891},"raw_file":"1790837101-okx.json","request_at":1790837101.3099477,"response_at":1790837101.62618,"sequence":null,"sha256":"48978be5820e9a123833ac96afc4fef436b6a76fb63ffe6f3ee133a6656a6e3c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790838001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 07:00:01 GMT"},"metrics":{"ask":"59.52000","ask_levels":100,"bid":"59.51000","bid_levels":100,"depth_1pct_eur":{"buy":"206871.03650000","sell":"198067.53469000"},"mid":"59.51500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0780426287154719,"ltc":"1.679926423651940198219385184","mid_cost_bps":1.918257536102577,"side":"buy","target_ltc":null,"vwap":"59.52641650972611448790782795"},{"budget_eur":100,"eur":"99.97843220299109393379263988","filled_fraction":1.0,"full":true,"impact_bps":2.1567797008906067,"ltc":"1.680389850445303310368005377","mid_cost_bps":2.9967228429807613,"side":"sell","target_ltc":"1.680389850445303310368005377","vwap":"59.49716500400000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7706336469579298,"ltc":"16.79810094054417198522002016","mid_cost_bps":2.610906740602134,"side":"buy","target_ltc":null,"vwap":"59.53053881146669359838640843"},{"budget_eur":1000,"eur":"999.6759620299109393379263988","filled_fraction":1.0,"full":true,"impact_bps":3.240379700890607,"ltc":"16.80389850445303310368005377","mid_cost_bps":4.0802318071074515,"side":"sell","target_ltc":"16.80389850445303310368005377","vwap":"59.49071650040000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.054697267821783,"ltc":"167.9258712439147221755917408","mid_cost_bps":5.895246263643662,"side":"buy","target_ltc":null,"vwap":"59.55008555813807525556341077"},{"budget_eur":10000,"eur":"9995.846190448664090068895982","filled_fraction":1.0,"full":true,"impact_bps":4.15380955133591,"ltc":"168.0389850445303310368005377","mid_cost_bps":4.993584918087877,"side":"sell","target_ltc":"168.0389850445303310368005377","vwap":"59.48528067936000000000000000"}],"spread_bps":1.6802486768041671},"raw_file":"1790838001-kraken.json","request_at":1790838001.4128096,"response_at":1790838001.606365,"sequence":null,"sha256":"7cf0f95550b58551766b523c5b4e79cd11c9535986d67582aecabc1e76ee34bd","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 07:00:01 GMT"},"metrics":{"ask":"59.532","ask_levels":637,"bid":"59.512","bid_levels":243,"depth_1pct_eur":{"buy":"3439.34136351207","sell":"83235.62331555583"},"mid":"59.522","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.679768863804340522744070416","mid_cost_bps":1.680051073552636,"side":"buy","target_ltc":null,"vwap":"59.53200000000000000000000000"},{"budget_eur":100,"eur":"99.99499413297486221266299234","filled_fraction":1.0,"full":true,"impact_bps":0.5005867025137787,"ltc":"1.680333378142223417125957790","mid_cost_bps":2.1805536749437184,"side":"sell","target_ltc":"1.680333378142223417125957790","vwap":"59.50902090841600000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.814159121675494,"ltc":"16.78792786964767100293747377","mid_cost_bps":7.4951870036555475,"side":"buy","target_ltc":null,"vwap":"59.56661285208315854913106941"},{"budget_eur":1000,"eur":"999.5424026464359551014921360","filled_fraction":1.0,"full":true,"impact_bps":4.575973535640449,"ltc":"16.80333378142223417125957790","mid_cost_bps":6.255255822267975,"side":"sell","target_ltc":"16.80333378142223417125957790","vwap":"59.48476746629469656000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":92.80024598192256,"ltc":"166.4323897099894307466186646","mid_cost_bps":94.49588797076397,"side":"buy","target_ltc":null,"vwap":"60.08445842437958134793020860"},{"budget_eur":10000,"eur":"9989.447838164883767979567146","filled_fraction":1.0,"full":true,"impact_bps":10.552161835116232,"ltc":"168.0333378142223417125957790","mid_cost_bps":12.23044009158693,"side":"sell","target_ltc":"168.0333378142223417125957790","vwap":"59.44920197448685628000000000"}],"spread_bps":3.360102147105272},"raw_file":"1790838001-coinbase.json","request_at":1790838001.41418,"response_at":1790838001.5564973,"sequence":10010201267,"sha256":"f95f1e13b04d22b18ecabb8a01517997dcefe868f1febcfdc9078adcb6db5349","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790838001.5,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 07:00:01 GMT"},"metrics":{"ask":"59.53","ask_levels":100,"bid":"59.5","bid_levels":100,"depth_1pct_eur":{"buy":"72864.92791721","sell":"73488.51280707"},"mid":"59.515","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.679825298168990424995800437","mid_cost_bps":2.5203730152062507,"side":"buy","target_ltc":null,"vwap":"59.52999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.680672268907563025210084034","mid_cost_bps":2.5203730152062507,"side":"sell","target_ltc":"1.680672268907563025210084034","vwap":"59.49999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8126211407445223,"ltc":"16.79352959805238415043653459","mid_cost_bps":5.333703041393286,"side":"buy","target_ltc":null,"vwap":"59.54674353365085214105492122"},{"budget_eur":1000,"eur":"999.7185119293277310924369750","filled_fraction":1.0,"full":true,"impact_bps":2.814880706722689,"ltc":"16.80672268907563025210084034","mid_cost_bps":5.334544266991514,"side":"sell","target_ltc":"16.80672268907563025210084034","vwap":"59.48325145979500000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.645475680149938,"ltc":"167.7871337183830929218383093","mid_cost_bps":14.168783789621537,"side":"buy","target_ltc":null,"vwap":"59.59932551672393257497535366"},{"budget_eur":10000,"eur":"9991.628160307647058823529414","filled_fraction":1.0,"full":true,"impact_bps":8.37183969235294,"ltc":"168.0672268907563025210084034","mid_cost_bps":10.890102691674368,"side":"sell","target_ltc":"168.0672268907563025210084034","vwap":"59.45018755383050000000000000"}],"spread_bps":5.040746030412501},"raw_file":"1790838001-okx.json","request_at":1790838001.4145412,"response_at":1790838001.623721,"sequence":null,"sha256":"0227be490b1d832796c57739bbc59f5c1d5139feefd5b3c4afff0c530762665a","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790838902,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 07:15:02 GMT"},"metrics":{"ask":"59.37000","ask_levels":100,"bid":"59.36000","bid_levels":100,"depth_1pct_eur":{"buy":"147986.76465000","sell":"461797.95888000"},"mid":"59.36500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.684352366515074953680309921","mid_cost_bps":0.8422471153036301,"side":"buy","target_ltc":null,"vwap":"59.36999999999999999999999999"},{"budget_eur":100,"eur":"99.98917363881401617250673857","filled_fraction":1.0,"full":true,"impact_bps":1.0826361185983828,"ltc":"1.684636118598382749326145553","mid_cost_bps":1.9247920491872315,"side":"sell","target_ltc":"1.684636118598382749326145553","vwap":"59.35357347200000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.84352366515074953680309921","mid_cost_bps":0.8422471153036301,"side":"buy","target_ltc":null,"vwap":"59.36999999999999999999999999"},{"budget_eur":1000,"eur":"999.7111327762803234501347712","filled_fraction":1.0,"full":true,"impact_bps":2.8886722371967655,"ltc":"16.84636118598382749326145553","mid_cost_bps":3.730676054914512,"side":"sell","target_ltc":"16.84636118598382749326145553","vwap":"59.34285284160000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5475083532838028,"ltc":"168.3755053003533568904593640","mid_cost_bps":4.39005425645514,"side":"buy","target_ltc":null,"vwap":"59.39106155709344593822641248"},{"budget_eur":10000,"eur":"9995.899351644204851752021566","filled_fraction":1.0,"full":true,"impact_bps":4.1006483557951485,"ltc":"168.4636118598382749326145553","mid_cost_bps":4.942550095173924,"side":"sell","target_ltc":"168.4636118598382749326145553","vwap":"59.33565855136000000000000000"}],"spread_bps":1.6844942306072601},"raw_file":"1790838902-kraken.json","request_at":1790838902.1325605,"response_at":1790838902.343782,"sequence":null,"sha256":"8002124143210bf78a24707a8516b899b70a677ddd482a1f02e63130fc38aa45","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 07:15:02 GMT"},"metrics":{"ask":"59.386","ask_levels":638,"bid":"59.35","bid_levels":244,"depth_1pct_eur":{"buy":"4070.30177948477","sell":"101559.01318261868"},"mid":"59.368","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.683898561950628094163607584","mid_cost_bps":3.0319363967120334,"side":"buy","target_ltc":null,"vwap":"59.38600000000000000000000000"},{"budget_eur":100,"eur":"99.99747872013479359730412808","filled_fraction":1.0,"full":true,"impact_bps":0.2521279865206403,"ltc":"1.684919966301600673967986521","mid_cost_bps":3.2839879396307774,"side":"sell","target_ltc":"1.684919966301600673967986521","vwap":"59.34850362040000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.10369810036080034,"ltc":"16.83881100423493357132032263","mid_cost_bps":3.135665937677309,"side":"buy","target_ltc":null,"vwap":"59.38661582153880264884870451"},{"budget_eur":1000,"eur":"999.7678830347636478517270432","filled_fraction":1.0,"full":true,"impact_bps":2.3211696523635217,"ltc":"16.84919966301600673967986521","mid_cost_bps":5.352402285200361,"side":"sell","target_ltc":"16.84919966301600673967986521","vwap":"59.33622385811322250000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":82.82199531054579,"ltc":"167.0066736012793088581567340","mid_cost_bps":85.87904280946086,"side":"buy","target_ltc":null,"vwap":"59.87784670135120720294144237"},{"budget_eur":10000,"eur":"9994.554452780423597304128056","filled_fraction":1.0,"full":true,"impact_bps":5.445547219576403,"ltc":"168.4919966301600673967986521","mid_cost_bps":8.475832561006932,"side":"sell","target_ltc":"168.4919966301600673967986521","vwap":"59.31768067725181405000000000"}],"spread_bps":6.063872793424067},"raw_file":"1790838902-coinbase.json","request_at":1790838902.1341472,"response_at":1790838902.2748756,"sequence":10010229519,"sha256":"7a898fe2b6de2fed4e9b710799970433f0a3b56998bd64e5ef286d49916803d7","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790838902.25,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 07:15:02 GMT"},"metrics":{"ask":"59.38","ask_levels":100,"bid":"59.35","bid_levels":100,"depth_1pct_eur":{"buy":"70009.30444506","sell":"75293.78123618"},"mid":"59.365","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.684068710003368137420006736","mid_cost_bps":2.52674134591089,"side":"buy","target_ltc":null,"vwap":"59.38000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.684919966301600673967986521","mid_cost_bps":2.52674134591089,"side":"sell","target_ltc":"1.684919966301600673967986521","vwap":"59.34999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.819035868722555,"ltc":"16.83594098788082814341020030","mid_cost_bps":5.346489512081956,"side":"buy","target_ltc":null,"vwap":"59.39673943498847453395743317"},{"budget_eur":1000,"eur":"999.8119132467396798652064029","filled_fraction":1.0,"full":true,"impact_bps":1.8808675326032014,"ltc":"16.84919966301600673967986521","mid_cost_bps":4.40713363193801,"side":"sell","target_ltc":"16.84919966301600673967986521","vwap":"59.33883705119400000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.992127464568323,"ltc":"168.2051572317647058823529412","mid_cost_bps":14.521898910908229,"side":"buy","target_ltc":null,"vwap":"59.45120925288460670177299847"},{"budget_eur":10000,"eur":"9991.218858175888795282224096","filled_fraction":1.0,"full":true,"impact_bps":8.781141824111204,"ltc":"168.4919966301600673967986521","mid_cost_bps":11.305664402610967,"side":"sell","target_ltc":"168.4919966301600673967986521","vwap":"59.29788392327390000000000000"}],"spread_bps":5.05348269182178},"raw_file":"1790838902-okx.json","request_at":1790838902.134365,"response_at":1790838902.3716567,"sequence":null,"sha256":"3958ab5533c75ac0374b4cdf6168b8cac64b0df875dd341081b508489361527a","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790839801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 07:30:01 GMT"},"metrics":{"ask":"59.07000","ask_levels":100,"bid":"59.06000","bid_levels":100,"depth_1pct_eur":{"buy":"196313.07823000","sell":"603867.86451000"},"mid":"59.06500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0908410522083387,"ltc":"1.692722071767095463777928233","mid_cost_bps":1.9374584094463145,"side":"buy","target_ltc":null,"vwap":"59.07644359809539465724163405"},{"budget_eur":100,"eur":"99.98908806637317981713511684","filled_fraction":1.0,"full":true,"impact_bps":1.0911933626820183,"ltc":"1.693193362682018286488316966","mid_cost_bps":1.937626005248455,"side":"sell","target_ltc":"1.693193362682018286488316966","vwap":"59.05355541200000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6326968920043918,"ltc":"16.92630365605958023019634394","mid_cost_bps":2.4793601186946486,"side":"buy","target_ltc":null,"vwap":"59.07964434054106994275894459"},{"budget_eur":1000,"eur":"999.8367006637317981713511684","filled_fraction":1.0,"full":true,"impact_bps":1.6329933626820183,"ltc":"16.93193362682018286488316966","mid_cost_bps":2.4793801405231526,"side":"sell","target_ltc":"16.93193362682018286488316966","vwap":"59.05035554120000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.657612715819036,"ltc":"169.2118597530028759939096600","mid_cost_bps":5.50453200920055,"side":"buy","target_ltc":null,"vwap":"59.09751251831234304697714457"},{"budget_eur":10000,"eur":"9997.255989911953945140535050","filled_fraction":1.0,"full":true,"impact_bps":2.7440100880460547,"ltc":"169.3193362682018286488316966","mid_cost_bps":3.5903028155421994,"side":"sell","target_ltc":"169.3193362682018286488316966","vwap":"59.04379387642000000000000000"}],"spread_bps":1.6930500296283755},"raw_file":"1790839801-kraken.json","request_at":1790839801.5733871,"response_at":1790839801.76519,"sequence":null,"sha256":"ff8b233021fc401a97bd9c6fb950bf89a77673cbefc52dd0dc4f3aaa0dd4aecb","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 07:30:01 GMT"},"metrics":{"ask":"59.099","ask_levels":646,"bid":"59.06","bid_levels":256,"depth_1pct_eur":{"buy":"8844.13765874210","sell":"73796.12465580720"},"mid":"59.0795","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.692076008054281798338381360","mid_cost_bps":3.300637276889615,"side":"buy","target_ltc":null,"vwap":"59.09900000000000000000000000"},{"budget_eur":100,"eur":"99.99361406637317981713511684","filled_fraction":1.0,"full":true,"impact_bps":0.6385933626820183,"ltc":"1.693193362682018286488316966","mid_cost_bps":3.939019863065869,"side":"sell","target_ltc":"1.693193362682018286488316966","vwap":"59.05622846760000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.4331367616917728,"ltc":"16.92002721196338533382965043","mid_cost_bps":3.7339170013155507,"side":"buy","target_ltc":null,"vwap":"59.10155979494792220798935271"},{"budget_eur":1000,"eur":"999.5629698004981137825939724","filled_fraction":1.0,"full":true,"impact_bps":4.370301995018862,"ltc":"16.93193362682018286488316966","mid_cost_bps":7.6694967937408745,"side":"sell","target_ltc":"16.93193362682018286488316966","vwap":"59.03418899641741860000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":42.56238252368586,"ltc":"168.4904652421053513106105016","mid_cost_bps":45.87706809921057,"side":"buy","target_ltc":null,"vwap":"59.35053942447673108482917540"},{"budget_eur":10000,"eur":"9992.317821033079908567558416","filled_fraction":1.0,"full":true,"impact_bps":7.682178966920091,"ltc":"169.3193362682018286488316966","mid_cost_bps":10.98028063518311,"side":"sell","target_ltc":"169.3193362682018286488316966","vwap":"59.01462905102136994000000000"}],"spread_bps":6.60127455377923},"raw_file":"1790839801-coinbase.json","request_at":1790839801.5750616,"response_at":1790839801.6740825,"sequence":10010298256,"sha256":"153572ab1aed966ba45f1d16c61cc034c8773fba2e881e0129401a390d435987","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790839801.7,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 07:30:01 GMT"},"metrics":{"ask":"59.07","ask_levels":100,"bid":"59.04","bid_levels":100,"depth_1pct_eur":{"buy":"73315.60279873","sell":"80256.14190741"},"mid":"59.055","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.692906720839681733536482140","mid_cost_bps":2.54000508001016,"side":"buy","target_ltc":null,"vwap":"59.06999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.693766937669376693766937669","mid_cost_bps":2.54000508001016,"side":"sell","target_ltc":"1.693766937669376693766937669","vwap":"59.04000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.719086429014197,"ltc":"16.92108200355209742895805142","mid_cost_bps":7.260290159374628,"side":"buy","target_ltc":null,"vwap":"59.09787564353618686261980541"},{"budget_eur":1000,"eur":"999.8110440524661246612466122","filled_fraction":1.0,"full":true,"impact_bps":1.8895594753387535,"ltc":"16.93766937669376693766937669","mid_cost_bps":4.429084606282279,"side":"sell","target_ltc":"16.93766937669376693766937669","vwap":"59.02884404085760000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.922669429427703,"ltc":"169.0553019754984792159513349","mid_cost_bps":16.466210874545666,"side":"buy","target_ltc":null,"vwap":"59.15224120831962943929852803"},{"budget_eur":10000,"eur":"9989.814122950298102981029808","filled_fraction":1.0,"full":true,"impact_bps":10.185877049701897,"ltc":"169.3766937669376693766937669","mid_cost_bps":12.723294911766997,"side":"sell","target_ltc":"169.3766937669376693766937669","vwap":"58.97986258189856000000000000"}],"spread_bps":5.08001016002032},"raw_file":"1790839801-okx.json","request_at":1790839801.5753381,"response_at":1790839801.8241992,"sequence":null,"sha256":"ecda734ee96cf5eeb97bff474addd481cf48c397f96b11486baf8cf2979b6121","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790840701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 07:45:01 GMT"},"metrics":{"ask":"59.27000","ask_levels":100,"bid":"59.24000","bid_levels":100,"depth_1pct_eur":{"buy":"216745.22133000","sell":"667715.50874000"},"mid":"59.25500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.687194196051965581238400540","mid_cost_bps":2.5314319466711668,"side":"buy","target_ltc":null,"vwap":"59.27000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.688048615800135043889264011","mid_cost_bps":2.5314319466711668,"side":"sell","target_ltc":"1.688048615800135043889264011","vwap":"59.23999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.87194196051965581238400540","mid_cost_bps":2.5314319466711668,"side":"buy","target_ltc":null,"vwap":"59.27000000000000000000000000"},{"budget_eur":1000,"eur":"999.8672151384199864956110737","filled_fraction":1.0,"full":true,"impact_bps":1.327848615800135,"ltc":"16.88048615800135043889264011","mid_cost_bps":3.8589444266306643,"side":"sell","target_ltc":"16.88048615800135043889264011","vwap":"59.23213382480000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.146734904008548,"ltc":"168.6832077922077922077922078","mid_cost_bps":4.678710282011419,"side":"buy","target_ltc":null,"vwap":"59.28272369777605866433559811"},{"budget_eur":10000,"eur":"9997.794562768399729912221473","filled_fraction":1.0,"full":true,"impact_bps":2.20543723160027,"ltc":"168.8048615800135043889264011","mid_cost_bps":4.736310886844992,"side":"sell","target_ltc":"168.8048615800135043889264011","vwap":"59.22693498984000000000000000"}],"spread_bps":5.0628638933423336},"raw_file":"1790840701-kraken.json","request_at":1790840701.3922765,"response_at":1790840701.5853777,"sequence":null,"sha256":"b7e31220de7d85ed6959d9a0df837a6639cb466f38a2cd3e74f4fbd154fe75c5","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 07:45:01 GMT"},"metrics":{"ask":"59.276","ask_levels":649,"bid":"59.239","bid_levels":260,"depth_1pct_eur":{"buy":"7056.68513064804","sell":"96338.78630551375"},"mid":"59.2575","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.687023415885012483973277549","mid_cost_bps":3.1219676834156016,"side":"buy","target_ltc":null,"vwap":"59.27600000000000000000000000"},{"budget_eur":100,"eur":"99.99683261444318776481709683","filled_fraction":1.0,"full":true,"impact_bps":0.3167385556812235,"ltc":"1.688077111362447036580631003","mid_cost_bps":3.438607354343332,"side":"sell","target_ltc":"1.688077111362447036580631003","vwap":"59.23712367247000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0738319164471425,"ltc":"16.87010960359785414241611418","mid_cost_bps":3.195822649948459,"side":"buy","target_ltc":null,"vwap":"59.27643764606793208192458894"},{"budget_eur":1000,"eur":"999.6573128814158945964651664","filled_fraction":1.0,"full":true,"impact_bps":3.426871185841054,"ltc":"16.88077111362447036580631003","mid_cost_bps":6.547769011146913,"side":"sell","target_ltc":"16.88077111362447036580631003","vwap":"59.21869955778219618000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":60.52699200438344,"ltc":"167.6873803157405650168972348","mid_cost_bps":63.66785601910024,"side":"buy","target_ltc":null,"vwap":"59.63477979780518326413557657"},{"budget_eur":10000,"eur":"9992.675606964684009520754907","filled_fraction":1.0,"full":true,"impact_bps":7.324393035315991,"ltc":"168.8077111362447036580631003","mid_cost_bps":10.444074066895903,"side":"sell","target_ltc":"168.8077111362447036580631003","vwap":"59.19561102809809160400000000"}],"spread_bps":6.243935366831203},"raw_file":"1790840701-coinbase.json","request_at":1790840701.3932705,"response_at":1790840701.4986992,"sequence":10010358779,"sha256":"c1aad9e99c06e1ac91bf3663e476eb8a86587e55e345e86a35b09886e61bac6d","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790840701.55,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 07:45:01 GMT"},"metrics":{"ask":"59.27","ask_levels":100,"bid":"59.23","bid_levels":100,"depth_1pct_eur":{"buy":"76773.53174162","sell":"79625.77502834"},"mid":"59.25","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.687194196051965581238400540","mid_cost_bps":3.3755274261603376,"side":"buy","target_ltc":null,"vwap":"59.27000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.688333614722269120378186730","mid_cost_bps":3.3755274261603376,"side":"sell","target_ltc":"1.688333614722269120378186730","vwap":"59.22999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8221542652467475,"ltc":"16.86718178161888701517706577","mid_cost_bps":6.198634317319405,"side":"buy","target_ltc":null,"vwap":"59.28672690833011747121608525"},{"budget_eur":1000,"eur":"999.7175189755833192638865442","filled_fraction":1.0,"full":true,"impact_bps":2.8248102441668075,"ltc":"16.88333614722269120378186730","mid_cost_bps":6.199384147881856,"side":"sell","target_ltc":"16.88333614722269120378186730","vwap":"59.21326864892380000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.606258004950034,"ltc":"168.4901675361171914463714430","mid_cost_bps":16.986378260816682,"side":"buy","target_ltc":null,"vwap":"59.35064429119533884770697728"},{"budget_eur":10000,"eur":"9989.984213962777308796218134","filled_fraction":1.0,"full":true,"impact_bps":10.015786037222691,"ltc":"168.8333614722269120378186730","mid_cost_bps":13.387932607336708,"side":"sell","target_ltc":"168.8333614722269120378186730","vwap":"59.17067649930153000000000000"}],"spread_bps":6.751054852320675},"raw_file":"1790840701-okx.json","request_at":1790840701.393512,"response_at":1790840701.6773343,"sequence":null,"sha256":"0fdbf58ee24ceddb538bcca62a049c485fb23a44c73095206ddb85616fe6bd65","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790841601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 08:00:01 GMT"},"metrics":{"ask":"59.23000","ask_levels":100,"bid":"59.21000","bid_levels":100,"depth_1pct_eur":{"buy":"201457.70640000","sell":"653086.80898000"},"mid":"59.22000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.688333614722269120378186730","mid_cost_bps":1.6886187098953056,"side":"buy","target_ltc":null,"vwap":"59.22999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.688903901368012160108089850","mid_cost_bps":1.6886187098953056,"side":"sell","target_ltc":"1.688903901368012160108089850","vwap":"59.20999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.328085777072579,"ltc":"16.88109419311276164753544902","mid_cost_bps":3.0169287500170356,"side":"buy","target_ltc":null,"vwap":"59.23786625205760088521611451"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.88903901368012160108089850","mid_cost_bps":1.6886187098953056,"side":"sell","target_ltc":"16.88903901368012160108089850","vwap":"59.20999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.387346873290277,"ltc":"168.7593209043360890838535515","mid_cost_bps":6.076706438787287,"side":"buy","target_ltc":null,"vwap":"59.25598625553049831480104114"},{"budget_eur":10000,"eur":"9998.568338295895963519675732","filled_fraction":1.0,"full":true,"impact_bps":1.4316617041040365,"ltc":"168.8903901368012160108089850","mid_cost_bps":3.120038660925363,"side":"sell","target_ltc":"168.8903901368012160108089850","vwap":"59.20152313105000000000000000"}],"spread_bps":3.377237419790611},"raw_file":"1790841601-kraken.json","request_at":1790841601.567662,"response_at":1790841601.7639556,"sequence":null,"sha256":"19e9df6b5de7613ae72c552d8c27d78929303679046ce881cd357a0738458966","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 08:00:01 GMT"},"metrics":{"ask":"59.238","ask_levels":642,"bid":"59.193","bid_levels":248,"depth_1pct_eur":{"buy":"20833.69091110194","sell":"86552.75579905837"},"mid":"59.2155","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.688105607886829400047266957","mid_cost_bps":3.799680826810548,"side":"buy","target_ltc":null,"vwap":"59.23800000000000000000000000"},{"budget_eur":100,"eur":"99.99619126631189498758299121","filled_fraction":1.0,"full":true,"impact_bps":0.38087336881050127,"ltc":"1.689388948017502069501461321","mid_cost_bps":4.180409475897358,"side":"sell","target_ltc":"1.689388948017502069501461321","vwap":"59.19074549626800000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3418197394972331,"ltc":"16.88047907077243800746104894","mid_cost_bps":4.14163044689882,"side":"buy","target_ltc":null,"vwap":"59.24002487177283370939926832"},{"budget_eur":1000,"eur":"999.6324723759543993377595321","filled_fraction":1.0,"full":true,"impact_bps":3.6752762404560064,"ltc":"16.89388948017502069501461321","mid_cost_bps":7.473560579600146,"side":"sell","target_ltc":"16.89388948017502069501461321","vwap":"59.17124493734986876000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.207217311423232,"ltc":"168.6889829728501095936604283","mid_cost_bps":11.009636650777066,"side":"buy","target_ltc":null,"vwap":"59.28069411390940894109474701"},{"budget_eur":10000,"eur":"9990.968381245854732823137868","filled_fraction":1.0,"full":true,"impact_bps":9.031618754145267,"ltc":"168.9388948017502069501461321","mid_cost_bps":12.827867854094297,"side":"sell","target_ltc":"168.9388948017502069501461321","vwap":"59.13953913910858792000000000"}],"spread_bps":7.599361653621096},"raw_file":"1790841601-coinbase.json","request_at":1790841601.568683,"response_at":1790841601.6770263,"sequence":10010399099,"sha256":"85d92b97a44f52352b929fb92f88d88650e78db81129e0edfe1cfa12ad9581b9","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790841601.65,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 08:00:01 GMT"},"metrics":{"ask":"59.24","ask_levels":100,"bid":"59.21","bid_levels":100,"depth_1pct_eur":{"buy":"70357.29998432","sell":"77367.74382514"},"mid":"59.225","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.688048615800135043889264011","mid_cost_bps":2.532714225411566,"side":"buy","target_ltc":null,"vwap":"59.23999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.688903901368012160108089850","mid_cost_bps":2.532714225411566,"side":"sell","target_ltc":"1.688903901368012160108089850","vwap":"59.20999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.0180654186554206,"ltc":"16.87539305398110661268556005","mid_cost_bps":5.5515440337888915,"side":"buy","target_ltc":null,"vwap":"59.25787901954011471048894696"},{"budget_eur":1000,"eur":"999.7174210295895963519675732","filled_fraction":1.0,"full":true,"impact_bps":2.8257897041040363,"ltc":"16.88903901368012160108089850","mid_cost_bps":5.357788237737442,"side":"sell","target_ltc":"16.88903901368012160108089850","vwap":"59.19326849916200000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.582975963504715,"ltc":"168.6432511577882670262980445","mid_cost_bps":12.118117282870735,"side":"buy","target_ltc":null,"vwap":"59.29676954960780193041715805"},{"budget_eur":10000,"eur":"9989.316616516319878398919103","filled_fraction":1.0,"full":true,"impact_bps":10.683383483680121,"ltc":"168.8903901368012160108089850","mid_cost_bps":13.213391913359223,"side":"sell","target_ltc":"168.8903901368012160108089850","vwap":"59.14674368639313000000000000"}],"spread_bps":5.065428450823132},"raw_file":"1790841601-okx.json","request_at":1790841601.5690107,"response_at":1790841601.7781606,"sequence":null,"sha256":"f69cd4ac1ca9954971ab986a368a333574c7416d3ef8cee0fc681209de4dc314","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790842501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 08:15:01 GMT"},"metrics":{"ask":"59.18000","ask_levels":100,"bid":"59.17000","bid_levels":100,"depth_1pct_eur":{"buy":"214327.21052000","sell":"612330.81940000"},"mid":"59.17500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.689760054072321730314295370","mid_cost_bps":0.8449514152936206,"side":"buy","target_ltc":null,"vwap":"59.18000000000000000000000000"},{"budget_eur":100,"eur":"99.99937954368767956734831839","filled_fraction":1.0,"full":true,"impact_bps":0.062045631232043263,"ltc":"1.690045631232043265168159540","mid_cost_bps":0.9069918039712717,"side":"sell","target_ltc":"1.690045631232043265168159540","vwap":"59.16963287600000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.89760054072321730314295370","mid_cost_bps":0.8449514152936206,"side":"buy","target_ltc":null,"vwap":"59.18000000000000000000000000"},{"budget_eur":1000,"eur":"999.8472754368767956734831839","filled_fraction":1.0,"full":true,"impact_bps":1.5272456312320433,"ltc":"16.90045631232043265168159540","mid_cost_bps":2.372068001689903,"side":"sell","target_ltc":"16.90045631232043265168159540","vwap":"59.16096328760000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.2000274415813865,"ltc":"168.9388383991894630192502533","mid_cost_bps":3.0451647485050524,"side":"buy","target_ltc":null,"vwap":"59.19301976239927864639369510"},{"budget_eur":10000,"eur":"9991.953606212607740408991041","filled_fraction":1.0,"full":true,"impact_bps":8.04639378739226,"ltc":"169.0045631232043265168159540","mid_cost_bps":8.890665321504013,"side":"sell","target_ltc":"169.0045631232043265168159540","vwap":"59.12238948796000000000000000"}],"spread_bps":1.6899028305872412},"raw_file":"1790842501-kraken.json","request_at":1790842501.4562979,"response_at":1790842501.6864958,"sequence":null,"sha256":"919445da473ee60e59e43a7efbfab8772c781280df544cbe03d7d4660d4fcdac","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 08:15:01 GMT"},"metrics":{"ask":"59.178","ask_levels":638,"bid":"59.153","bid_levels":244,"depth_1pct_eur":{"buy":"17551.43475879934","sell":"56325.37278675418"},"mid":"59.1655","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.31759183427412624,"ltc":"1.689763496274267948566311272","mid_cost_bps":2.4303766480241737,"side":"buy","target_ltc":null,"vwap":"59.17987944495686742438071240"},{"budget_eur":100,"eur":"99.99682034333000862170980340","filled_fraction":1.0,"full":true,"impact_bps":0.3179656669991378,"ltc":"1.690531333998275658039321759","mid_cost_bps":2.4306162053899656,"side":"sell","target_ltc":"1.690531333998275658039321759","vwap":"59.15111913769000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.5473940300873466,"ltc":"16.89049084610706746601367897","mid_cost_bps":6.661072481640635,"side":"buy","target_ltc":null,"vwap":"59.20491056839125089863453379"},{"budget_eur":1000,"eur":"999.5719952690506207631058443","filled_fraction":1.0,"full":true,"impact_bps":4.280047309493792,"ltc":"16.90531333998275658039321759","mid_cost_bps":6.39186077187696,"side":"sell","target_ltc":"16.90531333998275658039321759","vwap":"59.12768223615015137000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.730986543211627,"ltc":"168.8680513202080378250591016","mid_cost_bps":8.84512632622352,"side":"buy","target_ltc":null,"vwap":"59.21783263216541777107119408"},{"budget_eur":10000,"eur":"9985.426634299229657498351733","filled_fraction":1.0,"full":true,"impact_bps":14.573365700770342,"ltc":"169.0531333998275658039321759","mid_cost_bps":16.683004475541797,"side":"sell","target_ltc":"169.0531333998275658039321759","vwap":"59.06679416987023319300000000"}],"spread_bps":4.225435431121177},"raw_file":"1790842501-coinbase.json","request_at":1790842501.4573421,"response_at":1790842501.568823,"sequence":10010444432,"sha256":"a5534e0e011c7e1f5ff4ee3e533f199f49fb7b628e0b184c39b8102d017db288","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790842501.606,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 08:15:01 GMT"},"metrics":{"ask":"59.18","ask_levels":100,"bid":"59.15","bid_levels":100,"depth_1pct_eur":{"buy":"76292.34275392","sell":"78519.85155816"},"mid":"59.165","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.689760054072321730314295370","mid_cost_bps":2.535282684019268,"side":"buy","target_ltc":null,"vwap":"59.18000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.690617075232459847844463229","mid_cost_bps":2.535282684019268,"side":"sell","target_ltc":"1.690617075232459847844463229","vwap":"59.15000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.824732116566209,"ltc":"16.89282876912683668299273771","mid_cost_bps":5.36073095002769,"side":"buy","target_ltc":null,"vwap":"59.19671676466583882660020806"},{"budget_eur":1000,"eur":"999.7172904174302620456466610","filled_fraction":1.0,"full":true,"impact_bps":2.8270958256973797,"ltc":"16.90617075232459847844463229","mid_cost_bps":5.361661761007352,"side":"sell","target_ltc":"16.90617075232459847844463229","vwap":"59.13327772819100000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.050904397767722,"ltc":"168.7726191374135896138931040","mid_cost_bps":14.589242326711632,"side":"buy","target_ltc":null,"vwap":"59.25131725222598937698557310"},{"budget_eur":10000,"eur":"9990.374931182907861369399830","filled_fraction":1.0,"full":true,"impact_bps":9.625068817092139,"ltc":"169.0617075232459847844463229","mid_cost_bps":12.15791127408096,"side":"sell","target_ltc":"169.0617075232459847844463229","vwap":"59.09306771794690000000000000"}],"spread_bps":5.070565368038536},"raw_file":"1790842501-okx.json","request_at":1790842501.4576573,"response_at":1790842501.735638,"sequence":null,"sha256":"0cd6f814e44a652320fb92b41b399781cd80707b4239d54311609ca768c25580","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790843401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 08:30:01 GMT"},"metrics":{"ask":"59.32000","ask_levels":100,"bid":"59.30000","bid_levels":100,"depth_1pct_eur":{"buy":"217110.63473000","sell":"638583.21899000"},"mid":"59.31000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.167283226328141,"ltc":"1.685406808223795079204583755","mid_cost_bps":3.8537049567658963,"side":"buy","target_ltc":null,"vwap":"59.33285632409857853114485015"},{"budget_eur":100,"eur":"99.98915659359190556492411469","filled_fraction":1.0,"full":true,"impact_bps":1.0843406408094436,"ltc":"1.686340640809443507588532884","mid_cost_bps":2.770214129151914,"side":"sell","target_ltc":"1.686340640809443507588532884","vwap":"59.29356986000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":3.2511050239241026,"ltc":"16.85224199528142905291540276","mid_cost_bps":4.937709492820398,"side":"buy","target_ltc":null,"vwap":"59.33928555500191777690996601"},{"budget_eur":1000,"eur":"999.8373859359190556492411469","filled_fraction":1.0,"full":true,"impact_bps":1.6261406408094434,"ltc":"16.86340640809443507588532884","mid_cost_bps":3.311922778620806,"side":"sell","target_ltc":"16.86340640809443507588532884","vwap":"59.29035698600000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.3595001223904433,"ltc":"168.5205938658577687900235929","mid_cost_bps":5.046122867310759,"side":"buy","target_ltc":null,"vwap":"59.33992855472602010987178770"},{"budget_eur":10000,"eur":"9998.319679359190556492411469","filled_fraction":1.0,"full":true,"impact_bps":1.6803206408094435,"ltc":"168.6340640809443507588532884","mid_cost_bps":3.3660936435676954,"side":"sell","target_ltc":"168.6340640809443507588532884","vwap":"59.29003569860000000000000000"}],"spread_bps":3.372112628561794},"raw_file":"1790843401-kraken.json","request_at":1790843401.2405944,"response_at":1790843401.4727788,"sequence":null,"sha256":"254b53407f09a483f822d74642fc83859020fa227b965c4faa97e28deaf651a6","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 08:30:01 GMT"},"metrics":{"ask":"59.333","ask_levels":640,"bid":"59.303","bid_levels":237,"depth_1pct_eur":{"buy":"12826.98065183376","sell":"81535.22639099889"},"mid":"59.318","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.31538473325382166,"ltc":"1.685349573629040412551821767","mid_cost_bps":2.8442078690810377,"side":"buy","target_ltc":null,"vwap":"59.33487127223781490002032192"},{"budget_eur":100,"eur":"99.99684172333608755037687809","filled_fraction":1.0,"full":true,"impact_bps":0.315827666391245,"ltc":"1.686255332782489924624386625","mid_cost_bps":2.8444911848005665,"side":"sell","target_ltc":"1.686255332782489924624386625","vwap":"59.30112704719000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7055451021602863,"ltc":"16.84946857009973885940527336","mid_cost_bps":5.23497264820925,"side":"buy","target_ltc":null,"vwap":"59.34905281075464762660297947"},{"budget_eur":1000,"eur":"999.5851454932817783248739526","filled_fraction":1.0,"full":true,"impact_bps":4.148545067182217,"ltc":"16.86255332782489924624386625","mid_cost_bps":6.676239389714876,"side":"sell","target_ltc":"16.86255332782489924624386625","vwap":"59.27839788318808930000000000"},{"budget_eur":10000,"eur":"9999.999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":9.12349000666474,"ltc":"168.3866453105865319865319865","mid_cost_bps":11.654540486284754,"side":"buy","target_ltc":null,"vwap":"59.38713240325654390374932182"},{"budget_eur":10000,"eur":"9991.511239782040819520091735","filled_fraction":1.0,"full":true,"impact_bps":8.48876021795918,"ltc":"168.6255332782489924624386625","mid_cost_bps":11.015357011457455,"side":"sell","target_ltc":"168.6255332782489924624386625","vwap":"59.25265910527943667200000000"}],"spread_bps":5.0574867662429615},"raw_file":"1790843401-coinbase.json","request_at":1790843401.2423086,"response_at":1790843401.354667,"sequence":10010484423,"sha256":"1fbf3b7db5b9f70f32fb4522f4717b9c6326c26c3576600071f9efa1bfb57098","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790843401.356,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 08:30:01 GMT"},"metrics":{"ask":"59.32","ask_levels":100,"bid":"59.29","bid_levels":100,"depth_1pct_eur":{"buy":"76277.50168508","sell":"80736.63340268"},"mid":"59.305","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.685772083614295347269049225","mid_cost_bps":2.5292976983390947,"side":"buy","target_ltc":null,"vwap":"59.31999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.686625063248439871816495193","mid_cost_bps":2.5292976983390947,"side":"sell","target_ltc":"1.686625063248439871816495193","vwap":"59.29000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.819258462342524,"ltc":"16.85296954844144903117101938","mid_cost_bps":5.3492692350756,"side":"buy","target_ltc":null,"vwap":"59.33672384119861585045335676"},{"budget_eur":1000,"eur":"999.7134390747006240512734018","filled_fraction":1.0,"full":true,"impact_bps":2.8656092529937593,"ltc":"16.86625063248439871816495193","mid_cost_bps":5.39418215344406,"side":"sell","target_ltc":"16.86625063248439871816495193","vwap":"59.27300980273900000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.954330228718876,"ltc":"168.3759262189707366296670030","mid_cost_bps":14.486651533051239,"side":"buy","target_ltc":null,"vwap":"59.39091308691676037018086993"},{"budget_eur":10000,"eur":"9990.221470090764041153651543","filled_fraction":1.0,"full":true,"impact_bps":9.778529909235958,"ltc":"168.6625063248439871816495193","mid_cost_bps":12.305354326255797,"side":"sell","target_ltc":"168.6625063248439871816495193","vwap":"59.23202309616814000000000000"}],"spread_bps":5.058595396678189},"raw_file":"1790843401-okx.json","request_at":1790843401.2426183,"response_at":1790843401.4807026,"sequence":null,"sha256":"9ca0817772b95d8e6c51dfa76fb817f4b556edf0fb6552ae582a1d1891929b16","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790844301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 08:45:01 GMT"},"metrics":{"ask":"59.38000","ask_levels":100,"bid":"59.36000","bid_levels":100,"depth_1pct_eur":{"buy":"222015.51684000","sell":"674469.15614000"},"mid":"59.37000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.684068710003368137420006736","mid_cost_bps":1.684352366515075,"side":"buy","target_ltc":null,"vwap":"59.38000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.684636118598382749326145553","mid_cost_bps":1.684352366515075,"side":"sell","target_ltc":"1.684636118598382749326145553","vwap":"59.35999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.19224003163544875,"ltc":"16.84036336083515743391143290","mid_cost_bps":1.8766247781457461,"side":"buy","target_ltc":null,"vwap":"59.38114152130785129474385012"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"16.84636118598382749326145553","mid_cost_bps":1.684352366515075,"side":"sell","target_ltc":"16.84636118598382749326145553","vwap":"59.35999999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.872599492440953,"ltc":"168.3416790102676317118330247","mid_cost_bps":5.557604141167994,"side":"buy","target_ltc":null,"vwap":"59.40299549578611438032284425"},{"budget_eur":10000,"eur":"9997.326037762803234501347712","filled_fraction":1.0,"full":true,"impact_bps":2.6739622371967653,"ltc":"168.4636118598382749326145553","mid_cost_bps":4.357864214249621,"side":"sell","target_ltc":"168.4636118598382749326145553","vwap":"59.34412736016000000000000000"}],"spread_bps":3.36870473303015},"raw_file":"1790844301-kraken.json","request_at":1790844301.749705,"response_at":1790844301.943628,"sequence":null,"sha256":"56c1ee6fca4aaa474916c03eb8b25c00396e721c62962f827648a6d610a89822","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 08:45:01 GMT"},"metrics":{"ask":"59.398","ask_levels":631,"bid":"59.356","bid_levels":239,"depth_1pct_eur":{"buy":"19276.43567436276","sell":"68999.98332731826"},"mid":"59.377","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.683558368968652143169803697","mid_cost_bps":3.5367229735419436,"side":"buy","target_ltc":null,"vwap":"59.39800000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.684749646202574297459397534","mid_cost_bps":3.5367229735419436,"side":"sell","target_ltc":"1.684749646202574297459397534","vwap":"59.35599999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0642403128649294,"ltc":"16.83379216966198700467966199","mid_cost_bps":4.601339678723261,"side":"buy","target_ltc":null,"vwap":"59.40432137461035510709908124"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"16.84749646202574297459397534","mid_cost_bps":3.5367229735419436,"side":"sell","target_ltc":"16.84749646202574297459397534","vwap":"59.35599999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.176158874763656,"ltc":"168.2182989430850992263706694","mid_cost_bps":11.715773529198371,"side":"buy","target_ltc":null,"vwap":"59.44656474848432116171330673"},{"budget_eur":10000,"eur":"9992.459989104900435339308582","filled_fraction":1.0,"full":true,"impact_bps":7.540010895099565,"ltc":"168.4749646202574297459397534","mid_cost_bps":11.074067175666164,"side":"sell","target_ltc":"168.4749646202574297459397534","vwap":"59.31124551133104702400000000"}],"spread_bps":7.073445947083887},"raw_file":"1790844301-coinbase.json","request_at":1790844301.750775,"response_at":1790844301.8625548,"sequence":10010526591,"sha256":"5aff64268c9e2b537220b2ce9c17a404ea228c2bca630453f07fa2685366a0b1","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790844301.906,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 08:45:02 GMT"},"metrics":{"ask":"59.38","ask_levels":100,"bid":"59.34","bid_levels":100,"depth_1pct_eur":{"buy":"75437.34034680","sell":"72341.39174687"},"mid":"59.36","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.684068710003368137420006736","mid_cost_bps":3.3692722371967654,"side":"buy","target_ltc":null,"vwap":"59.38000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.685203909673070441523424334","mid_cost_bps":3.3692722371967654,"side":"sell","target_ltc":"1.685203909673070441523424334","vwap":"59.34000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.0057767725071627,"ltc":"16.83562668646920228879165264","mid_cost_bps":6.37606173772701,"side":"buy","target_ltc":null,"vwap":"59.39784830247514753114782159"},{"budget_eur":1000,"eur":"999.8263897580653859116953149","filled_fraction":1.0,"full":true,"impact_bps":1.736102419346141,"ltc":"16.85203909673070441523424334","mid_cost_bps":5.104789716374663,"side":"sell","target_ltc":"16.85203909673070441523424334","vwap":"59.32969796824360000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.966736359225386,"ltc":"168.2055838127731092436974790","mid_cost_bps":15.34004051568065,"side":"buy","target_ltc":null,"vwap":"59.45105848050108034151427648"},{"budget_eur":10000,"eur":"9992.882985782288506909336028","filled_fraction":1.0,"full":true,"impact_bps":7.1170142177114935,"ltc":"168.5203909673070441523424334","mid_cost_bps":10.483888539066712,"side":"sell","target_ltc":"168.5203909673070441523424334","vwap":"59.29776763763210000000000000"}],"spread_bps":6.738544474393531},"raw_file":"1790844301-okx.json","request_at":1790844301.7510703,"response_at":1790844302.0351393,"sequence":null,"sha256":"27ee6d483435a3116a90d7b54f6a72c0bf58041767990206a82ed4d4e792acdc","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790845201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 09:00:01 GMT"},"metrics":{"ask":"59.48000","ask_levels":100,"bid":"59.46000","bid_levels":100,"depth_1pct_eur":{"buy":"220328.76256000","sell":"660440.97537000"},"mid":"59.47000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0791724245396124,"ltc":"1.681055975794251134644478064","mid_cost_bps":2.7608739837164307,"side":"buy","target_ltc":null,"vwap":"59.48641891758116161407083292"},{"budget_eur":100,"eur":"99.98920197107299024554322235","filled_fraction":1.0,"full":true,"impact_bps":1.0798028927009755,"ltc":"1.681802892700975445677766566","mid_cost_bps":2.7611414158399192,"side":"sell","target_ltc":"1.681802892700975445677766566","vwap":"59.45357949200000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.6210276321332242,"ltc":"16.80964901664145234493192133","mid_cost_bps":3.302820305352012,"side":"buy","target_ltc":null,"vwap":"59.48964187235592841731092779"},{"budget_eur":1000,"eur":"999.8378397107299024554322235","filled_fraction":1.0,"full":true,"impact_bps":1.6216028927009754,"ltc":"16.81802892700975445677766566","mid_cost_bps":3.3028503110812175,"side":"sell","target_ltc":"16.81802892700975445677766566","vwap":"59.45035794920000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.5418362415683724,"ltc":"168.0810156302521008403361344","mid_cost_bps":4.223783750605125,"side":"buy","target_ltc":null,"vwap":"59.49511884196484867791991744"},{"budget_eur":10000,"eur":"9995.640138429196098217288935","filled_fraction":1.0,"full":true,"impact_bps":4.3598615708039015,"ltc":"168.1802892700975445677766566","mid_cost_bps":6.040648545485118,"side":"sell","target_ltc":"168.1802892700975445677766566","vwap":"59.43407626310000000000000000"}],"spread_bps":3.3630401883302508},"raw_file":"1790845201-kraken.json","request_at":1790845201.2773592,"response_at":1790845201.4715478,"sequence":null,"sha256":"51ec8556d1ca524c79a4be97cb6192296884484309e96b842d572f073c0fa02f","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 09:00:01 GMT"},"metrics":{"ask":"59.495","ask_levels":637,"bid":"59.45","bid_levels":239,"depth_1pct_eur":{"buy":"17862.92032423909","sell":"82639.64231203430"},"mid":"59.4725","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.680813513740650474829817632","mid_cost_bps":3.7832611711295137,"side":"buy","target_ltc":null,"vwap":"59.49499999999999999999999999"},{"budget_eur":100,"eur":"99.99686257106812447434819175","filled_fraction":1.0,"full":true,"impact_bps":0.31374289318755255,"ltc":"1.682085786375105130361648444","mid_cost_bps":4.096885367186514,"side":"sell","target_ltc":"1.682085786375105130361648444","vwap":"59.44813479850000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.2623062440538804,"ltc":"16.80433348255003108564515316","mid_cost_bps":6.046423304720427,"side":"buy","target_ltc":null,"vwap":"59.50845959099899856213125430"},{"budget_eur":1000,"eur":"999.7241595796812279226240538","filled_fraction":1.0,"full":true,"impact_bps":2.758404203187721,"ltc":"16.82085786375105130361648444","mid_cost_bps":6.540621797965614,"side":"sell","target_ltc":"16.82085786375105130361648444","vwap":"59.43360128701204900000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.0886604588520745,"ltc":"167.9622886106797649034424853","mid_cost_bps":10.874603455368518,"side":"buy","target_ltc":null,"vwap":"59.53717398539994041746211809"},{"budget_eur":10000,"eur":"9994.391651489392026913372582","filled_fraction":1.0,"full":true,"impact_bps":5.608348510607973,"ltc":"168.2085786375105130361648444","mid_cost_bps":9.389487897022052,"side":"sell","target_ltc":"168.2085786375105130361648444","vwap":"59.41665836810443560000000000"}],"spread_bps":7.566522342259027},"raw_file":"1790845201-coinbase.json","request_at":1790845201.2783344,"response_at":1790845201.3842018,"sequence":10010550773,"sha256":"0c5ecc0af316ab3ba1b67193d4db794f572c151b8160e605e36329ed4b922fd2","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790845201.356,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 09:00:01 GMT"},"metrics":{"ask":"59.48","ask_levels":100,"bid":"59.45","bid_levels":100,"depth_1pct_eur":{"buy":"82448.11611755","sell":"78531.67833941"},"mid":"59.465","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.681237390719569603227975790","mid_cost_bps":2.522492222315648,"side":"buy","target_ltc":null,"vwap":"59.48000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.682085786375105130361648444","mid_cost_bps":2.522492222315648,"side":"sell","target_ltc":"1.682085786375105130361648444","vwap":"59.45000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.80957565090846,"ltc":"16.80765167030751134263149051","mid_cost_bps":5.33277658649685,"side":"buy","target_ltc":null,"vwap":"59.49671135597160352197892282"},{"budget_eur":1000,"eur":"999.7188286640874684608915054","filled_fraction":1.0,"full":true,"impact_bps":2.8117133591253154,"ltc":"16.82085786375105130361648444","mid_cost_bps":5.333496328932986,"side":"sell","target_ltc":"16.82085786375105130361648444","vwap":"59.43328436408000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.572158456156753,"ltc":"167.9294084994964753272910373","mid_cost_bps":14.097569746442508,"side":"buy","target_ltc":null,"vwap":"59.54883119849722037066202481"},{"budget_eur":10000,"eur":"9992.019698465374264087468460","filled_fraction":1.0,"full":true,"impact_bps":7.9803015346257355,"ltc":"168.2085786375105130361648444","mid_cost_bps":10.5007807320861,"side":"sell","target_ltc":"168.2085786375105130361648444","vwap":"59.40255710737665000000000000"}],"spread_bps":5.044984444631296},"raw_file":"1790845201-okx.json","request_at":1790845201.2785563,"response_at":1790845201.4826584,"sequence":null,"sha256":"e46cde4a9aab993f55736e89d25281f8c3cf200a223446e0660f35a993c6262e","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790846101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 09:15:01 GMT"},"metrics":{"ask":"59.63000","ask_levels":100,"bid":"59.62000","bid_levels":100,"depth_1pct_eur":{"buy":"326395.82558000","sell":"672699.45953000"},"mid":"59.62500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.626942388389484,"ltc":"1.676903085177733065057008719","mid_cost_bps":1.4655693856547578,"side":"buy","target_ltc":null,"vwap":"59.63373845746196649351818059"},{"budget_eur":100,"eur":"99.98924710499832271049983227","filled_fraction":1.0,"full":true,"impact_bps":1.075289500167729,"ltc":"1.677289500167728950016772895","mid_cost_bps":1.9137737526205452,"side":"sell","target_ltc":"1.677289500167728950016772895","vwap":"59.61358912400000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5992358487508667,"ltc":"16.76740067057837384744341995","mid_cost_bps":2.437944380058938,"side":"buy","target_ltc":null,"vwap":"59.63953624336610141750629852"},{"budget_eur":1000,"eur":"999.8311120999664542099966454","filled_fraction":1.0,"full":true,"impact_bps":1.688879000335458,"ltc":"16.77289500167728950016772895","mid_cost_bps":2.5273117987421383,"side":"sell","target_ltc":"16.77289500167728950016772895","vwap":"59.60993090340000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.38244053840069,"ltc":"167.6273600402279584311096212","mid_cost_bps":5.2213824621355664,"side":"buy","target_ltc":null,"vwap":"59.65613249293048331676657402"},{"budget_eur":10000,"eur":"9996.518791499496813149949681","filled_fraction":1.0,"full":true,"impact_bps":3.481208500503187,"ltc":"167.7289500167728950016772895","mid_cost_bps":4.319490998742138,"side":"sell","target_ltc":"167.7289500167728950016772895","vwap":"59.59924503492000000000000000"}],"spread_bps":1.6771488469601676},"raw_file":"1790846101-kraken.json","request_at":1790846101.739832,"response_at":1790846101.9479196,"sequence":null,"sha256":"9d388fa70847390311a7fcad95be12947f24fc854236e31dfc6883a5695b3da9","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 09:15:01 GMT"},"metrics":{"ask":"59.645","ask_levels":640,"bid":"59.616","bid_levels":248,"depth_1pct_eur":{"buy":"17870.31453283912","sell":"73830.59820153443"},"mid":"59.6305","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.31097683716497004,"ltc":"1.676534333612740989103101425","mid_cost_bps":2.742693981313332,"side":"buy","target_ltc":null,"vwap":"59.64685482134527046388843916"},{"budget_eur":100,"eur":"99.99937719796027911969940956","filled_fraction":1.0,"full":true,"impact_bps":0.06228020397208803,"ltc":"1.677402039720880300590445518","mid_cost_bps":2.4939065853883498,"side":"sell","target_ltc":"1.677402039720880300590445518","vwap":"59.61562871033600000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6945696692351637,"ltc":"16.76134823741427278517078403","mid_cost_bps":5.126866417714615,"side":"buy","target_ltc":null,"vwap":"59.66107176079215313276965135"},{"budget_eur":1000,"eur":"999.6887409989265271068169619","filled_fraction":1.0,"full":true,"impact_bps":3.112590010734729,"ltc":"16.77402039720880300590445518","mid_cost_bps":5.543474666151744,"side":"sell","target_ltc":"16.77402039720880300590445518","vwap":"59.59744398339200384000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.963095506699124,"ltc":"167.5252450421134003350083752","mid_cost_bps":10.39667337179915,"side":"buy","target_ltc":null,"vwap":"59.69249588314970692254219401"},{"budget_eur":10000,"eur":"9986.946554586343612453032743","filled_fraction":1.0,"full":true,"impact_bps":13.053445413656387,"ltc":"167.7402039720880300590445518","mid_cost_bps":15.481912809393501,"side":"sell","target_ltc":"167.7402039720880300590445518","vwap":"59.53818057982194608000000000"}],"spread_bps":4.863283051458565},"raw_file":"1790846101-coinbase.json","request_at":1790846101.7415957,"response_at":1790846101.8559136,"sequence":10010574093,"sha256":"db951e777da42b53c1759fe8aa44f4e8ee448107c15b0d79f1a03c4d43bb4ab7","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790846101.858,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 09:15:01 GMT"},"metrics":{"ask":"59.64","ask_levels":100,"bid":"59.62","bid_levels":100,"depth_1pct_eur":{"buy":"71676.87266797","sell":"81463.77571417"},"mid":"59.63","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.676727028839704896042924212","mid_cost_bps":1.677008217340265,"side":"buy","target_ltc":null,"vwap":"59.64000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.677289500167728950016772895","mid_cost_bps":1.677008217340265,"side":"sell","target_ltc":"1.677289500167728950016772895","vwap":"59.62000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7058939292033046,"ltc":"16.76273447025305848835260600","mid_cost_bps":4.383355927179022,"side":"buy","target_ltc":null,"vwap":"59.65613795139376850780991720"},{"budget_eur":1000,"eur":"999.7195446699496813149949681","filled_fraction":1.0,"full":true,"impact_bps":2.8045533005031866,"ltc":"16.77289500167728950016772895","mid_cost_bps":4.481091191950361,"side":"sell","target_ltc":"16.77289500167728950016772895","vwap":"59.60327925322240000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.463489957598162,"ltc":"167.4974421036330152352251800","mid_cost_bps":12.142252910802522,"side":"buy","target_ltc":null,"vwap":"59.70240425410711544093040362"},{"budget_eur":10000,"eur":"9988.632696038490439449849044","filled_fraction":1.0,"full":true,"impact_bps":11.36730396150956,"ltc":"167.7289500167728950016772895","mid_cost_bps":13.04240587263458,"side":"sell","target_ltc":"167.7289500167728950016772895","vwap":"59.55222813378148000000000000"}],"spread_bps":3.35401643468053},"raw_file":"1790846101-okx.json","request_at":1790846101.7419374,"response_at":1790846101.9812295,"sequence":null,"sha256":"7c9af7bb249d67a737d7108ef43b85715d002f054c4adafb3b0537bd94147d2c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790847001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 09:30:01 GMT"},"metrics":{"ask":"59.55000","ask_levels":100,"bid":"59.54000","bid_levels":100,"depth_1pct_eur":{"buy":"340736.53117000","sell":"666239.41622000"},"mid":"59.54500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.077196277889025,"ltc":"1.679080255204835460040295500","mid_cost_bps":1.916987796595708,"side":"buy","target_ltc":null,"vwap":"59.55641470383482914328557421"},{"budget_eur":100,"eur":"99.98922456835740678535438360","filled_fraction":1.0,"full":true,"impact_bps":1.0775431642593214,"ltc":"1.679543164259321464561639234","mid_cost_bps":1.9171537492652615,"side":"sell","target_ltc":"1.679543164259321464561639234","vwap":"59.53358430800000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7513408272523765,"ltc":"16.78967080745341614906832298","mid_cost_bps":2.5911889539487616,"side":"buy","target_ltc":null,"vwap":"59.56042923462628790179706024"},{"budget_eur":1000,"eur":"999.8146870507222035606315082","filled_fraction":1.0,"full":true,"impact_bps":1.8531294927779645,"ltc":"16.79543164259321464561639234","mid_cost_bps":2.692674951717189,"side":"sell","target_ltc":"16.79543164259321464561639234","vwap":"59.52896646700000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.8716359223023105,"ltc":"167.8443448565195502601107568","mid_cost_bps":5.711746060510582,"side":"buy","target_ltc":null,"vwap":"59.57901059191731026020519491"},{"budget_eur":10000,"eur":"9993.597764178703392677191803","filled_fraction":1.0,"full":true,"impact_bps":6.402235821296608,"ltc":"167.9543164259321464561639234","mid_cost_bps":7.2413992912923,"side":"sell","target_ltc":"167.9543164259321464561639234","vwap":"59.50188108792000000000000000"}],"spread_bps":1.6794021328407087},"raw_file":"1790847001-kraken.json","request_at":1790847001.235636,"response_at":1790847001.4278529,"sequence":null,"sha256":"c33d09dfbc661f101fcdcc8c2897cdfe1724f21d4e46364865ebf8ced29a07d6","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 09:30:01 GMT"},"metrics":{"ask":"59.54","ask_levels":637,"bid":"59.506","bid_levels":241,"depth_1pct_eur":{"buy":"17524.84722615749","sell":"83688.90843284368"},"mid":"59.523","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.4374279231773802,"ltc":"1.679469699565049456731657346","mid_cost_bps":3.293591696419556,"side":"buy","target_ltc":null,"vwap":"59.54260444585459812185744825"},{"budget_eur":100,"eur":"99.99687048596780156622861558","filled_fraction":1.0,"full":true,"impact_bps":0.3129514032198434,"ltc":"1.680502806439686754276879642","mid_cost_bps":3.168900865211767,"side":"sell","target_ltc":"1.680502806439686754276879642","vwap":"59.50413775138000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.488797812015511,"ltc":"16.78957409965485982877287225","mid_cost_bps":6.3458330683501085,"side":"buy","target_ltc":null,"vwap":"59.56077230217274035264491119"},{"budget_eur":1000,"eur":"999.7376179147777440930326351","filled_fraction":1.0,"full":true,"impact_bps":2.623820852222559,"ltc":"16.80502806439686754276879642","mid_cost_bps":5.4791103209239385,"side":"sell","target_ltc":"16.80502806439686754276879642","vwap":"59.49038669163676444000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.377522295206045,"ltc":"167.7969644484138567354470726","mid_cost_bps":12.236239394126102,"side":"buy","target_ltc":null,"vwap":"59.59583376774565679770332510"},{"budget_eur":10000,"eur":"9989.444450479376787886935769","filled_fraction":1.0,"full":true,"impact_bps":10.555549520623211,"ltc":"168.0502806439686754276879642","mid_cost_bps":13.408573656808374,"side":"sell","target_ltc":"168.0502806439686754276879642","vwap":"59.44318814702257951400000000"}],"spread_bps":5.7120776842565055},"raw_file":"1790847001-coinbase.json","request_at":1790847001.236688,"response_at":1790847001.3397,"sequence":10010598053,"sha256":"32614cf486aed4be3b1efd7302d653562dc33c25f0cf6c2c192d513da970c37d","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790847001.358,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 09:30:01 GMT"},"metrics":{"ask":"59.56","ask_levels":100,"bid":"59.54","bid_levels":100,"depth_1pct_eur":{"buy":"79216.08636893","sell":"74922.90555590"},"mid":"59.55","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.678979180658159838817998657","mid_cost_bps":1.6792611251049538,"side":"buy","target_ltc":null,"vwap":"59.55999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.679543164259321464561639234","mid_cost_bps":1.6792611251049538,"side":"sell","target_ltc":"1.679543164259321464561639234","vwap":"59.54000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.0748276827106653,"ltc":"16.78630893673435140124181910","mid_cost_bps":3.7544372255625063,"side":"buy","target_ltc":null,"vwap":"59.57235767367822472364007735"},{"budget_eur":1000,"eur":"999.6255347342962714141753442","filled_fraction":1.0,"full":true,"impact_bps":3.744652657037286,"ltc":"16.79543164259321464561639234","mid_cost_bps":5.423284957178842,"side":"sell","target_ltc":"16.79543164259321464561639234","vwap":"59.51770433808000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.292531449113586,"ltc":"167.7420432445970849388507288","mid_cost_bps":10.973353032900171,"side":"buy","target_ltc":null,"vwap":"59.61534631731092051362280584"},{"budget_eur":10000,"eur":"9987.838387733147463889821968","filled_fraction":1.0,"full":true,"impact_bps":12.161612266852536,"ltc":"167.9543164259321464561639234","mid_cost_bps":13.838831139687658,"side":"sell","target_ltc":"167.9543164259321464561639234","vwap":"59.46758976056316000000000000"}],"spread_bps":3.3585222502099077},"raw_file":"1790847001-okx.json","request_at":1790847001.236954,"response_at":1790847001.487161,"sequence":null,"sha256":"0ac70208e64772c6b19913a28e7a3f7c9fbfb844240f604dc7c0b65d2a884463","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790847901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 09:45:02 GMT"},"metrics":{"ask":"59.44000","ask_levels":100,"bid":"59.42000","bid_levels":100,"depth_1pct_eur":{"buy":"327012.51985000","sell":"646892.36698000"},"mid":"59.43000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.682368775235531628532974428","mid_cost_bps":1.6826518593303046,"side":"buy","target_ltc":null,"vwap":"59.44000000000000000000000000"},{"budget_eur":100,"eur":"99.98919064961292494109727363","filled_fraction":1.0,"full":true,"impact_bps":1.0809350387075058,"ltc":"1.682935038707505890272635476","mid_cost_bps":2.7634050143025406,"side":"sell","target_ltc":"1.682935038707505890272635476","vwap":"59.41357708400000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.82368775235531628532974428","mid_cost_bps":1.6826518593303046,"side":"buy","target_ltc":null,"vwap":"59.44000000000000000000000000"},{"budget_eur":1000,"eur":"999.8377264961292494109727363","filled_fraction":1.0,"full":true,"impact_bps":1.622735038707506,"ltc":"16.82935038707505890272635476","mid_cost_bps":3.3051138482248024,"side":"sell","target_ltc":"16.82935038707505890272635476","vwap":"59.41035770840000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.1091998348838845,"ltc":"168.1845855749831876260928043","mid_cost_bps":4.792374864302508,"side":"buy","target_ltc":null,"vwap":"59.45848108381854980954567828"},{"budget_eur":10000,"eur":"9996.973554883877482329182092","filled_fraction":1.0,"full":true,"impact_bps":3.0264451161225177,"ltc":"168.2935038707505890272635476","mid_cost_bps":4.708587730102642,"side":"sell","target_ltc":"168.2935038707505890272635476","vwap":"59.40201686312000000000000000"}],"spread_bps":3.365303718660609},"raw_file":"1790847901-kraken.json","request_at":1790847901.8453097,"response_at":1790847902.0307806,"sequence":null,"sha256":"477a1afaafb22c79a9b06f9cc778b14a88eca329c0d39284ca942973e18a77c7","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 09:45:01 GMT"},"metrics":{"ask":"59.441","ask_levels":642,"bid":"59.412","bid_levels":234,"depth_1pct_eur":{"buy":"15841.77920886119","sell":"92215.64040085381"},"mid":"59.4265","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.2510855970310694,"ltc":"1.682298231979140381865590041","mid_cost_bps":2.691135755481541,"side":"buy","target_ltc":null,"vwap":"59.44249247789731237977457160"},{"budget_eur":100,"eur":"99.99685719174577526425637920","filled_fraction":1.0,"full":true,"impact_bps":0.3142808254224736,"ltc":"1.683161650844947148724163469","mid_cost_bps":2.7541930350937713,"side":"sell","target_ltc":"1.683161650844947148724163469","vwap":"59.41013279476000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7694124861608704,"ltc":"16.82042849302755071147441720","mid_cost_bps":4.209833114686012,"side":"buy","target_ltc":null,"vwap":"59.45151756475898882993200801"},{"budget_eur":1000,"eur":"999.7712615062618642698444761","filled_fraction":1.0,"full":true,"impact_bps":2.2873849373813573,"ltc":"16.83161650844947148724163469","mid_cost_bps":4.726815711840698,"side":"sell","target_ltc":"16.83161650844947148724163469","vwap":"59.39841018861002988000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.045478066965679,"ltc":"168.1156017280047066733904858","mid_cost_bps":9.487186049632857,"side":"buy","target_ltc":null,"vwap":"59.48287902617785069488359202"},{"budget_eur":10000,"eur":"9991.398643045246380529186025","filled_fraction":1.0,"full":true,"impact_bps":8.60135695475362,"ltc":"168.3161650844947148724163469","mid_cost_bps":11.039247127053116,"side":"sell","target_ltc":"168.3161650844947148724163469","vwap":"59.36089761806041779600000000"}],"spread_bps":4.879977787687311},"raw_file":"1790847901-coinbase.json","request_at":1790847901.8463392,"response_at":1790847901.9471388,"sequence":10010621851,"sha256":"ab3181944c0c6d1ee8c608a965e4fc6b0431ad74b65529affdc8587687aaf647","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790847902.008,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 09:45:02 GMT"},"metrics":{"ask":"59.43","ask_levels":100,"bid":"59.41","bid_levels":100,"depth_1pct_eur":{"buy":"74686.13955202","sell":"79119.57615771"},"mid":"59.42","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.682651859330304559986538785","mid_cost_bps":1.682935038707506,"side":"buy","target_ltc":null,"vwap":"59.43000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.683218313415249957919542165","mid_cost_bps":1.682935038707506,"side":"sell","target_ltc":"1.683218313415249957919542165","vwap":"59.40999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.811582980013107,"ltc":"16.82178900773629330642448705","mid_cost_bps":4.494991189871743,"side":"buy","target_ltc":null,"vwap":"59.44670923765021789512422834"},{"budget_eur":1000,"eur":"999.7186560659754250126241376","filled_fraction":1.0,"full":true,"impact_bps":2.81343934024575,"ltc":"16.83218313415249957919542165","mid_cost_bps":4.495900895388758,"side":"sell","target_ltc":"16.83218313415249957919542165","vwap":"59.39328535687960000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.099618779969935,"ltc":"168.0786250667002688172043011","mid_cost_bps":12.784421812413552,"side":"buy","target_ltc":null,"vwap":"59.49596503440936132518877908"},{"budget_eur":10000,"eur":"9990.038292645847500420804581","filled_fraction":1.0,"full":true,"impact_bps":9.9617073541525,"ltc":"168.3218313415249957919542165","mid_cost_bps":11.64296590222484,"side":"sell","target_ltc":"168.3218313415249957919542165","vwap":"59.35081749660898000000000000"}],"spread_bps":3.365870077415012},"raw_file":"1790847901-okx.json","request_at":1790847901.8465748,"response_at":1790847902.148321,"sequence":null,"sha256":"3f8263bfded367e5bf274f29658ca6b4be7c1dbe42db1836166192cb6ed7612e","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790848801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 10:00:01 GMT"},"metrics":{"ask":"59.52000","ask_levels":100,"bid":"59.49000","bid_levels":100,"depth_1pct_eur":{"buy":"313615.45347000","sell":"325118.63648000"},"mid":"59.50500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0780426287154719,"ltc":"1.679926423651940198219385184","mid_cost_bps":3.599110953048397,"side":"buy","target_ltc":null,"vwap":"59.52641650972611448790782795"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.680954782316355690031938141","mid_cost_bps":2.5207965717166623,"side":"sell","target_ltc":"1.680954782316355690031938141","vwap":"59.49000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.817536933894322,"ltc":"16.79802216624685138539042821","mid_cost_bps":4.338791669698177,"side":"buy","target_ltc":null,"vwap":"59.53081797983053900372222063"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.80954782316355690031938141","mid_cost_bps":2.5207965717166623,"side":"sell","target_ltc":"16.80954782316355690031938141","vwap":"59.49000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.3725263315245515,"ltc":"167.9205369375419744795164540","mid_cost_bps":7.89467720783701,"side":"buy","target_ltc":null,"vwap":"59.55197727672523412990848699"},{"budget_eur":10000,"eur":"9997.236130435367288619936125","filled_fraction":1.0,"full":true,"impact_bps":2.7638695646327114,"ltc":"168.0954782316355690031938141","mid_cost_bps":5.283969421057054,"side":"sell","target_ltc":"168.0954782316355690031938141","vwap":"59.47355773996000000000000000"}],"spread_bps":5.0415931434333245},"raw_file":"1790848801-kraken.json","request_at":1790848801.2860718,"response_at":1790848801.482253,"sequence":null,"sha256":"7f66cc650aa09f0207429499466e86e1b6178bb6d77f9ae9507ccdc3b462b78d","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 10:00:01 GMT"},"metrics":{"ask":"59.526","ask_levels":631,"bid":"59.476","bid_levels":246,"depth_1pct_eur":{"buy":"18461.84523156502","sell":"61148.97991991534"},"mid":"59.501","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.31265260296576536,"ltc":"1.679885656212729502276125044","mid_cost_bps":4.514394024371693,"side":"buy","target_ltc":null,"vwap":"59.52786109588441401484899702"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.681350460690026229067186764","mid_cost_bps":4.201610056973832,"side":"sell","target_ltc":"1.681350460690026229067186764","vwap":"59.47600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7872349380476914,"ltc":"16.79805938082679612302833818","mid_cost_bps":4.989175760444814,"side":"buy","target_ltc":null,"vwap":"59.53068609469222268790976664"},{"budget_eur":1000,"eur":"999.7356613284350944918958905","filled_fraction":1.0,"full":true,"impact_bps":2.643386715649055,"ltc":"16.81350460690026229067186764","mid_cost_bps":6.843886124601993,"side":"sell","target_ltc":"16.81350460690026229067186764","vwap":"59.46027819317000568000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.485215840758418,"ltc":"167.9017201100201409869083585","mid_cost_bps":9.68913057153637,"side":"buy","target_ltc":null,"vwap":"59.55865129581369855796870149"},{"budget_eur":10000,"eur":"9985.198699218438661645033288","filled_fraction":1.0,"full":true,"impact_bps":14.801300781561338,"ltc":"168.1350460690026229067186764","mid_cost_bps":18.99669190911316,"side":"sell","target_ltc":"168.1350460690026229067186764","vwap":"59.38796778347158578400000000"}],"spread_bps":8.403220113947665},"raw_file":"1790848801-coinbase.json","request_at":1790848801.2870626,"response_at":1790848801.3932662,"sequence":10010643871,"sha256":"56af86a307a1b4463820df2414489a7413c82812738d1ad201fe83d76706b379","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790848801.458,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 10:00:01 GMT"},"metrics":{"ask":"59.55","ask_levels":100,"bid":"59.45","bid_levels":100,"depth_1pct_eur":{"buy":"80470.73579970","sell":"74627.30462295"},"mid":"59.50","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.679261125104953820319059614","mid_cost_bps":8.403361344537815,"side":"buy","target_ltc":null,"vwap":"59.54999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.682085786375105130361648444","mid_cost_bps":8.403361344537815,"side":"sell","target_ltc":"1.682085786375105130361648444","vwap":"59.45000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9342310285835369,"ltc":"16.79104257975151108126259234","mid_cost_bps":9.338377441212598,"side":"buy","target_ltc":null,"vwap":"59.55556334577521496229740796"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.82085786375105130361648444","mid_cost_bps":8.403361344537815,"side":"sell","target_ltc":"16.82085786375105130361648444","vwap":"59.45000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.559946001206258,"ltc":"167.8327983808724832214765101","mid_cost_bps":13.9679795692745,"side":"buy","target_ltc":null,"vwap":"59.58310947843718326670890574"},{"budget_eur":10000,"eur":"9994.252551971749369217830109","filled_fraction":1.0,"full":true,"impact_bps":5.747448028250631,"ltc":"168.2085786375105130361648444","mid_cost_bps":14.145979584529412,"side":"sell","target_ltc":"168.2085786375105130361648444","vwap":"59.41583142147205000000000000"}],"spread_bps":16.80672268907563},"raw_file":"1790848801-okx.json","request_at":1790848801.287293,"response_at":1790848801.5884514,"sequence":null,"sha256":"30651907578138b6ed6e62b39b54f49cf4ff745aa3ae9dbc9ad5be743e85b13a","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790849701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 10:15:01 GMT"},"metrics":{"ask":"59.30000","ask_levels":100,"bid":"59.29000","bid_levels":100,"depth_1pct_eur":{"buy":"228983.47465000","sell":"669071.82632000"},"mid":"59.29500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.084275367432324,"ltc":"1.686157814871016691957511381","mid_cost_bps":1.927608218040928,"side":"buy","target_ltc":null,"vwap":"59.30642975292887368180435537"},{"budget_eur":100,"eur":"99.98915374936751560128183504","filled_fraction":1.0,"full":true,"impact_bps":1.0846250632484398,"ltc":"1.686625063248439871816495193","mid_cost_bps":1.927775023189139,"side":"sell","target_ltc":"1.686625063248439871816495193","vwap":"59.28356925800000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6967969663192106,"ltc":"16.86054551584625758597437626","mid_cost_bps":2.5401814672860983,"side":"buy","target_ltc":null,"vwap":"59.31006200601027291866974771"},{"budget_eur":1000,"eur":"999.8373574936751560128183504","filled_fraction":1.0,"full":true,"impact_bps":1.6264250632484398,"ltc":"16.86625063248439871816495193","mid_cost_bps":2.4695293363690025,"side":"sell","target_ltc":"16.86625063248439871816495193","vwap":"59.28035692580000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.079440091644072,"ltc":"168.5316063005390835579514825","mid_cost_bps":6.923194155232203,"side":"buy","target_ltc":null,"vwap":"59.33605107974344934769153148"},{"budget_eur":10000,"eur":"9996.474334810254680384550514","filled_fraction":1.0,"full":true,"impact_bps":3.5256651897453195,"ltc":"168.6625063248439871816495193","mid_cost_bps":4.36860931107176,"side":"sell","target_ltc":"168.6625063248439871816495193","vwap":"59.26909633109000000000000000"}],"spread_bps":1.6864828400371026},"raw_file":"1790849701-kraken.json","request_at":1790849701.6295207,"response_at":1790849701.8317065,"sequence":null,"sha256":"d6b53ffb58ed858f48fbb77607422c0098eb70037d566bdcc40f90f97d037b9b","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 10:15:01 GMT"},"metrics":{"ask":"59.305","ask_levels":638,"bid":"59.274","bid_levels":239,"depth_1pct_eur":{"buy":"19961.46149235512","sell":"81143.02534261711"},"mid":"59.2895","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.2526287293334403,"ltc":"1.686155868417946686000438382","mid_cost_bps":2.8669856685099333,"side":"buy","target_ltc":null,"vwap":"59.30649821467931196790394594"},{"budget_eur":100,"eur":"99.99494015728987414380672807","filled_fraction":1.0,"full":true,"impact_bps":0.5059842710125856,"ltc":"1.687080338765732024158990451","mid_cost_bps":3.1201428866831393,"side":"sell","target_ltc":"1.687080338765732024158990451","vwap":"59.27100082883200000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.1850302342607897,"ltc":"16.85661577250568861770803486","mid_cost_bps":5.800153788492669,"side":"buy","target_ltc":null,"vwap":"59.32388882180428361398357268"},{"budget_eur":1000,"eur":"999.6356150968430779093700441","filled_fraction":1.0,"full":true,"impact_bps":3.643849031569221,"ltc":"16.87080338765732024158990451","mid_cost_bps":6.25718731811255,"side":"sell","target_ltc":"16.87080338765732024158990451","vwap":"59.25240144925027660000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.462795032059224,"ltc":"168.4772676975310763011622031","mid_cost_bps":11.079298347536618,"side":"buy","target_ltc":null,"vwap":"59.35518860593762722683439259"},{"budget_eur":10000,"eur":"9989.497322227461277794648580","filled_fraction":1.0,"full":true,"impact_bps":10.502677772538723,"ltc":"168.7080338765732024158990451","mid_cost_bps":13.114222961729483,"side":"sell","target_ltc":"168.7080338765732024158990451","vwap":"59.21174642777105397800000000"}],"spread_bps":5.228581789355619},"raw_file":"1790849701-coinbase.json","request_at":1790849701.6305478,"response_at":1790849701.803644,"sequence":10010688026,"sha256":"a63c0f3230cf24251a4a3e6138a6666eacbbc9146ad4b3a07934a094d628fad5","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790849701.701,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 10:15:01 GMT"},"metrics":{"ask":"59.31","ask_levels":100,"bid":"59.28","bid_levels":100,"depth_1pct_eur":{"buy":"73879.19712222","sell":"68975.45473241"},"mid":"59.295","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.686056314280896981959197437","mid_cost_bps":2.5297242600556538,"side":"buy","target_ltc":null,"vwap":"59.31000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.686909581646423751686909582","mid_cost_bps":2.5297242600556538,"side":"sell","target_ltc":"1.686909581646423751686909582","vwap":"59.27999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.005520019401128,"ltc":"16.85549718938500421229991575","mid_cost_bps":5.5360045931474975,"side":"buy","target_ltc":null,"vwap":"59.32782573923506808896654112"},{"budget_eur":1000,"eur":"999.8121893636707152496626183","filled_fraction":1.0,"full":true,"impact_bps":1.8781063632928474,"ltc":"16.86909581646423751686909582","mid_cost_bps":4.4073555142254826,"side":"sell","target_ltc":"16.86909581646423751686909582","vwap":"59.26886658547840000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.138558727441701,"ltc":"168.4685223318174162034697659","mid_cost_bps":10.670341818442825,"side":"buy","target_ltc":null,"vwap":"59.35826979181245673522510865"},{"budget_eur":10000,"eur":"9989.583373121889338731443997","filled_fraction":1.0,"full":true,"impact_bps":10.41662687811066,"ltc":"168.6909581646423751686909582","mid_cost_bps":12.943716018794165,"side":"sell","target_ltc":"168.6909581646423751686909582","vwap":"59.21825023586656000000000000"}],"spread_bps":5.0594485201113075},"raw_file":"1790849701-okx.json","request_at":1790849701.6308622,"response_at":1790849701.8283646,"sequence":null,"sha256":"60c6c7903b6edd071bdc6d618b735a4b8178e85bfb6deac2f65de36b06d01b25","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790850601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 10:30:01 GMT"},"metrics":{"ask":"59.40000","ask_levels":100,"bid":"59.39000","bid_levels":100,"depth_1pct_eur":{"buy":"250171.98009000","sell":"510286.35984000"},"mid":"59.39500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.683501683501683501683501684","mid_cost_bps":0.8418217021634817,"side":"buy","target_ltc":null,"vwap":"59.39999999999999999999999998"},{"budget_eur":100,"eur":"99.98918214850985014312173769","filled_fraction":1.0,"full":true,"impact_bps":1.0817851490149857,"ltc":"1.683785149014985687826233373","mid_cost_bps":1.9235157841569155,"side":"sell","target_ltc":"1.683785149014985687826233373","vwap":"59.38357527800000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.83501683501683501683501684","mid_cost_bps":0.8418217021634817,"side":"buy","target_ltc":null,"vwap":"59.39999999999999999999999998"},{"budget_eur":1000,"eur":"999.8288729701970028624347536","filled_fraction":1.0,"full":true,"impact_bps":1.7112702980299714,"ltc":"16.83785149014985687826233373","mid_cost_bps":2.552947941745938,"side":"sell","target_ltc":"16.83785149014985687826233373","vwap":"59.37983676570000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.293443977004951,"ltc":"168.2947414199192462987886945","mid_cost_bps":4.135542928429903,"side":"buy","target_ltc":null,"vwap":"59.41956305722340940889767550"},{"budget_eur":10000,"eur":"9994.655059105910085873042602","filled_fraction":1.0,"full":true,"impact_bps":5.344940894089914,"ltc":"168.3785149014985687826233373","mid_cost_bps":6.186312647529253,"side":"sell","target_ltc":"168.3785149014985687826233373","vwap":"59.35825639603000000000000000"}],"spread_bps":1.6836434043269635},"raw_file":"1790850601-kraken.json","request_at":1790850601.6796227,"response_at":1790850601.8768742,"sequence":null,"sha256":"5908f80c46178ec258f26218f4658c319672ab741ee52c1fa14f7b21cbee4cb5","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 10:30:01 GMT"},"metrics":{"ask":"59.398","ask_levels":638,"bid":"59.366","bid_levels":243,"depth_1pct_eur":{"buy":"17905.45857552651","sell":"63132.24908896152"},"mid":"59.382","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.683558368968652143169803697","mid_cost_bps":2.694419184264592,"side":"buy","target_ltc":null,"vwap":"59.39800000000000000000000000"},{"budget_eur":100,"eur":"99.99685067072061449314422397","filled_fraction":1.0,"full":true,"impact_bps":0.3149329279385507,"ltc":"1.684465855877101371155206684","mid_cost_bps":3.009267256070863,"side":"sell","target_ltc":"1.684465855877101371155206684","vwap":"59.36413036918000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.272397586236198,"ltc":"16.82839393072553506528469511","mid_cost_bps":6.967967933502706,"side":"buy","target_ltc":null,"vwap":"59.42337718718272577025776333"},{"budget_eur":1000,"eur":"999.6580578098491594515379174","filled_fraction":1.0,"full":true,"impact_bps":3.4194219015084055,"ltc":"16.84465855877101371155206684","mid_cost_bps":6.112919750175945,"side":"sell","target_ltc":"16.84465855877101371155206684","vwap":"59.34570025993950520000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.678460615116013,"ltc":"168.1930519139966363942145980","mid_cost_bps":12.375487582376156,"side":"buy","target_ltc":null,"vwap":"59.45548812036166608817419421"},{"budget_eur":10000,"eur":"9991.072608728025101910184281","filled_fraction":1.0,"full":true,"impact_bps":8.927391271974898,"ltc":"168.4465855877101371155206684","mid_cost_bps":11.619405042808625,"side":"sell","target_ltc":"168.4465855877101371155206684","vwap":"59.31300164897479382000000000"}],"spread_bps":5.388838368529184},"raw_file":"1790850601-coinbase.json","request_at":1790850601.6806896,"response_at":1790850601.7962782,"sequence":10010717319,"sha256":"9cc2bc3d4a95cd80036da1861172ee7db064c701d7971468b079ed0d9a86d0e0","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790850601.751,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 10:30:01 GMT"},"metrics":{"ask":"59.4","ask_levels":100,"bid":"59.38","bid_levels":100,"depth_1pct_eur":{"buy":"80959.89627056","sell":"77905.40829823"},"mid":"59.39","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.683501683501683501683501684","mid_cost_bps":1.6837851490149858,"side":"buy","target_ltc":null,"vwap":"59.39999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.684068710003368137420006736","mid_cost_bps":1.6837851490149858,"side":"sell","target_ltc":"1.684068710003368137420006736","vwap":"59.38000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8130731215496927,"ltc":"16.83028235352515564529698805","mid_cost_bps":4.497331931639194,"side":"buy","target_ltc":null,"vwap":"59.41670965434200517361042543"},{"budget_eur":1000,"eur":"999.6246952359986527450319971","filled_fraction":1.0,"full":true,"impact_bps":3.7530476400134725,"ltc":"16.84068710003368137420006736","mid_cost_bps":5.436200856440478,"side":"sell","target_ltc":"16.84068710003368137420006736","vwap":"59.35771440311360000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.466460305296962,"ltc":"168.2413757323801513877207738","mid_cost_bps":8.151334267294823,"side":"buy","target_ltc":null,"vwap":"59.43841077421346395282379109"},{"budget_eur":10000,"eur":"9986.089713809956214213539911","filled_fraction":1.0,"full":true,"impact_bps":13.910286190043786,"ltc":"168.4068710003368137420006736","mid_cost_bps":15.591729145728237,"side":"sell","target_ltc":"168.4068710003368137420006736","vwap":"59.29740072060352000000000000"}],"spread_bps":3.3675702980299715},"raw_file":"1790850601-okx.json","request_at":1790850601.6809232,"response_at":1790850601.8748083,"sequence":null,"sha256":"9a547f3b7baa07bba8c66187679ca915087ff89905d75abefbfc848b810b997e","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790851501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 10:45:01 GMT"},"metrics":{"ask":"59.58000","ask_levels":100,"bid":"59.57000","bid_levels":100,"depth_1pct_eur":{"buy":"385075.71659000","sell":"684487.36993000"},"mid":"59.57500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.0763507793796239,"ltc":"1.678234938748112099345527773","mid_cost_bps":1.915719335886496,"side":"buy","target_ltc":null,"vwap":"59.58641289794354379866332047"},{"budget_eur":100,"eur":"99.98923302669128756085277826","filled_fraction":1.0,"full":true,"impact_bps":1.076697330871244,"ltc":"1.678697330871243914722175592","mid_cost_bps":1.9158851867394042,"side":"sell","target_ltc":"1.678697330871243914722175592","vwap":"59.56358611400000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6182058340974212,"ltc":"16.78144017452592716898808525","mid_cost_bps":2.4576198673189147,"side":"buy","target_ltc":null,"vwap":"59.58964127035955243549433832"},{"budget_eur":1000,"eur":"999.8381502669128756085277826","filled_fraction":1.0,"full":true,"impact_bps":1.6184973308712438,"ltc":"16.78697330871243914722175592","mid_cost_bps":2.457639714645405,"side":"sell","target_ltc":"16.78697330871243914722175592","vwap":"59.56035861140000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.3685955640635905,"ltc":"167.7514985745430152607747778","mid_cost_bps":6.208324359327045,"side":"buy","target_ltc":null,"vwap":"59.61198609237069087040863470"},{"budget_eur":10000,"eur":"9997.689765338257512170555650","filled_fraction":1.0,"full":true,"impact_bps":2.310234661742488,"ltc":"167.8697330871243914722175592","mid_cost_bps":3.1493189895090223,"side":"sell","target_ltc":"167.8697330871243914722175592","vwap":"59.55623793212000000000000000"}],"spread_bps":1.678556441460344},"raw_file":"1790851501-kraken.json","request_at":1790851501.23536,"response_at":1790851501.4347422,"sequence":null,"sha256":"6f3db41ccc918778fe4fdd1693625756e0edee4d8d342fd8bf9ff6d54eb43f31","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 10:45:01 GMT"},"metrics":{"ask":"59.597","ask_levels":647,"bid":"59.558","bid_levels":239,"depth_1pct_eur":{"buy":"18636.31405790369","sell":"68183.09293029251"},"mid":"59.5775","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3116519710414554,"ltc":"1.677884517298077245730009060","mid_cost_bps":3.5848016871832087,"side":"buy","target_ltc":null,"vwap":"59.59885735225181576175488267"},{"budget_eur":100,"eur":"99.99750225775210718963027639","filled_fraction":1.0,"full":true,"impact_bps":0.24977422478928105,"ltc":"1.679035561973202592430907687","mid_cost_bps":3.5227401834585206,"side":"sell","target_ltc":"1.679035561973202592430907687","vwap":"59.55651239467200000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.338782831007908,"ltc":"16.77376769223955188837458912","mid_cost_bps":6.612923341522862,"side":"buy","target_ltc":null,"vwap":"59.61689814403795783000284620"},{"budget_eur":1000,"eur":"999.6173510932799150408005644","filled_fraction":1.0,"full":true,"impact_bps":3.82648906720085,"ltc":"16.79035561973202592430907687","mid_cost_bps":7.098284350037316,"side":"sell","target_ltc":"16.79035561973202592430907687","vwap":"59.53521019641356518000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.513698038102053,"ltc":"167.6844562985764587525150905","mid_cost_bps":9.788877713512115,"side":"buy","target_ltc":null,"vwap":"59.63581968619767680369593663"},{"budget_eur":10000,"eur":"9993.902777316111830148762553","filled_fraction":1.0,"full":true,"impact_bps":6.09722268388817,"ltc":"167.9035561973202592430907687","mid_cost_bps":9.368274744778006,"side":"sell","target_ltc":"167.9035561973202592430907687","vwap":"59.52168616113929883800000000"}],"spread_bps":6.54609542192942},"raw_file":"1790851501-coinbase.json","request_at":1790851501.2364244,"response_at":1790851501.355149,"sequence":10010742498,"sha256":"2e7c3e0a6523578aaf4b07f5c45acc6df91f66a5b80da3d0efb0133595c1c5ed","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790851501.401,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 10:45:01 GMT"},"metrics":{"ask":"59.59","ask_levels":100,"bid":"59.57","bid_levels":100,"depth_1pct_eur":{"buy":"87461.53432189","sell":"78388.76585576"},"mid":"59.58","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.678133915086423896626950831","mid_cost_bps":1.6784155756965424,"side":"buy","target_ltc":null,"vwap":"59.58999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.678697330871243914722175592","mid_cost_bps":1.6784155756965424,"side":"sell","target_ltc":"1.678697330871243914722175592","vwap":"59.56999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7880268244697297,"ltc":"16.77666177255954377725595438","mid_cost_bps":4.466910346931037,"side":"buy","target_ltc":null,"vwap":"59.60661385184701511880133700"},{"budget_eur":1000,"eur":"999.6258339876515024341111299","filled_fraction":1.0,"full":true,"impact_bps":3.7416601234849756,"ltc":"16.78697330871243914722175592","mid_cost_bps":5.419447693118496,"side":"sell","target_ltc":"16.78697330871243914722175592","vwap":"59.54771093064440000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.804885156276573,"ltc":"167.6825172296730930427493713","mid_cost_bps":9.484610716054396,"side":"buy","target_ltc":null,"vwap":"59.63650931064625209765400988"},{"budget_eur":10000,"eur":"9987.825544838673829108611719","filled_fraction":1.0,"full":true,"impact_bps":12.17445516132617,"ltc":"167.8697330871243914722175592","mid_cost_bps":13.850827357505874,"side":"sell","target_ltc":"167.8697330871243914722175592","vwap":"59.49747677060398000000000000"}],"spread_bps":3.356831151393085},"raw_file":"1790851501-okx.json","request_at":1790851501.236737,"response_at":1790851501.5293305,"sequence":null,"sha256":"c2a09ddb13eb9f167e049dfbbfb0c96ae3605b8819469438d2dcea62442d9f39","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790852401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 11:00:01 GMT"},"metrics":{"ask":"59.73000","ask_levels":100,"bid":"59.71000","bid_levels":100,"depth_1pct_eur":{"buy":"375761.88065000","sell":"363937.75275000"},"mid":"59.72000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.674200569228193537585802779","mid_cost_bps":1.6744809109176155,"side":"buy","target_ltc":null,"vwap":"59.73000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.674761346508122592530564395","mid_cost_bps":1.6744809109176155,"side":"sell","target_ltc":"1.674761346508122592530564395","vwap":"59.70999999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.74200569228193537585802779","mid_cost_bps":1.6744809109176155,"side":"buy","target_ltc":null,"vwap":"59.73000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"16.74761346508122592530564395","mid_cost_bps":1.6744809109176155,"side":"sell","target_ltc":"16.74761346508122592530564395","vwap":"59.70999999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.464022822513314,"ltc":"167.3620823155429145056048185","mid_cost_bps":5.1390837774400575,"side":"buy","target_ltc":null,"vwap":"59.75069060831887202340368471"},{"budget_eur":10000,"eur":"9997.235407306983754814938874","filled_fraction":1.0,"full":true,"impact_bps":2.764592693016245,"ltc":"167.4761346508122592530564395","mid_cost_bps":4.4386106781647685,"side":"sell","target_ltc":"167.4761346508122592530564395","vwap":"59.69349261703000000000000000"}],"spread_bps":3.348961821835231},"raw_file":"1790852401-kraken.json","request_at":1790852401.3475344,"response_at":1790852401.5719125,"sequence":null,"sha256":"db3e541d7b7b90de101465b9e8f3f0d95fed0f07de3d853eea5a7ee67454f0db","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 11:00:01 GMT"},"metrics":{"ask":"59.735","ask_levels":637,"bid":"59.7","bid_levels":245,"depth_1pct_eur":{"buy":"14790.19942875997","sell":"78932.22166287810"},"mid":"59.7175","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.674060433581652297647945091","mid_cost_bps":2.9304642692678025,"side":"buy","target_ltc":null,"vwap":"59.73499999999999999999999999"},{"budget_eur":100,"eur":"99.99689779061976549413735344","filled_fraction":1.0,"full":true,"impact_bps":0.3102209380234506,"ltc":"1.675041876046901172529313233","mid_cost_bps":3.2405942981538076,"side":"sell","target_ltc":"1.675041876046901172529313233","vwap":"59.69814798100000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.090750059083853,"ltc":"16.72874240269848968873873120","mid_cost_bps":10.0232922473207,"side":"buy","target_ltc":null,"vwap":"59.77735659547793739755623233"},{"budget_eur":1000,"eur":"999.7170267728296817420435512","filled_fraction":1.0,"full":true,"impact_bps":2.8297322717031825,"ltc":"16.75041876046901172529313233","mid_cost_bps":5.759367298039603,"side":"sell","target_ltc":"16.75041876046901172529313233","vwap":"59.68310649833793200000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.959807465878068,"ltc":"167.2561850366246864024084295","mid_cost_bps":11.8928973747097,"side":"buy","target_ltc":null,"vwap":"59.78852140989742264478186323"},{"budget_eur":10000,"eur":"9995.171725383269916247906199","filled_fraction":1.0,"full":true,"impact_bps":4.828274616730083,"ltc":"167.5041876046901172529313233","mid_cost_bps":7.7573239773732325,"side":"sell","target_ltc":"167.5041876046901172529313233","vwap":"59.67117520053812140000000000"}],"spread_bps":5.860928538535605},"raw_file":"1790852401-coinbase.json","request_at":1790852401.3485599,"response_at":1790852401.4816315,"sequence":10010768254,"sha256":"af61d1b9fb26851169e4cc5813db20c744125b5f2542ea8163891400529b0f1f","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790852401.451,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 11:00:01 GMT"},"metrics":{"ask":"59.73","ask_levels":100,"bid":"59.7","bid_levels":100,"depth_1pct_eur":{"buy":"77546.49774259","sell":"74352.74923404"},"mid":"59.715","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.674200569228193537585802779","mid_cost_bps":2.5119316754584275,"side":"buy","target_ltc":null,"vwap":"59.73000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.675041876046901172529313233","mid_cost_bps":2.5119316754584275,"side":"sell","target_ltc":"1.675041876046901172529313233","vwap":"59.69999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7981763483607973,"ltc":"16.73732229434404283801874163","mid_cost_bps":5.310810906599522,"side":"buy","target_ltc":null,"vwap":"59.74671350732875904329203742"},{"budget_eur":1000,"eur":"999.7199407071859296482412061","filled_fraction":1.0,"full":true,"impact_bps":2.8005929281407034,"ltc":"16.75041876046901172529313233","mid_cost_bps":5.311821113790505,"side":"sell","target_ltc":"16.75041876046901172529313233","vwap":"59.68328046021900000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.116981806614566,"ltc":"167.2842725831103678929765886","mid_cost_bps":10.630952412443909,"side":"buy","target_ltc":null,"vwap":"59.77848273233090880095754263"},{"budget_eur":10000,"eur":"9986.724138525343383584589616","filled_fraction":1.0,"full":true,"impact_bps":13.275861474656617,"ltc":"167.5041876046901172529313233","mid_cost_bps":15.784458344419326,"side":"sell","target_ltc":"167.5041876046901172529313233","vwap":"59.62074310699630000000000000"}],"spread_bps":5.023863350916855},"raw_file":"1790852401-okx.json","request_at":1790852401.3488626,"response_at":1790852401.5752747,"sequence":null,"sha256":"27431d6d822b6cda45c66563be4f551d1a29a4c055fcc0ce9243eae8ff823f2a","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790853301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 11:15:01 GMT"},"metrics":{"ask":"59.48000","ask_levels":100,"bid":"59.46000","bid_levels":100,"depth_1pct_eur":{"buy":"370940.13871000","sell":"670882.97114000"},"mid":"59.47000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.681237390719569603227975790","mid_cost_bps":1.6815200941651254,"side":"buy","target_ltc":null,"vwap":"59.48000000000000000000000000"},{"budget_eur":100,"eur":"99.98920197107299024554322235","filled_fraction":1.0,"full":true,"impact_bps":1.0798028927009755,"ltc":"1.681802892700975445677766566","mid_cost_bps":2.7611414158399192,"side":"sell","target_ltc":"1.681802892700975445677766566","vwap":"59.45357949200000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.81237390719569603227975790","mid_cost_bps":1.6815200941651254,"side":"buy","target_ltc":null,"vwap":"59.48000000000000000000000000"},{"budget_eur":1000,"eur":"999.8378397107299024554322235","filled_fraction":1.0,"full":true,"impact_bps":1.6216028927009754,"ltc":"16.81802892700975445677766566","mid_cost_bps":3.3028503110812175,"side":"sell","target_ltc":"16.81802892700975445677766566","vwap":"59.45035794920000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.2201813272677318,"ltc":"168.0696176075268817204301075","mid_cost_bps":4.9022429013937225,"side":"buy","target_ltc":null,"vwap":"59.49915363853458846744619169"},{"budget_eur":10000,"eur":"9998.179154214598049108644468","filled_fraction":1.0,"full":true,"impact_bps":1.8208457854019509,"ltc":"168.1802892700975445677766566","mid_cost_bps":3.5020597006894234,"side":"sell","target_ltc":"168.1802892700975445677766566","vwap":"59.44917325096000000000000000"}],"spread_bps":3.3630401883302508},"raw_file":"1790853301-kraken.json","request_at":1790853301.6502373,"response_at":1790853301.8451757,"sequence":null,"sha256":"9ba12ac35e7656bdc8d621b76da5a2c58be1f73e99e3ec91a25b611579860e83","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 11:15:01 GMT"},"metrics":{"ask":"59.504","ask_levels":640,"bid":"59.467","bid_levels":235,"depth_1pct_eur":{"buy":"11618.21040705772","sell":"75420.73065613413"},"mid":"59.4855","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.680559290131755848346329659","mid_cost_bps":3.110001597027847,"side":"buy","target_ltc":null,"vwap":"59.50399999999999999999999998"},{"budget_eur":100,"eur":"99.99749198030504313316629392","filled_fraction":1.0,"full":true,"impact_bps":0.25080196949568667,"ltc":"1.681604923739216708426522273","mid_cost_bps":3.360725567070967,"side":"sell","target_ltc":"1.681604923739216708426522273","vwap":"59.46550855592800000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.854564877587191,"ltc":"16.79743847583173803526448363","mid_cost_bps":7.9660762450672555,"side":"buy","target_ltc":null,"vwap":"59.53288660284759482432479885"},{"budget_eur":1000,"eur":"999.6254896887956271545563086","filled_fraction":1.0,"full":true,"impact_bps":3.7451031120437284,"ltc":"16.81604923739216708426522273","mid_cost_bps":6.8539399814056265,"side":"sell","target_ltc":"16.81604923739216708426522273","vwap":"59.44472899532360956000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.29224934581993,"ltc":"167.9166883082979115994296737","mid_cost_bps":11.404829833718622,"side":"buy","target_ltc":null,"vwap":"59.55334220050736690815027961"},{"budget_eur":10000,"eur":"9992.098810091243718028486388","filled_fraction":1.0,"full":true,"impact_bps":7.901189908756282,"ltc":"168.1604923739216708426522273","mid_cost_bps":11.008734234460665,"side":"sell","target_ltc":"168.1604923739216708426522273","vwap":"59.42001399396959901800000000"}],"spread_bps":6.220003194055694},"raw_file":"1790853301-coinbase.json","request_at":1790853301.6513174,"response_at":1790853301.7647598,"sequence":10010792959,"sha256":"32ce40ad59e0a828c55ef517865b045bc5890a1fa9020e2b4327e790d3c0458f","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790853301.807,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 11:15:01 GMT"},"metrics":{"ask":"59.48","ask_levels":100,"bid":"59.45","bid_levels":100,"depth_1pct_eur":{"buy":"83380.04706903","sell":"79370.78181126"},"mid":"59.465","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.681237390719569603227975790","mid_cost_bps":2.522492222315648,"side":"buy","target_ltc":null,"vwap":"59.48000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.682085786375105130361648444","mid_cost_bps":2.522492222315648,"side":"sell","target_ltc":"1.682085786375105130361648444","vwap":"59.45000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.7450575939605253,"ltc":"16.80607993346774193548387097","mid_cost_bps":6.268494504141462,"side":"buy","target_ltc":null,"vwap":"59.50227560256887720492074840"},{"budget_eur":1000,"eur":"999.8374335727249789739276703","filled_fraction":1.0,"full":true,"impact_bps":1.6256642727502102,"ltc":"16.82085786375105130361648444","mid_cost_bps":4.147746422517447,"side":"sell","target_ltc":"16.82085786375105130361648444","vwap":"59.44033542589850000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.074986950416761,"ltc":"167.9042045436241610738255034","mid_cost_bps":15.600777328021339,"side":"buy","target_ltc":null,"vwap":"59.55777002238107889279087027"},{"budget_eur":10000,"eur":"9990.953132528999158957106812","filled_fraction":1.0,"full":true,"impact_bps":9.04686747100084,"ltc":"168.2085786375105130361648444","mid_cost_bps":11.567077628033298,"side":"sell","target_ltc":"168.2085786375105130361648444","vwap":"59.39621637288490000000000000"}],"spread_bps":5.044984444631296},"raw_file":"1790853301-okx.json","request_at":1790853301.6515539,"response_at":1790853301.9342377,"sequence":null,"sha256":"6540bf2c82a33ab78e7af1f188b30882570b034722084af57e938b5b10fab25d","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790854201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 11:30:01 GMT"},"metrics":{"ask":"59.52000","ask_levels":100,"bid":"59.50000","bid_levels":100,"depth_1pct_eur":{"buy":"372403.09162000","sell":"327634.76357000"},"mid":"59.51000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.680107526881720430107526882","mid_cost_bps":1.6803898504453032,"side":"buy","target_ltc":null,"vwap":"59.51999999999999999999999999"},{"budget_eur":100,"eur":"99.98921327731092436974789918","filled_fraction":1.0,"full":true,"impact_bps":1.078672268907563,"ltc":"1.680672268907563025210084034","mid_cost_bps":2.7588808603596036,"side":"sell","target_ltc":"1.680672268907563025210084034","vwap":"59.49358190000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.80107526881720430107526882","mid_cost_bps":1.6803898504453032,"side":"buy","target_ltc":null,"vwap":"59.51999999999999999999999999"},{"budget_eur":1000,"eur":"999.7803655462184873949579834","filled_fraction":1.0,"full":true,"impact_bps":2.196344537815126,"ltc":"16.80672268907563025210084034","mid_cost_bps":3.876365316753487,"side":"sell","target_ltc":"16.80672268907563025210084034","vwap":"59.48693175000000000000000000"},{"budget_eur":10000,"eur":"9999.999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":2.687234256642654,"ltc":"167.9656163923412831709774941","mid_cost_bps":4.36807566720502,"side":"buy","target_ltc":null,"vwap":"59.53599441829553707626550886"},{"budget_eur":10000,"eur":"9995.413140924369747899159666","filled_fraction":1.0,"full":true,"impact_bps":4.586859075630252,"ltc":"168.0672268907563025210084034","mid_cost_bps":6.266478154931944,"side":"sell","target_ltc":"168.0672268907563025210084034","vwap":"59.47270818850000000000000000"}],"spread_bps":3.3607797008906064},"raw_file":"1790854201-kraken.json","request_at":1790854201.5225255,"response_at":1790854201.729508,"sequence":null,"sha256":"cadbe97b34ce673cc0891ed20d39d40104b448725badea275682db506161347c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 11:30:01 GMT"},"metrics":{"ask":"59.522","ask_levels":640,"bid":"59.491","bid_levels":236,"depth_1pct_eur":{"buy":"14650.83150590976","sell":"49651.36486989931"},"mid":"59.5065","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.31270904762823654,"ltc":"1.679998538478337561106724680","mid_cost_bps":2.917547964221184,"side":"buy","target_ltc":null,"vwap":"59.52386130679329278967120062"},{"budget_eur":100,"eur":"99.99874734694659696424669280","filled_fraction":1.0,"full":true,"impact_bps":0.12526530534030358,"ltc":"1.680926526701517876653611471","mid_cost_bps":2.7299901402367808,"side":"sell","target_ltc":"1.680926526701517876653611471","vwap":"59.49025478417200000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.264666856855575,"ltc":"16.79334893166591134162512379","mid_cost_bps":6.870535162608413,"side":"buy","target_ltc":null,"vwap":"59.54738415006537575589444732"},{"budget_eur":1000,"eur":"999.6881723434676053520700612","filled_fraction":1.0,"full":true,"impact_bps":3.1182765653239466,"ltc":"16.80926526701517876653611471","mid_cost_bps":5.7222217933786546,"side":"sell","target_ltc":"16.80926526701517876653611471","vwap":"59.47244906088523131000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.137695420138153,"ltc":"167.8517295572198724404162471","mid_cost_bps":11.744833031642981,"side":"buy","target_ltc":null,"vwap":"59.57638939067974630910631810"},{"budget_eur":10000,"eur":"9986.656140356596624699534385","filled_fraction":1.0,"full":true,"impact_bps":13.343859643403375,"ltc":"168.0926526701517876653611471","mid_cost_bps":15.945141355073988,"side":"sell","target_ltc":"168.0926526701517876653611471","vwap":"59.41161604459542898000000000"}],"spread_bps":5.209514926940755},"raw_file":"1790854201-coinbase.json","request_at":1790854201.5235512,"response_at":1790854201.6484747,"sequence":10010811122,"sha256":"fd765abe36344eaf3eebc0718a3d6f7163189f95b943edd6c3a0f0940478f944","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790854201.657,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 11:30:01 GMT"},"metrics":{"ask":"59.52","ask_levels":100,"bid":"59.49","bid_levels":100,"depth_1pct_eur":{"buy":"73186.20096584","sell":"73143.71033817"},"mid":"59.505","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.680107526881720430107526882","mid_cost_bps":2.5207965717166623,"side":"buy","target_ltc":null,"vwap":"59.51999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.680954782316355690031938141","mid_cost_bps":2.5207965717166623,"side":"sell","target_ltc":"1.680954782316355690031938141","vwap":"59.49000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.805554080108964,"ltc":"16.79636295835432409739714526","mid_cost_bps":5.327057874936316,"side":"buy","target_ltc":null,"vwap":"59.53669865788480855154184836"},{"budget_eur":1000,"eur":"999.7191814653050932929904186","filled_fraction":1.0,"full":true,"impact_bps":2.808185346949067,"ltc":"16.80954782316355690031938141","mid_cost_bps":5.328274032266196,"side":"sell","target_ltc":"16.80954782316355690031938141","vwap":"59.47329410537100000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.711162678996661,"ltc":"167.8477530046987749622419869","mid_cost_bps":12.234407237272183,"side":"buy","target_ltc":null,"vwap":"59.57780084026538812888559423"},{"budget_eur":10000,"eur":"9991.148182403785510169776434","filled_fraction":1.0,"full":true,"impact_bps":8.85181759621449,"ltc":"168.0954782316355690031938141","mid_cost_bps":11.370382804786152,"side":"sell","target_ltc":"168.0954782316355690031938141","vwap":"59.43734053712012000000000000"}],"spread_bps":5.0415931434333245},"raw_file":"1790854201-okx.json","request_at":1790854201.5237849,"response_at":1790854201.7825162,"sequence":null,"sha256":"6d3911c65aa18caa80210f50bf7bbea3e980262e0eca38220c6b9c84d941e690","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790855101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 11:45:01 GMT"},"metrics":{"ask":"59.43000","ask_levels":100,"bid":"59.42000","bid_levels":100,"depth_1pct_eur":{"buy":"364545.59868000","sell":"637956.52706000"},"mid":"59.42500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.682651859330304559986538785","mid_cost_bps":0.8413967185527976,"side":"buy","target_ltc":null,"vwap":"59.43000000000000000000000000"},{"budget_eur":100,"eur":"99.98919064961292494109727363","filled_fraction":1.0,"full":true,"impact_bps":1.0809350387075058,"ltc":"1.682935038707505890272635476","mid_cost_bps":1.9222408077408497,"side":"sell","target_ltc":"1.682935038707505890272635476","vwap":"59.41357708400000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.82651859330304559986538785","mid_cost_bps":0.8413967185527976,"side":"buy","target_ltc":null,"vwap":"59.43000000000000000000000000"},{"budget_eur":1000,"eur":"999.8288929922584988219454727","filled_fraction":1.0,"full":true,"impact_bps":1.7110700774150118,"ltc":"16.82935038707505890272635476","mid_cost_bps":2.5523228270929743,"side":"sell","target_ltc":"16.82935038707505890272635476","vwap":"59.40983282160000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.7340564902249818,"ltc":"168.2023782148260211800302572","mid_cost_bps":4.575767391065556,"side":"buy","target_ltc":null,"vwap":"59.45219149772140706661879790"},{"budget_eur":10000,"eur":"9994.885599845169976438909456","filled_fraction":1.0,"full":true,"impact_bps":5.114400154830023,"ltc":"168.2935038707505890272635476","mid_cost_bps":5.955366549432057,"side":"sell","target_ltc":"168.2935038707505890272635476","vwap":"59.38961023428000000000000000"}],"spread_bps":1.6827934371055953},"raw_file":"1790855101-kraken.json","request_at":1790855101.2835896,"response_at":1790855101.4851077,"sequence":null,"sha256":"7a60ca3afb51b8cdbd80fff1c2ccf5df9506691d6c0e25b9eb7c6b172c8f4b0d","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 11:45:01 GMT"},"metrics":{"ask":"59.426","ask_levels":644,"bid":"59.398","bid_levels":238,"depth_1pct_eur":{"buy":"14947.79109798047","sell":"84332.92548820916"},"mid":"59.412","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.06281584950851109,"ltc":"1.682754549278947279855957730","mid_cost_bps":2.419256962783491,"side":"buy","target_ltc":null,"vwap":"59.42637328946728927796727454"},{"budget_eur":100,"eur":"99.99685520815515673928415098","filled_fraction":1.0,"full":true,"impact_bps":0.31447918448432605,"ltc":"1.683558368968652143169803697","mid_cost_bps":2.6708313909647883,"side":"sell","target_ltc":"1.683558368968652143169803697","vwap":"59.39613205654000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.517910924828235,"ltc":"16.81669022755063961404629427","mid_cost_bps":8.875873133690883,"side":"buy","target_ltc":null,"vwap":"59.46473333746188426984421135"},{"budget_eur":1000,"eur":"999.7963071317253291356611333","filled_fraction":1.0,"full":true,"impact_bps":2.0369286827467086,"ltc":"16.83558368968652143169803697","mid_cost_bps":4.392875006695432,"side":"sell","target_ltc":"16.83558368968652143169803697","vwap":"59.38590105101022110000000000"},{"budget_eur":10000,"eur":"9999.999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":10.297925188841113,"ltc":"168.1034003403904857959320894","mid_cost_bps":12.656778130210595,"side":"buy","target_ltc":null,"vwap":"59.48719645022720719312705167"},{"budget_eur":10000,"eur":"9993.033031635511535068520825","filled_fraction":1.0,"full":true,"impact_bps":6.966968364488465,"ltc":"168.3558368968652143169803697","mid_cost_bps":9.321752960915065,"side":"sell","target_ltc":"168.3558368968652143169803697","vwap":"59.35661760130861141600000000"}],"spread_bps":4.712852622365852},"raw_file":"1790855101-coinbase.json","request_at":1790855101.2846599,"response_at":1790855101.4296095,"sequence":10010832559,"sha256":"633cf8d4116655fe112871e16ecc89d67829090056d38da1b3366247164d1924","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790855101.457,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 11:45:01 GMT"},"metrics":{"ask":"59.43","ask_levels":100,"bid":"59.41","bid_levels":100,"depth_1pct_eur":{"buy":"77591.46497005","sell":"77608.02515748"},"mid":"59.42","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.682651859330304559986538785","mid_cost_bps":1.682935038707506,"side":"buy","target_ltc":null,"vwap":"59.43000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.683218313415249957919542165","mid_cost_bps":1.682935038707506,"side":"sell","target_ltc":"1.683218313415249957919542165","vwap":"59.40999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.7503065521437065,"ltc":"16.82021049873885992937615604","mid_cost_bps":5.433872743081462,"side":"buy","target_ltc":null,"vwap":"59.45228807183939004673387674"},{"budget_eur":1000,"eur":"999.8123476173169500084160918","filled_fraction":1.0,"full":true,"impact_bps":1.8765238268305,"ltc":"16.83218313415249957919542165","mid_cost_bps":3.5591430587680914,"side":"sell","target_ltc":"16.83218313415249957919542165","vwap":"59.39885157194480000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.922630063435234,"ltc":"168.0480236887283722492860742","mid_cost_bps":14.60773989683534,"side":"buy","target_ltc":null,"vwap":"59.50679919046699559080520601"},{"budget_eur":10000,"eur":"9990.066717469262750378724123","filled_fraction":1.0,"full":true,"impact_bps":9.93328253073725,"ltc":"168.3218313415249957919542165","mid_cost_bps":11.61454586252272,"side":"sell","target_ltc":"168.3218313415249957919542165","vwap":"59.35098636848489000000000000"}],"spread_bps":3.365870077415012},"raw_file":"1790855101-okx.json","request_at":1790855101.2849994,"response_at":1790855101.588133,"sequence":null,"sha256":"f5d035f56467d5b3e87677d78c2515529635944338ae4a7ca238d7dd02fd2d1b","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790856001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 12:00:02 GMT"},"metrics":{"ask":"59.54000","ask_levels":100,"bid":"59.52000","bid_levels":100,"depth_1pct_eur":{"buy":"381091.83144000","sell":"648408.94546000"},"mid":"59.53000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.679543164259321464561639234","mid_cost_bps":1.6798252981689905,"side":"buy","target_ltc":null,"vwap":"59.54000000000000000000000000"},{"budget_eur":100,"eur":"99.98921892473118279569892475","filled_fraction":1.0,"full":true,"impact_bps":1.0781075268817204,"ltc":"1.680107526881720430107526882","mid_cost_bps":2.7577517218209304,"side":"sell","target_ltc":"1.680107526881720430107526882","vwap":"59.51358310400000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":2.6987081598059324,"ltc":"16.79090026863666890530557421","mid_cost_bps":4.378986793798845,"side":"buy","target_ltc":null,"vwap":"59.55606810838348452235183433"},{"budget_eur":1000,"eur":"999.8380092473118279569892475","filled_fraction":1.0,"full":true,"impact_bps":1.6199075268817205,"ltc":"16.80107526881720430107526882","mid_cost_bps":3.2994607088862757,"side":"sell","target_ltc":"16.80107526881720430107526882","vwap":"59.51035831040000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.666555705125059,"ltc":"167.8759761664988251090970124","mid_cost_bps":6.347164903126927,"side":"buy","target_ltc":null,"vwap":"59.56778467266831459939835978"},{"budget_eur":10000,"eur":"9995.782639892473118279569894","filled_fraction":1.0,"full":true,"impact_bps":4.217360107526882,"ltc":"168.0107526881720430107526882","mid_cost_bps":5.896476962875861,"side":"sell","target_ltc":"168.0107526881720430107526882","vwap":"59.49489827264000000000000000"}],"spread_bps":3.359650596337981},"raw_file":"1790856001-kraken.json","request_at":1790856001.97759,"response_at":1790856002.1759746,"sequence":null,"sha256":"1ed1797a64267e1f372a7df877e595364bb81b9788c3f4d48f6a9caef84ad6cf","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 12:00:02 GMT"},"metrics":{"ask":"59.542","ask_levels":656,"bid":"59.508","bid_levels":243,"depth_1pct_eur":{"buy":"6285.35060717503","sell":"81598.97910992140"},"mid":"59.525","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.679486748849551577038057170","mid_cost_bps":2.855942881142377,"side":"buy","target_ltc":null,"vwap":"59.54199999999999999999999999"},{"budget_eur":100,"eur":"99.99374153673455669825905761","filled_fraction":1.0,"full":true,"impact_bps":0.6258463265443301,"ltc":"1.680446326544330174094239430","mid_cost_bps":3.481610469550609,"side":"sell","target_ltc":"1.680446326544330174094239430","vwap":"59.50427571368000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.3355274425622197,"ltc":"16.78926738228610276467527236","mid_cost_bps":6.192422931290041,"side":"buy","target_ltc":null,"vwap":"59.56186039749850396843677245"},{"budget_eur":1000,"eur":"999.6200921962403710425489010","filled_fraction":1.0,"full":true,"impact_bps":3.7990780375962894,"ltc":"16.80446326544330174094239430","mid_cost_bps":6.653935923751029,"side":"sell","target_ltc":"16.80446326544330174094239430","vwap":"59.48539244641387200000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":51.3237054586158,"ltc":"167.0911014374619584156115693","mid_cost_bps":54.194306096882016,"side":"buy","target_ltc":null,"vwap":"59.84759160704169020423070974"},{"budget_eur":10000,"eur":"9993.678640569083813268804194","filled_fraction":1.0,"full":true,"impact_bps":6.3213594309161865,"ltc":"168.0446326544330174094239430","mid_cost_bps":9.175496967911977,"side":"sell","target_ltc":"168.0446326544330174094239430","vwap":"59.47038285429850395600000000"}],"spread_bps":5.711885762284754},"raw_file":"1790856001-coinbase.json","request_at":1790856001.978599,"response_at":1790856002.157708,"sequence":10010851439,"sha256":"74e623f19c5e803d96df79d01a71977d8a2f9f3a8826c9a9f6beda8b89607cec","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790856002.107,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 12:00:02 GMT"},"metrics":{"ask":"59.53","ask_levels":100,"bid":"59.51","bid_levels":100,"depth_1pct_eur":{"buy":"78913.69865358","sell":"73043.80491309"},"mid":"59.52","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.679825298168990424995800437","mid_cost_bps":1.6801075268817205,"side":"buy","target_ltc":null,"vwap":"59.52999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.680389850445303310368005377","mid_cost_bps":1.6801075268817205,"side":"sell","target_ltc":"1.680389850445303310368005377","vwap":"59.51000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.746230228935938,"ltc":"16.79196232600302165519556824","mid_cost_bps":5.4269671627781655,"side":"buy","target_ltc":null,"vwap":"59.55230130855285563956802829"},{"budget_eur":1000,"eur":"999.6994687198218786758527977","filled_fraction":1.0,"full":true,"impact_bps":3.0053128017812134,"ltc":"16.80389850445303310368005377","mid_cost_bps":4.684915403797043,"side":"sell","target_ltc":"16.80389850445303310368005377","vwap":"59.49211538351660000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.329558159854773,"ltc":"167.7756698290025146689019279","mid_cost_bps":14.011737185083243,"side":"buy","target_ltc":null,"vwap":"59.60339785972561546737994345"},{"budget_eur":10000,"eur":"9987.237857944211056965215929","filled_fraction":1.0,"full":true,"impact_bps":12.762142055788942,"ltc":"168.0389850445303310368005377","mid_cost_bps":14.440105405577958,"side":"sell","target_ltc":"168.0389850445303310368005377","vwap":"59.43405249262600000000000000"}],"spread_bps":3.360215053763441},"raw_file":"1790856001-okx.json","request_at":1790856001.9788153,"response_at":1790856002.2376676,"sequence":null,"sha256":"c6c58a52d12e2bd5e262fe40b9fcc275ff26fbeda36f71378d4f1ade7b7fa1e4","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790856901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 12:15:01 GMT"},"metrics":{"ask":"59.40000","ask_levels":100,"bid":"59.38000","bid_levels":100,"depth_1pct_eur":{"buy":"278627.43656000","sell":"668472.50635000"},"mid":"59.39000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.683501683501683501683501684","mid_cost_bps":1.6837851490149858,"side":"buy","target_ltc":null,"vwap":"59.39999999999999999999999998"},{"budget_eur":100,"eur":"99.98917931289996631862579992","filled_fraction":1.0,"full":true,"impact_bps":1.0820687100033681,"ltc":"1.684068710003368137420006736","mid_cost_bps":2.7656716618959423,"side":"sell","target_ltc":"1.684068710003368137420006736","vwap":"59.37357467600000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.83501683501683501683501684","mid_cost_bps":1.6837851490149858,"side":"buy","target_ltc":null,"vwap":"59.39999999999999999999999998"},{"budget_eur":1000,"eur":"999.8376131289996631862579992","filled_fraction":1.0,"full":true,"impact_bps":1.6238687100033682,"ltc":"16.84068710003368137420006736","mid_cost_bps":3.3073804344165683,"side":"sell","target_ltc":"16.84068710003368137420006736","vwap":"59.37035746760000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5817969840099413,"ltc":"168.2898903280067283431455004","mid_cost_bps":5.266185230681773,"side":"buy","target_ltc":null,"vwap":"59.42127587408501904996128682"},{"budget_eur":10000,"eur":"9996.571963869989895587739978","filled_fraction":1.0,"full":true,"impact_bps":3.4280361300101045,"ltc":"168.4068710003368137420006736","mid_cost_bps":5.11124407139249,"side":"sell","target_ltc":"168.4068710003368137420006736","vwap":"59.35964432146000000000000000"}],"spread_bps":3.3675702980299715},"raw_file":"1790856901-kraken.json","request_at":1790856901.475006,"response_at":1790856901.6696315,"sequence":null,"sha256":"114095551627e50e0c085e78d430780d679bddd8f3814cf5218f617220bd9d0e","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 12:15:01 GMT"},"metrics":{"ask":"59.399","ask_levels":649,"bid":"59.367","bid_levels":233,"depth_1pct_eur":{"buy":"6576.02987341801","sell":"82301.35768741269"},"mid":"59.383","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.06289233931319055,"ltc":"1.683519437710437710437710438","mid_cost_bps":2.7572830955469443,"side":"buy","target_ltc":null,"vwap":"59.39937357420628642050340936"},{"budget_eur":100,"eur":"99.99685081258948574123671400","filled_fraction":1.0,"full":true,"impact_bps":0.31491874105142587,"ltc":"1.684437482102851752657200128","mid_cost_bps":3.009207700857148,"side":"sell","target_ltc":"1.684437482102851752657200128","vwap":"59.36513042191000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.003287801187814,"ltc":"16.83192833790911386013632921","mid_cost_bps":4.698201372493053,"side":"buy","target_ltc":null,"vwap":"59.41089932921027549742298993"},{"budget_eur":1000,"eur":"999.7309832425773726144154160","filled_fraction":1.0,"full":true,"impact_bps":2.690167574226274,"ltc":"16.84437482102851752657200128","mid_cost_bps":5.383816553206999,"side":"sell","target_ltc":"16.84437482102851752657200128","vwap":"59.35102928216209088000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":51.7416406259736,"ltc":"167.4864004615589511663867782","mid_cost_bps":54.44995556880262,"side":"buy","target_ltc":null,"vwap":"59.70634017115422059712640491"},{"budget_eur":10000,"eur":"9992.923320263831178432462479","filled_fraction":1.0,"full":true,"impact_bps":7.076679736168821,"ltc":"168.4437482102851752657200128","mid_cost_bps":9.769146824800607,"side":"sell","target_ltc":"168.4437482102851752657200128","vwap":"59.32498787541028655700000000"}],"spread_bps":5.3887476213731205},"raw_file":"1790856901-coinbase.json","request_at":1790856901.476016,"response_at":1790856901.611941,"sequence":10010870669,"sha256":"2612abe914cf6d0de9897c822b4f21a959442945fd6dfda90fcc537894d1868c","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790856901.659,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 12:15:01 GMT"},"metrics":{"ask":"59.39","ask_levels":100,"bid":"59.37","bid_levels":100,"depth_1pct_eur":{"buy":"83833.92102109","sell":"76377.89525682"},"mid":"59.38","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.683785149014985687826233373","mid_cost_bps":1.6840687100033682,"side":"buy","target_ltc":null,"vwap":"59.38999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.684352366515074953680309921","mid_cost_bps":1.6840687100033682,"side":"sell","target_ltc":"1.684352366515074953680309921","vwap":"59.36999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.753333444314063,"ltc":"16.83153405418138987043580683","mid_cost_bps":5.438034241458609,"side":"buy","target_ltc":null,"vwap":"59.41229104732578121928987249"},{"budget_eur":1000,"eur":"999.7247982600454775138959071","filled_fraction":1.0,"full":true,"impact_bps":2.752017399545225,"ltc":"16.84352366515074953680309921","mid_cost_bps":4.435622650909397,"side":"sell","target_ltc":"16.84352366515074953680309921","vwap":"59.35366127269890000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.911818209099321,"ltc":"168.1781841059179556153328850","mid_cost_bps":13.59789295113521,"side":"buy","target_ltc":null,"vwap":"59.46074428834384087303819805"},{"budget_eur":10000,"eur":"9989.867897877879400370557522","filled_fraction":1.0,"full":true,"impact_bps":10.1321021221206,"ltc":"168.4352366515074953680309921","mid_cost_bps":11.814464516508925,"side":"sell","target_ltc":"168.4352366515074953680309921","vwap":"59.30984570970097000000000000"}],"spread_bps":3.3681374200067364},"raw_file":"1790856901-okx.json","request_at":1790856901.4763472,"response_at":1790856901.7867346,"sequence":null,"sha256":"4a6f5984405c7a2f696233a8bd13d3de1142cadb85cabb58cb884f7b1e7d4f0b","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790857801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 12:30:01 GMT"},"metrics":{"ask":"59.33000","ask_levels":100,"bid":"59.30000","bid_levels":100,"depth_1pct_eur":{"buy":"220831.41623000","sell":"315999.64924000"},"mid":"59.31500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":1.0834227267130183,"ltc":"1.685305358948432760364004044","mid_cost_bps":3.6125679908266606,"side":"buy","target_ltc":null,"vwap":"59.33642794703758833718210164"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.686340640809443507588532884","mid_cost_bps":2.528871280451825,"side":"sell","target_ltc":"1.686340640809443507588532884","vwap":"59.29999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6976918736718674,"ltc":"16.85201853411962931760741365","mid_cost_bps":4.226992478545931,"side":"buy","target_ltc":null,"vwap":"59.34007240588649518935482093"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.86340640809443507588532884","mid_cost_bps":2.528871280451825,"side":"sell","target_ltc":"16.86340640809443507588532884","vwap":"59.29999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.9220139745245115,"ltc":"168.4658757366560026940562384","mid_cost_bps":7.452129968954552,"side":"buy","target_ltc":null,"vwap":"59.35920230891085392819131294"},{"budget_eur":10000,"eur":"9998.365428718381112984822936","filled_fraction":1.0,"full":true,"impact_bps":1.634571281618887,"ltc":"168.6340640809443507588532884","mid_cost_bps":4.163029200033718,"side":"sell","target_ltc":"168.6340640809443507588532884","vwap":"59.29030699230000000000000000"}],"spread_bps":5.05774256090365},"raw_file":"1790857801-kraken.json","request_at":1790857801.6035492,"response_at":1790857801.8038003,"sequence":null,"sha256":"44ae56f0cea205f96f235d49582ede17a32cfb9314e13141a0b168cbd7d269f1","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 12:30:01 GMT"},"metrics":{"ask":"59.331","ask_levels":653,"bid":"59.3","bid_levels":244,"depth_1pct_eur":{"buy":"7948.12118426331","sell":"22761.97577150109"},"mid":"59.3155","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.31541313853706954,"ltc":"1.685406380612107321019280032","mid_cost_bps":2.928640522671863,"side":"buy","target_ltc":null,"vwap":"59.33287137769225428743142375"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.686340640809443507588532884","mid_cost_bps":2.613144962109398,"side":"sell","target_ltc":"1.686340640809443507588532884","vwap":"59.29999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.7523973143736824,"ltc":"16.84827326390256228837115278","mid_cost_bps":6.366522832296869,"side":"buy","target_ltc":null,"vwap":"59.35326334850591049615722483"},{"budget_eur":1000,"eur":"999.2292345810819898819561554","filled_fraction":1.0,"full":true,"impact_bps":7.707654189180102,"ltc":"16.86340640809443507588532884","mid_cost_bps":10.318785029518086,"side":"sell","target_ltc":"16.86340640809443507588532884","vwap":"59.25429361065816200000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":61.25628279929911,"ltc":"167.5197900907451339211445683","mid_cost_bps":63.88543491608796,"side":"buy","target_ltc":null,"vwap":"59.69443965147652154697114032"},{"budget_eur":10000,"eur":"9958.096355273128499156829682","filled_fraction":1.0,"full":true,"impact_bps":41.9036447268715,"ltc":"168.6340640809443507588532884","mid_cost_bps":44.505839659169695,"side":"sell","target_ltc":"168.6340640809443507588532884","vwap":"59.05151138676965200000000000"}],"spread_bps":5.226289924218796},"raw_file":"1790857801-coinbase.json","request_at":1790857801.6050837,"response_at":1790857801.7660944,"sequence":10010895528,"sha256":"379fcdccb2b16714cbd5cd1def23354a1bd9a5f565e4806bd02022c8c0694cb5","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790857801.709,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 12:30:01 GMT"},"metrics":{"ask":"59.32","ask_levels":100,"bid":"59.29","bid_levels":100,"depth_1pct_eur":{"buy":"77803.87708886","sell":"68914.79462507"},"mid":"59.305","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.685772083614295347269049225","mid_cost_bps":2.5292976983390947,"side":"buy","target_ltc":null,"vwap":"59.31999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.686625063248439871816495193","mid_cost_bps":2.5292976983390947,"side":"sell","target_ltc":"1.686625063248439871816495193","vwap":"59.29000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.755862794765691,"ltc":"16.85139168463611859838274933","mid_cost_bps":6.2861104626169935,"side":"buy","target_ltc":null,"vwap":"59.34227977809855008072097586"},{"budget_eur":1000,"eur":"999.7927602510254680384550514","filled_fraction":1.0,"full":true,"impact_bps":2.0723974897453195,"ltc":"16.86625063248439871816495193","mid_cost_bps":4.6011710170643285,"side":"sell","target_ltc":"16.86625063248439871816495193","vwap":"59.27771275528330000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.582523872409352,"ltc":"168.3821793002861471132805925","mid_cost_bps":14.11475113584559,"side":"buy","target_ltc":null,"vwap":"59.38870753161113227602918958"},{"budget_eur":10000,"eur":"9989.505934590764041153651543","filled_fraction":1.0,"full":true,"impact_bps":10.494065409235958,"ltc":"168.6625063248439871816495193","mid_cost_bps":13.020708846026473,"side":"sell","target_ltc":"168.6625063248439871816495193","vwap":"59.22778068618864000000000000"}],"spread_bps":5.058595396678189},"raw_file":"1790857801-okx.json","request_at":1790857801.6054475,"response_at":1790857801.8384483,"sequence":null,"sha256":"d594ade07e2bf0aaa981b396b3c6744ee94ac7644e3f0f01cc9f46880e51bae0","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790858701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 12:45:01 GMT"},"metrics":{"ask":"59.37000","ask_levels":100,"bid":"59.35000","bid_levels":100,"depth_1pct_eur":{"buy":"276681.39764000","sell":"637080.52137000"},"mid":"59.36000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.684352366515074953680309921","mid_cost_bps":1.6846361185983827,"side":"buy","target_ltc":null,"vwap":"59.36999999999999999999999999"},{"budget_eur":100,"eur":"99.98917080033698399326032016","filled_fraction":1.0,"full":true,"impact_bps":1.0829199663016007,"ltc":"1.684919966301600673967986521","mid_cost_bps":2.767373652291105,"side":"sell","target_ltc":"1.684919966301600673967986521","vwap":"59.34357287000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1922236848190631,"ltc":"16.84319989895587739979791176","mid_cost_bps":1.8768921861136756,"side":"buy","target_ltc":null,"vwap":"59.37114123201677077763226947"},{"budget_eur":1000,"eur":"999.8375280033698399326032016","filled_fraction":1.0,"full":true,"impact_bps":1.6247199663016008,"ltc":"16.84919966301600673967986521","mid_cost_bps":3.3090823787061994,"side":"sell","target_ltc":"16.84919966301600673967986521","vwap":"59.34035728700000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.728213005550262,"ltc":"168.3892964646464646464646465","mid_cost_bps":4.413308728765482,"side":"buy","target_ltc":null,"vwap":"59.38619740061395190468436134"},{"budget_eur":10000,"eur":"9995.821740101095197978096043","filled_fraction":1.0,"full":true,"impact_bps":4.178259898904802,"ltc":"168.4919966301600673967986521","mid_cost_bps":5.8621921327493265,"side":"sell","target_ltc":"168.4919966301600673967986521","vwap":"59.32520202750000000000000000"}],"spread_bps":3.3692722371967654},"raw_file":"1790858701-kraken.json","request_at":1790858701.3270192,"response_at":1790858701.5328805,"sequence":null,"sha256":"636c9d2923c8e977d05aba77f7896cf847f0f3e38ce6d455e5f64e2750e7e1ec","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 12:45:01 GMT"},"metrics":{"ask":"59.385","ask_levels":637,"bid":"59.342","bid_levels":241,"depth_1pct_eur":{"buy":"5961.76012852077","sell":"45419.06584592971"},"mid":"59.3635","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.683926917571777384861497011","mid_cost_bps":3.6217541081641076,"side":"buy","target_ltc":null,"vwap":"59.38500000000000000000000000"},{"budget_eur":100,"eur":"99.99684726443328502578275081","filled_fraction":1.0,"full":true,"impact_bps":0.3152735566714974,"ltc":"1.685147113342994843449833170","mid_cost_bps":3.936913480505698,"side":"sell","target_ltc":"1.685147113342994843449833170","vwap":"59.34012910366000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.14004935661615178,"ltc":"16.83903334613915737715959991","mid_cost_bps":3.7618541872135265,"side":"buy","target_ltc":null,"vwap":"59.38583168310426501738324557"},{"budget_eur":1000,"eur":"999.6270695476165218563580598","filled_fraction":1.0,"full":true,"impact_bps":3.7293045238347813,"ltc":"16.85147113342994843449833170","mid_cost_bps":7.349707969600909,"side":"sell","target_ltc":"16.85147113342994843449833170","vwap":"59.31986956109465964000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":52.103255084644296,"ltc":"167.5198587638859052591324011","mid_cost_bps":55.74387971062355,"side":"buy","target_ltc":null,"vwap":"59.69441518032016013926324570"},{"budget_eur":10000,"eur":"9984.214145013245077348252500","filled_fraction":1.0,"full":true,"impact_bps":15.785854986754922,"ltc":"168.5147113342994843449833170","mid_cost_bps":19.401891846404116,"side":"sell","target_ltc":"168.5147113342994843449833170","vwap":"59.24832357933759893800000000"}],"spread_bps":7.243508216328215},"raw_file":"1790858701-coinbase.json","request_at":1790858701.328069,"response_at":1790858701.4749415,"sequence":10010918771,"sha256":"ab0de6f587314d3c5d9cd625f2d21b2bec7d64b42e1a73237f4f5f5a676a5c44","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790858701.459,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 12:45:01 GMT"},"metrics":{"ask":"59.36","ask_levels":100,"bid":"59.34","bid_levels":100,"depth_1pct_eur":{"buy":"77561.06604085","sell":"74713.18883980"},"mid":"59.35","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.684636118598382749326145553","mid_cost_bps":1.6849199663016006,"side":"buy","target_ltc":null,"vwap":"59.35999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.685203909673070441523424334","mid_cost_bps":1.6849199663016006,"side":"sell","target_ltc":"1.685203909673070441523424334","vwap":"59.34000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.945274732827107,"ltc":"16.83971745480558828480053863","mid_cost_bps":5.6308594463456965,"side":"buy","target_ltc":null,"vwap":"59.38341915081406170609163012"},{"budget_eur":1000,"eur":"999.7183192570980788675429725","filled_fraction":1.0,"full":true,"impact_bps":2.816807429019211,"ltc":"16.85203909673070441523424334","mid_cost_bps":4.501252785812974,"side":"sell","target_ltc":"16.85203909673070441523424334","vwap":"59.32328506471620000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.068867683068214,"ltc":"168.2437363469559367642112344","mid_cost_bps":14.755989648979432,"side":"buy","target_ltc":null,"vwap":"59.43757679856669292495112961"},{"budget_eur":10000,"eur":"9991.203254332288506909336028","filled_fraction":1.0,"full":true,"impact_bps":8.796745667711493,"ltc":"168.5203909673070441523424334","mid_cost_bps":10.480183452771694,"side":"sell","target_ltc":"168.5203909673070441523424334","vwap":"59.28780011120780000000000000"}],"spread_bps":3.369839932603201},"raw_file":"1790858701-okx.json","request_at":1790858701.3283896,"response_at":1790858701.5929618,"sequence":null,"sha256":"630a1b96ee8c96672597bea8d1315a471bf51ae983460462e2b1f67b27a0de20","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790859601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 13:00:01 GMT"},"metrics":{"ask":"59.43000","ask_levels":100,"bid":"59.42000","bid_levels":100,"depth_1pct_eur":{"buy":"365504.25826000","sell":"643188.34218000"},"mid":"59.42500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0805868080044627,"ltc":"1.682470053835800807537012113","mid_cost_bps":1.922074446776697,"side":"buy","target_ltc":null,"vwap":"59.43642192739997052177458917"},{"budget_eur":100,"eur":"99.98449064961292494109727363","filled_fraction":1.0,"full":true,"impact_bps":1.5509350387075058,"ltc":"1.682935038707505890272635476","mid_cost_bps":2.3922012620950777,"side":"sell","target_ltc":"1.682935038707505890272635476","vwap":"59.41078434400000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7089207043027694,"ltc":"16.82364356602186711522287637","mid_cost_bps":2.5504612108828537,"side":"buy","target_ltc":null,"vwap":"59.44015611574567135936617536"},{"budget_eur":1000,"eur":"999.7120729922584988219454727","filled_fraction":1.0,"full":true,"impact_bps":2.8792700774150117,"ltc":"16.82935038707505890272635476","mid_cost_bps":3.720424535128313,"side":"sell","target_ltc":"16.82935038707505890272635476","vwap":"59.40289137720000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.592642923890989,"ltc":"168.2047559704002690884628322","mid_cost_bps":4.434341926240496,"side":"buy","target_ltc":null,"vwap":"59.45135107689668414728693683"},{"budget_eur":10000,"eur":"9995.198774806462470548636821","filled_fraction":1.0,"full":true,"impact_bps":4.80122519353753,"ltc":"168.2935038707505890272635476","mid_cost_bps":5.64221793857804,"side":"sell","target_ltc":"168.2935038707505890272635476","vwap":"59.39147111990000000000000000"}],"spread_bps":1.6827934371055953},"raw_file":"1790859601-kraken.json","request_at":1790859601.5116944,"response_at":1790859601.7104475,"sequence":null,"sha256":"b8e7584854500662c9da04cae12f1aca62e0710072c3095d85ee2a0fdd19a6e1","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 13:00:01 GMT"},"metrics":{"ask":"59.438","ask_levels":641,"bid":"59.414","bid_levels":258,"depth_1pct_eur":{"buy":"8874.22130598126","sell":"72736.45798172119"},"mid":"59.426","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.313896140473613,"ltc":"1.682372575408374409097791161","mid_cost_bps":2.3332776696642985,"side":"buy","target_ltc":null,"vwap":"59.43986573587974706093747678"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.683104992089406537179789275","mid_cost_bps":2.01931814357352,"side":"sell","target_ltc":"1.683104992089406537179789275","vwap":"59.41400000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.897854113997284,"ltc":"16.82106145227410347843638566","mid_cost_bps":3.917555494695429,"side":"buy","target_ltc":null,"vwap":"59.44928046528277705705427792"},{"budget_eur":1000,"eur":"999.7719177416587077119870736","filled_fraction":1.0,"full":true,"impact_bps":2.280822583412923,"ltc":"16.83104992089406537179789275","mid_cost_bps":4.299680156343947,"side":"sell","target_ltc":"16.83104992089406537179789275","vwap":"59.40044872070291046000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":42.82570493958873,"ltc":"167.5251003914859584656568512","mid_cost_bps":44.85367095546184,"side":"buy","target_ltc":null,"vwap":"59.69254742501992750972479250"},{"budget_eur":10000,"eur":"9991.039319452789450971151579","filled_fraction":1.0,"full":true,"impact_bps":8.960680547210549,"ltc":"168.3104992089406537179789275","mid_cost_bps":10.978189244303294,"side":"sell","target_ltc":"168.3104992089406537179789275","vwap":"59.36076101259680324400000000"}],"spread_bps":4.03863628714704},"raw_file":"1790859601-coinbase.json","request_at":1790859601.5129461,"response_at":1790859601.7023652,"sequence":10010949186,"sha256":"7c7c86447d023f9eef4c7c7c9fb59fb20b874d1223135df9f2167150440a50d7","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790859601.659,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 13:00:01 GMT"},"metrics":{"ask":"59.47","ask_levels":100,"bid":"59.43","bid_levels":100,"depth_1pct_eur":{"buy":"69041.73062746","sell":"78261.94923186"},"mid":"59.45","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.681520094165125273247015302","mid_cost_bps":3.36417157275021,"side":"buy","target_ltc":null,"vwap":"59.46999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.682651859330304559986538785","mid_cost_bps":3.36417157275021,"side":"sell","target_ltc":"1.682651859330304559986538785","vwap":"59.43000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9364426284682436,"ltc":"16.81362644199731002017484869","mid_cost_bps":4.300929236585474,"side":"buy","target_ltc":null,"vwap":"59.47556902431150064448213058"},{"budget_eur":1000,"eur":"999.6059657703348477200067305","filled_fraction":1.0,"full":true,"impact_bps":3.9403422966515227,"ltc":"16.82651859330304559986538785","mid_cost_bps":7.3031882706476035,"side":"sell","target_ltc":"16.82651859330304559986538785","vwap":"59.40658254573100000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.793108769065922,"ltc":"168.0210687700705408128988915","mid_cost_bps":11.159902077314557,"side":"buy","target_ltc":null,"vwap":"59.51634561784963504014345705"},{"budget_eur":10000,"eur":"9987.612584966696954400134611","filled_fraction":1.0,"full":true,"impact_bps":12.387415033303046,"ltc":"168.2651859330304559986538785","mid_cost_bps":15.747419267101765,"side":"sell","target_ltc":"168.2651859330304559986538785","vwap":"59.35638159245708000000000000"}],"spread_bps":6.72834314550042},"raw_file":"1790859601-okx.json","request_at":1790859601.5133245,"response_at":1790859601.8059905,"sequence":null,"sha256":"c347b1d0a22dafd2644fc31db4d90c56b62484823a05506e08c88a6ff7364d02","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790860501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 13:15:01 GMT"},"metrics":{"ask":"59.13000","ask_levels":100,"bid":"59.12000","bid_levels":100,"depth_1pct_eur":{"buy":"224550.68395000","sell":"634092.16352000"},"mid":"59.12500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.691188905800777946896668358","mid_cost_bps":0.8456659619450317,"side":"buy","target_ltc":null,"vwap":"59.12999999999999999999999999"},{"budget_eur":100,"eur":"99.98910525033829499323410012","filled_fraction":1.0,"full":true,"impact_bps":1.0894749661705008,"ltc":"1.691474966170500676589986468","mid_cost_bps":1.9350487949260042,"side":"sell","target_ltc":"1.691474966170500676589986468","vwap":"59.11355902400000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.794417670368276,"ltc":"16.91054565437943862022319919","mid_cost_bps":1.6401508135116476,"side":"buy","target_ltc":null,"vwap":"59.13469739168488761612746184"},{"budget_eur":1000,"eur":"999.7197650067658998646820026","filled_fraction":1.0,"full":true,"impact_bps":2.8023499323410013,"ltc":"16.91474966170500676589986468","mid_cost_bps":3.647778909090909,"side":"sell","target_ltc":"16.91474966170500676589986468","vwap":"59.10343250720000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.610438970654586,"ltc":"169.0240606623859411963501183","mid_cost_bps":6.4565793883265234,"side":"buy","target_ltc":null,"vwap":"59.16317452563348056882755056"},{"budget_eur":10000,"eur":"9994.270760135317997293640053","filled_fraction":1.0,"full":true,"impact_bps":5.729239864682003,"ltc":"169.1474966170500676589986468","mid_cost_bps":6.574421324312897,"side":"sell","target_ltc":"169.1474966170500676589986468","vwap":"59.08612873392000000000000000"}],"spread_bps":1.6913319238900635},"raw_file":"1790860501-kraken.json","request_at":1790860501.609677,"response_at":1790860501.9948845,"sequence":null,"sha256":"ba87cf2e3fa357be91431ffc8d656ab6ca0c0e04af75e65dc33a5b2164520ab5","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 13:15:01 GMT"},"metrics":{"ask":"59.138","ask_levels":656,"bid":"59.108","bid_levels":252,"depth_1pct_eur":{"buy":"10343.88025279333","sell":"83842.97295579919"},"mid":"59.123","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.19090199839063537,"ltc":"1.690927847009688710031957525","mid_cost_bps":2.728034138674042,"side":"buy","target_ltc":null,"vwap":"59.13912895623808253954461390"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.691818366380185423292955268","mid_cost_bps":2.5370837068484344,"side":"sell","target_ltc":"1.691818366380185423292955268","vwap":"59.10800000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.5863885540405881,"ltc":"16.90860977007862432788880998","mid_cost_bps":3.1236210325736566,"side":"buy","target_ltc":null,"vwap":"59.14146778463088523007978134"},{"budget_eur":1000,"eur":"999.7559407931811517899438314","filled_fraction":1.0,"full":true,"impact_bps":2.440592068188482,"ltc":"16.91818366380185423292955268","mid_cost_bps":4.97705657639979,"side":"sell","target_ltc":"16.91818366380185423292955268","vwap":"59.09357414840335152000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":25.079795337526456,"ltc":"168.6729843234399879322192984","mid_cost_bps":27.623241998387083,"side":"buy","target_ltc":null,"vwap":"59.28631689366706395237897560"},{"budget_eur":10000,"eur":"9991.070286599444739121607902","filled_fraction":1.0,"full":true,"impact_bps":8.929713400555261,"ltc":"169.1818366380185423292955268","mid_cost_bps":11.464531564366158,"side":"sell","target_ltc":"169.1818366380185423292955268","vwap":"59.05521825003199796400000000"}],"spread_bps":5.074167413696869},"raw_file":"1790860501-coinbase.json","request_at":1790860501.6113555,"response_at":1790860501.77967,"sequence":10011014220,"sha256":"23b28c7d630d8483269f125abf8c8a27ff5ae2eb4e529482494c6193e6677ecc","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790860501.808,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 13:15:01 GMT"},"metrics":{"ask":"59.14","ask_levels":100,"bid":"59.11","bid_levels":100,"depth_1pct_eur":{"buy":"73772.82027151","sell":"70785.49422628"},"mid":"59.125","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.690902942171119377747717281","mid_cost_bps":2.536997885835095,"side":"buy","target_ltc":null,"vwap":"59.14000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.691761123329385890712231433","mid_cost_bps":2.536997885835095,"side":"sell","target_ltc":"1.691761123329385890712231433","vwap":"59.11000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.182757418264177,"ltc":"16.90533939621365787694388100","mid_cost_bps":4.720309069194815,"side":"buy","target_ltc":null,"vwap":"59.15290882737161434300309172"},{"budget_eur":1000,"eur":"999.6980622806682456437151075","filled_fraction":1.0,"full":true,"impact_bps":3.0193771933175437,"ltc":"16.91761123329385890712231433","mid_cost_bps":5.55560906379704,"side":"sell","target_ltc":"16.91761123329385890712231433","vwap":"59.09215246141030000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.064616957389191,"ltc":"168.9371591533524742442155041","mid_cost_bps":11.603914534629965,"side":"buy","target_ltc":null,"vwap":"59.19360814468599967145093960"},{"budget_eur":10000,"eur":"9987.948710333376755202165455","filled_fraction":1.0,"full":true,"impact_bps":12.051289666623244,"ltc":"169.1761123329385890712231433","mid_cost_bps":14.585230142817759,"side":"sell","target_ltc":"169.1761123329385890712231433","vwap":"59.03876482678059000000000000"}],"spread_bps":5.07399577167019},"raw_file":"1790860501-okx.json","request_at":1790860501.6116931,"response_at":1790860501.9428225,"sequence":null,"sha256":"47a0f9e7a1524b4f16997f22bfaa733b60b096d2e3e0c094b5f674f376830258","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790861401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 13:30:01 GMT"},"metrics":{"ask":"59.22000","ask_levels":100,"bid":"59.20000","bid_levels":100,"depth_1pct_eur":{"buy":"242335.62913000","sell":"603901.12108000"},"mid":"59.21000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.527594115630044,"ltc":"1.688360796893466148911024819","mid_cost_bps":3.2167560129642156,"side":"buy","target_ltc":null,"vwap":"59.22904641235276112054595919"},{"budget_eur":100,"eur":"99.98912810810810810810810810","filled_fraction":1.0,"full":true,"impact_bps":1.0871891891891892,"ltc":"1.689189189189189189189189189","mid_cost_bps":2.7759094747508866,"side":"sell","target_ltc":"1.689189189189189189189189189","vwap":"59.19356384000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6725160171445181,"ltc":"16.88336332939388823231470539","mid_cost_bps":3.361702390395176,"side":"buy","target_ltc":null,"vwap":"59.22990463985352983581696432"},{"budget_eur":1000,"eur":"999.8371010810810810810810810","filled_fraction":1.0,"full":true,"impact_bps":1.6289891891891892,"ltc":"16.89189189189189189189189189","mid_cost_bps":3.3176179699375106,"side":"sell","target_ltc":"16.89189189189189189189189189","vwap":"59.19035638400000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.992750737302978,"ltc":"168.7607368864901332433799966","mid_cost_bps":7.682666756681005,"side":"buy","target_ltc":null,"vwap":"59.25548906986630823328815889"},{"budget_eur":10000,"eur":"9994.647084864864864864864864","filled_fraction":1.0,"full":true,"impact_bps":5.352915135135135,"ltc":"168.9189189189189189189189189","mid_cost_bps":7.040914980577605,"side":"sell","target_ltc":"168.9189189189189189189189189","vwap":"59.16831074240000000000000000"}],"spread_bps":3.377807802736024},"raw_file":"1790861401-kraken.json","request_at":1790861401.4537897,"response_at":1790861401.658437,"sequence":null,"sha256":"31e4127fb352c56a25f77fad9253119e080da39c7f9c74b7a71fdcce81b187c3","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 13:30:01 GMT"},"metrics":{"ask":"59.223","ask_levels":644,"bid":"59.203","bid_levels":240,"depth_1pct_eur":{"buy":"8226.83979672926","sell":"74456.37809670525"},"mid":"59.213","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.44372046353184535,"ltc":"1.688458250886375147729191288","mid_cost_bps":2.1326137336690674,"side":"buy","target_ltc":null,"vwap":"59.22562784570117464788514383"},{"budget_eur":100,"eur":"99.99936549640727665827745214","filled_fraction":1.0,"full":true,"impact_bps":0.06345035927233417,"ltc":"1.689103592723341722547843859","mid_cost_bps":1.7522579774711635,"side":"sell","target_ltc":"1.689103592723341722547843859","vwap":"59.20262435483800000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.432007878911012,"ltc":"16.86268174493573438000101073","mid_cost_bps":15.123094634839426,"side":"buy","target_ltc":null,"vwap":"59.30254838026127468962544591"},{"budget_eur":1000,"eur":"999.7364065489319311521375604","filled_fraction":1.0,"full":true,"impact_bps":2.6359345106806886,"ltc":"16.89103592723341722547843859","mid_cost_bps":4.324307683039684,"side":"sell","target_ltc":"16.89103592723341722547843859","vwap":"59.18739447691641712000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":63.14273598332098,"ltc":"167.7938210293261541030136071","mid_cost_bps":64.84221797815039,"side":"buy","target_ltc":null,"vwap":"59.59695022531402186510079821"},{"budget_eur":10000,"eur":"9989.013007910219605425400738","filled_fraction":1.0,"full":true,"impact_bps":10.986992089780395,"ltc":"168.9103592723341722547843859","mid_cost_bps":12.67395492022476,"side":"sell","target_ltc":"168.9103592723341722547843859","vwap":"59.13795371073087313000000000"}],"spread_bps":3.3776366676236638},"raw_file":"1790861401-coinbase.json","request_at":1790861401.4549325,"response_at":1790861401.613295,"sequence":10011059623,"sha256":"1085512065e98fbf2f7793a24ab5c18339af0c3ff2e0b60a4f39bae5a7954b7c","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790861401.608,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 13:30:01 GMT"},"metrics":{"ask":"59.24","ask_levels":100,"bid":"59.22","bid_levels":100,"depth_1pct_eur":{"buy":"74574.36132490","sell":"78166.41683008"},"mid":"59.23","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.688048615800135043889264011","mid_cost_bps":1.6883336147222692,"side":"buy","target_ltc":null,"vwap":"59.23999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.688618709895305639986491050","mid_cost_bps":1.6883336147222692,"side":"sell","target_ltc":"1.688618709895305639986491050","vwap":"59.22000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8197978650391358,"ltc":"16.87572754395140880715370339","mid_cost_bps":4.508607555713631,"side":"buy","target_ltc":null,"vwap":"59.25670448255249183910074846"},{"budget_eur":1000,"eur":"999.6237800760418777440054034","filled_fraction":1.0,"full":true,"impact_bps":3.7621992395812227,"ltc":"16.88618709895305639986491050","mid_cost_bps":5.449897669559345,"side":"sell","target_ltc":"16.88618709895305639986491050","vwap":"59.19772025610320000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.141343013776373,"ltc":"168.6169995969671440606571188","mid_cost_bps":12.831557658890972,"side":"buy","target_ltc":null,"vwap":"59.30600131601361122980122468"},{"budget_eur":10000,"eur":"9986.461546141151637960148597","filled_fraction":1.0,"full":true,"impact_bps":13.538453858848362,"ltc":"168.8618709895305639986491050","mid_cost_bps":15.224501730896504,"side":"sell","target_ltc":"168.8618709895305639986491050","vwap":"59.13982527624790000000000000"}],"spread_bps":3.3766672294445383},"raw_file":"1790861401-okx.json","request_at":1790861401.4553137,"response_at":1790861401.7430782,"sequence":null,"sha256":"1cc8d4de9d5e8ef4362302dceaa198b6b12ba571723352b2a2c09f98bdec83d4","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790862301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 13:45:01 GMT"},"metrics":{"ask":"59.36000","ask_levels":100,"bid":"59.34000","bid_levels":100,"depth_1pct_eur":{"buy":"207359.71294000","sell":"220957.63584000"},"mid":"59.35000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":1.0825709478273235,"ltc":"1.684453764527539161192521475","mid_cost_bps":2.7676733186694173,"side":"buy","target_ltc":null,"vwap":"59.36642614114630299255984790"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.685203909673070441523424334","mid_cost_bps":1.6849199663016006,"side":"sell","target_ltc":"1.685203909673070441523424334","vwap":"59.34000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.6244263395518186,"ltc":"16.84362506316321374431531076","mid_cost_bps":3.3096200086907492,"side":"buy","target_ltc":null,"vwap":"59.36964259475157959549083514"},{"budget_eur":1000,"eur":"999.9793096090326929558476574","filled_fraction":1.0,"full":true,"impact_bps":0.20690390967307043,"ltc":"16.85203909673070441523424334","mid_cost_bps":1.8917890143218197,"side":"sell","target_ltc":"16.85203909673070441523424334","vwap":"59.33877223220000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.643708720151422,"ltc":"168.3685895321440592393133625","mid_cost_bps":7.329579606203681,"side":"buy","target_ltc":null,"vwap":"59.39350105496281884370751030"},{"budget_eur":10000,"eur":"9994.634118722615436467812603","filled_fraction":1.0,"full":true,"impact_bps":5.365881277384563,"ltc":"168.5203909673070441523424334","mid_cost_bps":7.049897135636058,"side":"sell","target_ltc":"168.5203909673070441523424334","vwap":"59.30815886050000000000000000"}],"spread_bps":3.369839932603201},"raw_file":"1790862301-kraken.json","request_at":1790862301.7401385,"response_at":1790862301.9447563,"sequence":null,"sha256":"925e07751257d6149e9db057c49d7729c99aa131386eaca9e63c207a984742cb","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 13:45:01 GMT"},"metrics":{"ask":"59.341","ask_levels":663,"bid":"59.309","bid_levels":244,"depth_1pct_eur":{"buy":"9648.95714344546","sell":"62378.53301084503"},"mid":"59.325","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.37832136795480553,"ltc":"1.685111759650866935144152190","mid_cost_bps":3.0754314082731753,"side":"buy","target_ltc":null,"vwap":"59.34324499682958061145722942"},{"budget_eur":100,"eur":"99.98947037557904668768652310","filled_fraction":1.0,"full":true,"impact_bps":1.0529624420953312,"ltc":"1.686084742619164039184609418","mid_cost_bps":3.7496864640241383,"side":"sell","target_ltc":"1.686084742619164039184609418","vwap":"59.30275498505217680000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.755726300508153,"ltc":"16.84037821169521181735590027","mid_cost_bps":9.454556332043056,"side":"buy","target_ltc":null,"vwap":"59.38108915543984542947115191"},{"budget_eur":1000,"eur":"999.7996488920833170345141544","filled_fraction":1.0,"full":true,"impact_bps":2.0035110791668296,"ltc":"16.86084742619164039184609418","mid_cost_bps":4.699978737367139,"side":"sell","target_ltc":"16.86084742619164039184609418","vwap":"59.29711737614056945000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":50.30800782185874,"ltc":"167.6740165294388239803996733","mid_cost_bps":53.01858393859114,"side":"buy","target_ltc":null,"vwap":"59.63953274921569194427067018"},{"budget_eur":10000,"eur":"9989.550352881649440051256973","filled_fraction":1.0,"full":true,"impact_bps":10.44964711835056,"ltc":"168.6084742619164039184609418","mid_cost_bps":13.143836846898498,"side":"sell","target_ltc":"168.6084742619164039184609418","vwap":"59.24702418790577466400000000"}],"spread_bps":5.39401601348504},"raw_file":"1790862301-coinbase.json","request_at":1790862301.7411938,"response_at":1790862301.8792002,"sequence":10011143004,"sha256":"823584a4c61253f794532f893c4042d0ce4fa582ca54e8ac6e2c2d0ced1c0128","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790862301.908,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 13:45:02 GMT"},"metrics":{"ask":"59.38","ask_levels":100,"bid":"59.34","bid_levels":100,"depth_1pct_eur":{"buy":"77669.56514128","sell":"76810.86103744"},"mid":"59.36","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.684068710003368137420006736","mid_cost_bps":3.3692722371967654,"side":"buy","target_ltc":null,"vwap":"59.38000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.685203909673070441523424334","mid_cost_bps":3.3692722371967654,"side":"sell","target_ltc":"1.685203909673070441523424334","vwap":"59.34000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8133997414351977,"ltc":"16.83595047416259888907591315","mid_cost_bps":6.183619889596058,"side":"buy","target_ltc":null,"vwap":"59.39670596766464220444041847"},{"budget_eur":1000,"eur":"999.6991872461307718233906301","filled_fraction":1.0,"full":true,"impact_bps":3.008127538692282,"ltc":"16.85203909673070441523424334","mid_cost_bps":6.376386255828841,"side":"sell","target_ltc":"16.85203909673070441523424334","vwap":"59.32214977118540000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.886040975706857,"ltc":"168.2237419455462184873949580","mid_cost_bps":14.258981016466866,"side":"buy","target_ltc":null,"vwap":"59.44464131131374731909990728"},{"budget_eur":10000,"eur":"9985.736971213923154701718906","filled_fraction":1.0,"full":true,"impact_bps":14.263028786076845,"ltc":"168.5203909673070441523424334","mid_cost_bps":17.627495420582886,"side":"sell","target_ltc":"168.5203909673070441523424334","vwap":"59.25536318718342000000000000"}],"spread_bps":6.738544474393531},"raw_file":"1790862301-okx.json","request_at":1790862301.7415187,"response_at":1790862302.03416,"sequence":null,"sha256":"069b48556eded9e98986dc92860cfe0fc3f43f0702f538b1ab0b13ee64309168","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790863201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 14:00:02 GMT"},"metrics":{"ask":"59.41000","ask_levels":100,"bid":"59.40000","bid_levels":100,"depth_1pct_eur":{"buy":"329804.74711000","sell":"546984.65133000"},"mid":"59.40500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0811532279909248,"ltc":"1.683036351396836082127229889","mid_cost_bps":1.9229242197616505,"side":"buy","target_ltc":null,"vwap":"59.41642313132749408485609166"},{"budget_eur":100,"eur":"99.97854996632996632996633000","filled_fraction":1.0,"full":true,"impact_bps":2.145003367003367,"ltc":"1.683501683501683501683501684","mid_cost_bps":2.9865028196279773,"side":"sell","target_ltc":"1.683501683501683501683501684","vwap":"59.38725868000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":5.1845709413078325,"ltc":"16.82346089150546677880571909","mid_cost_bps":6.0266873095378894,"side":"buy","target_ltc":null,"vwap":"59.44080153596230983255341236"},{"budget_eur":1000,"eur":"999.2938491582491582491582495","filled_fraction":1.0,"full":true,"impact_bps":7.061508417508417,"ltc":"16.83501683501683501683501684","mid_cost_bps":7.902594057739248,"side":"sell","target_ltc":"16.83501683501683501683501684","vwap":"59.35805464000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.700470929501494,"ltc":"168.1923153380423814328960646","mid_cost_bps":8.542799056000064,"side":"buy","target_ltc":null,"vwap":"59.45574849779216837541597912"},{"budget_eur":10000,"eur":"9991.718091582491582491582495","filled_fraction":1.0,"full":true,"impact_bps":8.281908417508417,"ltc":"168.3501683501683501683501684","mid_cost_bps":9.122891339112869,"side":"sell","target_ltc":"168.3501683501683501683501684","vwap":"59.35080546400000000000000000"}],"spread_bps":1.6833599865331201},"raw_file":"1790863201-kraken.json","request_at":1790863201.9517267,"response_at":1790863202.1532722,"sequence":null,"sha256":"e5e0bec32b95eb204ab647aff59134c4d91c2b3b147e58e24e1d10f9a4adbe03","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 14:00:02 GMT"},"metrics":{"ask":"59.61","ask_levels":636,"bid":"59.36","bid_levels":230,"depth_1pct_eur":{"buy":"7546.72005524741","sell":"57357.50802895978"},"mid":"59.485","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3114690149236275,"ltc":"1.677518627862115239453157762","mid_cost_bps":21.3258244596049,"side":"buy","target_ltc":null,"vwap":"59.61185666679795974358272089"},{"budget_eur":100,"eur":"99.98550916927223719676549868","filled_fraction":1.0,"full":true,"impact_bps":1.4490830727762802,"ltc":"1.684636118598382749326145553","mid_cost_bps":22.45973894595276,"side":"sell","target_ltc":"1.684636118598382749326145553","vwap":"59.35139824288000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.160959214250331,"ltc":"16.77040771621595787496646096","mid_cost_bps":24.181302492417622,"side":"buy","target_ltc":null,"vwap":"59.62884247787614622188044287"},{"budget_eur":1000,"eur":"998.8991464663072776280323453","filled_fraction":1.0,"full":true,"impact_bps":11.008535336927224,"ltc":"16.84636118598382749326145553","mid_cost_bps":31.99910326300748,"side":"sell","target_ltc":"16.84636118598382749326145553","vwap":"59.29465333424000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":49.29574650111884,"ltc":"166.9341732681766976459089177","mid_cost_bps":70.41303604155155,"side":"buy","target_ltc":null,"vwap":"59.90385194489316941204777546"},{"budget_eur":10000,"eur":"9986.787316157482938005390838","filled_fraction":1.0,"full":true,"impact_bps":13.212683842517063,"ltc":"168.4636118598382749326145553","mid_cost_bps":34.19862003684648,"side":"sell","target_ltc":"168.4636118598382749326145553","vwap":"59.28156950871081872000000000"}],"spread_bps":42.027401866016646},"raw_file":"1790863201-coinbase.json","request_at":1790863201.9527512,"response_at":1790863202.1225948,"sequence":10011215900,"sha256":"21aad9bfc4284de22728ed4005ea6ad9655086b454a4f570ae21e5a6bdfbe92c","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790863202.058,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 14:00:02 GMT"},"metrics":{"ask":"59.46","ask_levels":100,"bid":"59.35","bid_levels":100,"depth_1pct_eur":{"buy":"79513.93989424","sell":"79350.70817054"},"mid":"59.405","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.681802892700975445677766566","mid_cost_bps":9.25847992593216,"side":"buy","target_ltc":null,"vwap":"59.45999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.684919966301600673967986521","mid_cost_bps":9.25847992593216,"side":"sell","target_ltc":"1.684919966301600673967986521","vwap":"59.34999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.04903608629083455,"ltc":"16.81794645838237766941314949","mid_cost_bps":9.307561412185052,"side":"buy","target_ltc":null,"vwap":"59.46029156856908530225647900"},{"budget_eur":1000,"eur":"999.9950865033698399326032016","filled_fraction":1.0,"full":true,"impact_bps":0.04913496630160068,"ltc":"16.84919966301600673967986521","mid_cost_bps":9.307569400723844,"side":"sell","target_ltc":"16.84919966301600673967986521","vwap":"59.34970838397500000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.593070778786858,"ltc":"168.0358948363270102400537183","mid_cost_bps":17.85950658204977,"side":"buy","target_ltc":null,"vwap":"59.51109439885066666349045057"},{"budget_eur":10000,"eur":"9993.286247223285593934288123","filled_fraction":1.0,"full":true,"impact_bps":6.713752776714406,"ltc":"168.4919966301600673967986521","mid_cost_bps":15.966016788115478,"side":"sell","target_ltc":"168.4919966301600673967986521","vwap":"59.31015387727020000000000000"}],"spread_bps":18.51695985186432},"raw_file":"1790863201-okx.json","request_at":1790863201.9529803,"response_at":1790863202.1954036,"sequence":null,"sha256":"0b1492587ef89863920544d2104e829c0afa882d382017b6c4257005ec41d667","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790864101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 14:15:01 GMT"},"metrics":{"ask":"59.28000","ask_levels":100,"bid":"59.26000","bid_levels":100,"depth_1pct_eur":{"buy":"290056.21671000","sell":"332835.20754000"},"mid":"59.27000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.169557948515846,"ltc":"1.686543676222596964586846543","mid_cost_bps":3.8571181911256853,"side":"buy","target_ltc":null,"vwap":"59.29286113951880193624687588"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.687478906513668579142760715","mid_cost_bps":1.6871941960519656,"side":"sell","target_ltc":"1.687478906513668579142760715","vwap":"59.26000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.2533799925977367,"ltc":"16.86360944350758853288364250","mid_cost_bps":4.941123097033809,"side":"buy","target_ltc":null,"vwap":"59.29928603659611938272263200"},{"budget_eur":1000,"eur":"999.9852121093486331420857236","filled_fraction":1.0,"full":true,"impact_bps":0.14787890651366858,"ltc":"16.87478906513668579142760715","mid_cost_bps":1.8350481525223554,"side":"sell","target_ltc":"16.87478906513668579142760715","vwap":"59.25912366960000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.479032665617472,"ltc":"168.6154347606203641267700607","mid_cost_bps":6.1669825614611735,"side":"buy","target_ltc":null,"vwap":"59.30655170564178037552382659"},{"budget_eur":10000,"eur":"9996.455053280458994262571715","filled_fraction":1.0,"full":true,"impact_bps":3.544946719541006,"ltc":"168.7478906513668579142760715","mid_cost_bps":5.231542814239919,"side":"sell","target_ltc":"168.7478906513668579142760715","vwap":"59.23899264574000000000000000"}],"spread_bps":3.3743883921039313},"raw_file":"1790864101-kraken.json","request_at":1790864101.5714858,"response_at":1790864101.7936094,"sequence":null,"sha256":"51bef5933f4f3c16eb080eb0e1ec33d8733ff23faa25d34001da98a3a1b9ac35","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 14:15:01 GMT"},"metrics":{"ask":"59.299","ask_levels":652,"bid":"59.276","bid_levels":244,"depth_1pct_eur":{"buy":"10251.09511914954","sell":"91538.46926471854"},"mid":"59.2875","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.686369078736572286210560043","mid_cost_bps":1.9397006114273667,"side":"buy","target_ltc":null,"vwap":"59.29900000000000000000000000"},{"budget_eur":100,"eur":"99.99557303608880491261218705","filled_fraction":1.0,"full":true,"impact_bps":0.44269639111950876,"ltc":"1.687023415885012483973277549","mid_cost_bps":2.3823111327008224,"side":"sell","target_ltc":"1.687023415885012483973277549","vwap":"59.27337587287200000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.1176392300458475,"ltc":"16.86180624575075454836697186","mid_cost_bps":3.0575566300230017,"side":"buy","target_ltc":null,"vwap":"59.30562748887024887166667505"},{"budget_eur":1000,"eur":"999.6160557590736952560901545","filled_fraction":1.0,"full":true,"impact_bps":3.8394424092630475,"ltc":"16.87023415885012483973277549","mid_cost_bps":5.778398283811535,"side":"sell","target_ltc":"16.87023415885012483973277549","vwap":"59.25324132117485236000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":28.723335580611998,"ltc":"168.1539137442901755147709624","mid_cost_bps":30.66860765919816,"side":"buy","target_ltc":null,"vwap":"59.46932650765947109341969925"},{"budget_eur":10000,"eur":"9991.129656413979408866995073","filled_fraction":1.0,"full":true,"impact_bps":8.87034358602059,"ltc":"168.7023415885012483973277549","mid_cost_bps":10.80832361636022,"side":"sell","target_ltc":"168.7023415885012483973277549","vwap":"59.22342015135950434400000000"}],"spread_bps":3.8794012228547334},"raw_file":"1790864101-coinbase.json","request_at":1790864101.5725796,"response_at":1790864101.702488,"sequence":10011284258,"sha256":"6d82100a1c60040753a0627e6f83d94f37596a5fea878d74d6e15d018e9b671d","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790864101.651,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 14:15:01 GMT"},"metrics":{"ask":"59.3","ask_levels":100,"bid":"59.24","bid_levels":100,"depth_1pct_eur":{"buy":"66429.17810452","sell":"80201.02036490"},"mid":"59.27","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.686340640809443507588532884","mid_cost_bps":5.061582588155897,"side":"buy","target_ltc":null,"vwap":"59.29999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.688048615800135043889264011","mid_cost_bps":5.061582588155897,"side":"sell","target_ltc":"1.688048615800135043889264011","vwap":"59.23999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0960360143259033,"ltc":"16.86324446021577882670262980","mid_cost_bps":5.157667211903595,"side":"buy","target_ltc":null,"vwap":"59.30056949356495260650931658"},{"budget_eur":1000,"eur":"999.7178896552599594868332209","filled_fraction":1.0,"full":true,"impact_bps":2.821103447400405,"ltc":"16.88048615800135043889264011","mid_cost_bps":7.881258110747427,"side":"sell","target_ltc":"16.88048615800135043889264011","vwap":"59.22328778317760000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.479941017785261,"ltc":"168.4911845502440666554452112","mid_cost_bps":13.545815798121579,"side":"buy","target_ltc":null,"vwap":"59.35028605023546660194693524"},{"budget_eur":10000,"eur":"9990.351379623598919648885889","filled_fraction":1.0,"full":true,"impact_bps":9.64862037640108,"ltc":"168.8048615800135043889264011","mid_cost_bps":14.705319235667286,"side":"sell","target_ltc":"168.8048615800135043889264011","vwap":"59.18284157289020000000000000"}],"spread_bps":10.123165176311794},"raw_file":"1790864101-okx.json","request_at":1790864101.5728903,"response_at":1790864101.7751398,"sequence":null,"sha256":"4d76793cbb4f1966237605d1a2590885c6541c9837664a0043f198f2f12a295c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790865001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 14:30:01 GMT"},"metrics":{"ask":"59.50000","ask_levels":100,"bid":"59.49000","bid_levels":100,"depth_1pct_eur":{"buy":"391875.32746000","sell":"668234.19998000"},"mid":"59.49500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.0786073367458908,"ltc":"1.680491009914300117627289531","mid_cost_bps":1.9191047405055972,"side":"buy","target_ltc":null,"vwap":"59.50641771365363805098933044"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.680954782316355690031938141","mid_cost_bps":0.8404067568703253,"side":"sell","target_ltc":"1.680954782316355690031938141","vwap":"59.49000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6911621306509286,"ltc":"16.80388088037634408602150538","mid_cost_bps":2.53171101392941,"side":"buy","target_ltc":null,"vwap":"59.51006241467737302547847534"},{"budget_eur":1000,"eur":"999.9853545217683644309968063","filled_fraction":1.0,"full":true,"impact_bps":0.1464547823163557,"ltc":"16.80954782316355690031938141","mid_cost_bps":0.9868492310278174,"side":"sell","target_ltc":"16.80954782316355690031938141","vwap":"59.48912874050000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.459985142488553,"ltc":"167.9755125104953820319059614","mid_cost_bps":6.300850760199494,"side":"buy","target_ltc":null,"vwap":"59.53248691159780689196194330"},{"budget_eur":10000,"eur":"9996.981010435367288619936125","filled_fraction":1.0,"full":true,"impact_bps":3.018989564632711,"ltc":"168.0954782316355690031938141","mid_cost_bps":3.859142603580133,"side":"sell","target_ltc":"168.0954782316355690031938141","vwap":"59.47204003108000000000000000"}],"spread_bps":1.6808135137406506},"raw_file":"1790865001-kraken.json","request_at":1790865001.63145,"response_at":1790865001.8414977,"sequence":null,"sha256":"208a316a8e701cfae64b787cbf93ee2675c8e6affaf66d2f253bf7de1fb0bc3f","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 14:30:01 GMT"},"metrics":{"ask":"59.513","ask_levels":649,"bid":"59.479","bid_levels":250,"depth_1pct_eur":{"buy":"9153.18286176008","sell":"77353.42723656313"},"mid":"59.496","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.680305143414043990388654580","mid_cost_bps":2.857334946887186,"side":"buy","target_ltc":null,"vwap":"59.51299999999999999999999999"},{"budget_eur":100,"eur":"99.99686667171606785588190793","filled_fraction":1.0,"full":true,"impact_bps":0.3133328283932144,"ltc":"1.681265656786428823618419947","mid_cost_bps":3.1705782455963427,"side":"sell","target_ltc":"1.681265656786428823618419947","vwap":"59.47713632767000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.3335186196513809,"ltc":"16.80081101470910404381499588","mid_cost_bps":4.191234597473992,"side":"buy","target_ltc":null,"vwap":"59.52093616936113126322270595"},{"budget_eur":1000,"eur":"999.7040914045633927940953953","filled_fraction":1.0,"full":true,"impact_bps":2.959085954366072,"ltc":"16.81265656786428823618419947","mid_cost_bps":5.815575391282432,"side":"sell","target_ltc":"16.81265656786428823618419947","vwap":"59.46139965265202604000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":18.07644105937976,"ltc":"167.7273230345163007318695942","mid_cost_bps":20.938941050942375,"side":"buy","target_ltc":null,"vwap":"59.62057832367668676600764631"},{"budget_eur":10000,"eur":"9993.472403014333140940500011","filled_fraction":1.0,"full":true,"impact_bps":6.527596985666859,"ltc":"168.1265656786428823618419947","mid_cost_bps":9.38306677945541,"side":"sell","target_ltc":"168.1265656786428823618419947","vwap":"59.44017450588895208900000000"}],"spread_bps":5.714669893774372},"raw_file":"1790865001-coinbase.json","request_at":1790865001.6325307,"response_at":1790865001.761662,"sequence":10011351817,"sha256":"fa2d5b33dc56ba2711777cadf980120f972d2a00a88ad67dd8ce5bb1f451ee1e","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790865001.751,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 14:30:01 GMT"},"metrics":{"ask":"59.51","ask_levels":100,"bid":"59.48","bid_levels":100,"depth_1pct_eur":{"buy":"75431.84903090","sell":"82119.75274329"},"mid":"59.495","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.680389850445303310368005377","mid_cost_bps":2.521220270610976,"side":"buy","target_ltc":null,"vwap":"59.51000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.681237390719569603227975790","mid_cost_bps":2.521220270610976,"side":"sell","target_ltc":"1.681237390719569603227975790","vwap":"59.48000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.9978713225667355,"ltc":"16.79886242166246851385390428","mid_cost_bps":5.519847422572425,"side":"buy","target_ltc":null,"vwap":"59.52784033224059464318938538"},{"budget_eur":1000,"eur":"999.8127228618560860793544047","filled_fraction":1.0,"full":true,"impact_bps":1.8727713814391391,"ltc":"16.81237390719569603227975790","mid_cost_bps":4.393519485133204,"side":"sell","target_ltc":"16.81237390719569603227975790","vwap":"59.46886075582320000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.310435228021785,"ltc":"167.8491403615165240731420902","mid_cost_bps":13.834507108489392,"side":"buy","target_ltc":null,"vwap":"59.57730840004195763876550786"},{"budget_eur":10000,"eur":"9990.597187004243443174176193","filled_fraction":1.0,"full":true,"impact_bps":9.402812995756557,"ltc":"168.1237390719569603227975790","mid_cost_bps":11.921662610094966,"side":"sell","target_ltc":"168.1237390719569603227975790","vwap":"59.42407206830124000000000000"}],"spread_bps":5.042440541221952},"raw_file":"1790865001-okx.json","request_at":1790865001.6328363,"response_at":1790865001.8829777,"sequence":null,"sha256":"f7ac63e31d6cd7e94c5d6ce43a5e1efd59baa56a47bb5818ed54daee6bd29358","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790865901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 14:45:01 GMT"},"metrics":{"ask":"59.52000","ask_levels":100,"bid":"59.50000","bid_levels":100,"depth_1pct_eur":{"buy":"371193.09743000","sell":"661446.39523000"},"mid":"59.51000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0780426287154719,"ltc":"1.679926423651940198219385184","mid_cost_bps":2.758613632349939,"side":"buy","target_ltc":null,"vwap":"59.52641650972611448790782795"},{"budget_eur":100,"eur":"99.98921327731092436974789918","filled_fraction":1.0,"full":true,"impact_bps":1.078672268907563,"ltc":"1.680672268907563025210084034","mid_cost_bps":2.7588808603596036,"side":"sell","target_ltc":"1.680672268907563025210084034","vwap":"59.49358190000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.689332833820223,"ltc":"16.79823748740342626805508902","mid_cost_bps":3.370006558040324,"side":"buy","target_ltc":null,"vwap":"59.53005490902689796642572890"},{"budget_eur":1000,"eur":"999.8379527731092436974789918","filled_fraction":1.0,"full":true,"impact_bps":1.620472268907563,"ltc":"16.80672268907563025210084034","mid_cost_bps":3.3005898168375065,"side":"sell","target_ltc":"16.80672268907563025210084034","vwap":"59.49035819000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.8470537002327436,"ltc":"167.9461429051217464315701092","mid_cost_bps":5.528090005677246,"side":"buy","target_ltc":null,"vwap":"59.54289766362378529126667240"},{"budget_eur":10000,"eur":"9996.251913193277310924369750","filled_fraction":1.0,"full":true,"impact_bps":3.748086806722689,"ltc":"168.0672268907563025210084034","mid_cost_bps":5.427846832465132,"side":"sell","target_ltc":"168.0672268907563025210084034","vwap":"59.47769888350000000000000000"}],"spread_bps":3.3607797008906064},"raw_file":"1790865901-kraken.json","request_at":1790865901.519791,"response_at":1790865901.7356906,"sequence":null,"sha256":"1f742e987cf7670935783a6252623e9f9a748c5fae9dbe06abac9ac2f345034d","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 14:45:01 GMT"},"metrics":{"ask":"59.528","ask_levels":661,"bid":"59.491","bid_levels":251,"depth_1pct_eur":{"buy":"20922.00685016709","sell":"97372.39963230074"},"mid":"59.5095","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.6287549155771371,"ltc":"1.679776119576537382628122218","mid_cost_bps":3.737697722455672,"side":"buy","target_ltc":null,"vwap":"59.53174285226144758203147301"},{"budget_eur":100,"eur":"99.99686836736649241061673196","filled_fraction":1.0,"full":true,"impact_bps":0.31316326335075895,"ltc":"1.680926526701517876653611471","mid_cost_bps":3.4218132516657005,"side":"sell","target_ltc":"1.680926526701517876653611471","vwap":"59.48913696043000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.5590386723870546,"ltc":"16.79451958074849696033318779","mid_cost_bps":5.668581555715584,"side":"buy","target_ltc":null,"vwap":"59.54323344540898565898137885"},{"budget_eur":1000,"eur":"999.7110029766716357096031335","filled_fraction":1.0,"full":true,"impact_bps":2.889970233283643,"ltc":"16.80926526701517876653611471","mid_cost_bps":5.9978191574165,"side":"sell","target_ltc":"16.80926526701517876653611471","vwap":"59.47380727808517228000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.021877866499045,"ltc":"167.8870740870246727089627392","mid_cost_bps":9.13249725904192,"side":"buy","target_ltc":null,"vwap":"59.56384703456369551434539614"},{"budget_eur":10000,"eur":"9991.622080254790740952412972","filled_fraction":1.0,"full":true,"impact_bps":8.377919745209258,"ltc":"168.0926526701517876653611471","mid_cost_bps":11.48406260449582,"side":"sell","target_ltc":"168.0926526701517876653611471","vwap":"59.44115891764377559700000000"}],"spread_bps":6.217494685722448},"raw_file":"1790865901-coinbase.json","request_at":1790865901.5209374,"response_at":1790865901.6716936,"sequence":10011411104,"sha256":"6aa3c689591f02d6bc3e5fd50ef5a4127e06ea05ac920927dbe2f90ea40d91d9","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790865901.651,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 14:45:01 GMT"},"metrics":{"ask":"59.52","ask_levels":100,"bid":"59.49","bid_levels":100,"depth_1pct_eur":{"buy":"78568.98952478","sell":"71905.55212386"},"mid":"59.505","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.680107526881720430107526882","mid_cost_bps":2.5207965717166623,"side":"buy","target_ltc":null,"vwap":"59.51999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.680954782316355690031938141","mid_cost_bps":2.5207965717166623,"side":"sell","target_ltc":"1.680954782316355690031938141","vwap":"59.49000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.739020168991086,"ltc":"16.79479566084620550705171256","mid_cost_bps":6.260759271630106,"side":"buy","target_ltc":null,"vwap":"59.54225464804583494495152347"},{"budget_eur":1000,"eur":"999.8128834435367288619936125","filled_fraction":1.0,"full":true,"impact_bps":1.8711655646327114,"ltc":"16.80954782316355690031938141","mid_cost_bps":4.391490453575329,"side":"sell","target_ltc":"16.80954782316355690031938141","vwap":"59.47886843605600000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.450467557585867,"ltc":"167.7850739188328022807311756","mid_cost_bps":15.974654718553245,"side":"buy","target_ltc":null,"vwap":"59.60005718290275108407077791"},{"budget_eur":10000,"eur":"9991.254011173785510169776434","filled_fraction":1.0,"full":true,"impact_bps":8.74598882621449,"ltc":"168.0954782316355690031938141","mid_cost_bps":11.264580712066213,"side":"sell","target_ltc":"168.0954782316355690031938141","vwap":"59.43797011247285000000000000"}],"spread_bps":5.0415931434333245},"raw_file":"1790865901-okx.json","request_at":1790865901.5213697,"response_at":1790865901.7765963,"sequence":null,"sha256":"667edbabdc30310c2d8155b0f3de1c39f8b7834b5833b85bb40bf8efe03868a6","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790866801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 15:00:01 GMT"},"metrics":{"ask":"59.56000","ask_levels":100,"bid":"59.54000","bid_levels":100,"depth_1pct_eur":{"buy":"609327.19702000","sell":"986997.92658000"},"mid":"59.55000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.2599422948465211,"ltc":"1.678935538022494544233674668","mid_cost_bps":1.9392470710505256,"side":"buy","target_ltc":null,"vwap":"59.56154821630810587977565985"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.679543164259321464561639234","mid_cost_bps":1.6792611251049538,"side":"sell","target_ltc":"1.679543164259321464561639234","vwap":"59.54000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.594160271238008,"ltc":"16.78543739509902651896609601","mid_cost_bps":4.27385702359254,"side":"buy","target_ltc":null,"vwap":"59.57545081857549357531058927"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.79543164259321464561639234","mid_cost_bps":1.6792611251049538,"side":"sell","target_ltc":"16.79543164259321464561639234","vwap":"59.54000000000000000000000000"},{"budget_eur":10000,"eur":"9999.999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":6.118811588669897,"ltc":"167.7952473154362416107382550","mid_cost_bps":7.7991002220181205,"side":"buy","target_ltc":null,"vwap":"59.59644364182211790693602150"},{"budget_eur":10000,"eur":"9996.172484178703392677191803","filled_fraction":1.0,"full":true,"impact_bps":3.827515821296607,"ltc":"167.9543164259321464561639234","mid_cost_bps":5.506134206549119,"side":"sell","target_ltc":"167.9543164259321464561639234","vwap":"59.51721097080000000000000000"}],"spread_bps":3.3585222502099077},"raw_file":"1790866801-kraken.json","request_at":1790866801.6886647,"response_at":1790866801.8934596,"sequence":null,"sha256":"3f15b7999629fb0c118d2630c4524d85fa2fe53dfd75c7594df5637abcbf59d4","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 15:00:01 GMT"},"metrics":{"ask":"59.573","ask_levels":658,"bid":"59.53","bid_levels":257,"depth_1pct_eur":{"buy":"19841.11970466351","sell":"85323.55409782548"},"mid":"59.5515","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.12479992659729197,"ltc":"1.678591845572807385648342426","mid_cost_bps":3.7351654622835775,"side":"buy","target_ltc":null,"vwap":"59.57374347060271804747094273"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.679825298168990424995800437","mid_cost_bps":3.6103204789132097,"side":"sell","target_ltc":"1.679825298168990424995800437","vwap":"59.52999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.353912267931466,"ltc":"16.77882259171483686991528978","mid_cost_bps":7.965804648707105,"side":"buy","target_ltc":null,"vwap":"59.59893756155374812039587680"},{"budget_eur":1000,"eur":"999.9708377274349302872501261","filled_fraction":1.0,"full":true,"impact_bps":0.29162272565069713,"ltc":"16.79825298168990424995800437","mid_cost_bps":3.9018379194140533,"side":"sell","target_ltc":"16.79825298168990424995800437","vwap":"59.52826396991420140000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.515008740655425,"ltc":"167.7184670174096244131455399","mid_cost_bps":12.128403410612085,"side":"buy","target_ltc":null,"vwap":"59.62372646157070655905724973"},{"budget_eur":10000,"eur":"9996.248448360434038300016800","filled_fraction":1.0,"full":true,"impact_bps":3.7515516395659616,"ltc":"167.9825298168990424995800437","mid_cost_bps":7.360517688107969,"side":"sell","target_ltc":"167.9825298168990424995800437","vwap":"59.50766701308966383000000000"}],"spread_bps":7.2206409578264195},"raw_file":"1790866801-coinbase.json","request_at":1790866801.6897306,"response_at":1790866801.83889,"sequence":10011481095,"sha256":"1757b7735775de3e694a3a82888b144bba1ad9338b0915da482a26d707efd3b3","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790866801.801,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 15:00:01 GMT"},"metrics":{"ask":"59.59","ask_levels":100,"bid":"59.55","bid_levels":100,"depth_1pct_eur":{"buy":"73897.58325215","sell":"70873.79837336"},"mid":"59.57","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.678133915086423896626950831","mid_cost_bps":3.3573946617424877,"side":"buy","target_ltc":null,"vwap":"59.58999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.679261125104953820319059614","mid_cost_bps":3.3573946617424877,"side":"sell","target_ltc":"1.679261125104953820319059614","vwap":"59.54999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.0545681439005192,"ltc":"16.77789201861791345186179134","mid_cost_bps":5.412652605254859,"side":"buy","target_ltc":null,"vwap":"59.60224317156950319473379306"},{"budget_eur":1000,"eur":"999.8132039149790092359361882","filled_fraction":1.0,"full":true,"impact_bps":1.8679608502099077,"ltc":"16.79261125104953820319059614","mid_cost_bps":5.224728363773711,"side":"sell","target_ltc":"16.79261125104953820319059614","vwap":"59.53887629313700000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.101302110925282,"ltc":"167.6440491898458445040214477","mid_cost_bps":13.462088178446157,"side":"buy","target_ltc":null,"vwap":"59.65019365927900375351678685"},{"budget_eur":10000,"eur":"9989.295748004055415617128465","filled_fraction":1.0,"full":true,"impact_bps":10.704251995944585,"ltc":"167.9261125104953820319059614","mid_cost_bps":14.05805281783616,"side":"sell","target_ltc":"167.9261125104953820319059614","vwap":"59.48625617936415000000000000"}],"spread_bps":6.714789323484975},"raw_file":"1790866801-okx.json","request_at":1790866801.6900504,"response_at":1790866801.9335012,"sequence":null,"sha256":"20b93d6b7932454a2a8ad45f3172b974e8a77564c0dfcad7ea57ef257f1e9eb0","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790867701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 15:15:01 GMT"},"metrics":{"ask":"59.61000","ask_levels":100,"bid":"59.59000","bid_levels":100,"depth_1pct_eur":{"buy":"410672.23314000","sell":"508695.16916000"},"mid":"59.60000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0755061319004284,"ltc":"1.677390472995639047299563905","mid_cost_bps":2.7535389349426937,"side":"buy","target_ltc":null,"vwap":"59.61641109205225845404106672"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.678133915086423896626950831","mid_cost_bps":1.6778523489932886,"side":"sell","target_ltc":"1.678133915086423896626950831","vwap":"59.58999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6173611408555009,"ltc":"16.77299597450519959745051996","mid_cost_bps":3.295484859167725,"side":"buy","target_ltc":null,"vwap":"59.61964108976063964094936148"},{"budget_eur":1000,"eur":"999.9812166084913576103373051","filled_fraction":1.0,"full":true,"impact_bps":0.18783391508642389,"ltc":"16.78133915086423896626950831","mid_cost_bps":1.8656547483221477,"side":"sell","target_ltc":"16.78133915086423896626950831","vwap":"59.58888069770000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.0748661697945376,"ltc":"167.7222876069092738554418917","mid_cost_bps":3.75306665069551,"side":"buy","target_ltc":null,"vwap":"59.62236827723814524017111285"},{"budget_eur":10000,"eur":"9995.991174339654304413492199","filled_fraction":1.0,"full":true,"impact_bps":4.008825660345695,"ltc":"167.8133915086423896626950831","mid_cost_bps":5.686005387583893,"side":"sell","target_ltc":"167.8133915086423896626950831","vwap":"59.56611140789000000000000000"}],"spread_bps":3.3557046979865772},"raw_file":"1790867701-kraken.json","request_at":1790867701.7273412,"response_at":1790867701.9412582,"sequence":null,"sha256":"d61eace876ddeb272d54ff0e14b7386e942ca5bfef372fcbaf53566153c66050","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 15:15:01 GMT"},"metrics":{"ask":"59.641","ask_levels":647,"bid":"59.575","bid_levels":254,"depth_1pct_eur":{"buy":"19224.15109903171","sell":"90674.33331406940"},"mid":"59.608","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3732357322412878,"ltc":"1.676636337116703270910523580","mid_cost_bps":5.909612003533128,"side":"buy","target_ltc":null,"vwap":"59.64322601523066026474108826"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.678556441460344104070499371","mid_cost_bps":5.536169641658838,"side":"sell","target_ltc":"1.678556441460344104070499371","vwap":"59.57499999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6689836383441559,"ltc":"16.76419123566977827682716318","mid_cost_bps":7.206077257658096,"side":"buy","target_ltc":null,"vwap":"59.65095398531744838024198770"},{"budget_eur":1000,"eur":"999.9717624090861896768778853","filled_fraction":1.0,"full":true,"impact_bps":0.28237590913810323,"ltc":"16.78556441460344104070499371","mid_cost_bps":5.81838922270337,"side":"sell","target_ltc":"16.78556441460344104070499371","vwap":"59.57331774552130975000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.488437957704313,"ltc":"167.5946676907829730182671359","mid_cost_bps":10.027092474759142,"side":"buy","target_ltc":null,"vwap":"59.66776949282354429797393643"},{"budget_eur":10000,"eur":"9994.263092147202417121275706","filled_fraction":1.0,"full":true,"impact_bps":5.736907852797583,"ltc":"167.8556441460344104070499371","mid_cost_bps":11.269901444947255,"side":"sell","target_ltc":"167.8556441460344104070499371","vwap":"59.54082237146695840000000000"}],"spread_bps":11.072339283317676},"raw_file":"1790867701-coinbase.json","request_at":1790867701.7283413,"response_at":1790867701.8514977,"sequence":10011545408,"sha256":"30e71ec931ab2c0dddcfc2928d903c967d9663868c55368b5b407cdfc67b20a0","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790867701.903,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 15:15:02 GMT"},"metrics":{"ask":"59.61","ask_levels":100,"bid":"59.59","bid_levels":100,"depth_1pct_eur":{"buy":"81837.95870397","sell":"71129.48445791"},"mid":"59.60","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.6630214581722536,"ltc":"1.677291940120764844012076484","mid_cost_bps":3.3411528376115442,"side":"buy","target_ltc":null,"vwap":"59.61991327091216480407385952"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.678133915086423896626950831","mid_cost_bps":1.6778523489932886,"side":"sell","target_ltc":"1.678133915086423896626950831","vwap":"59.58999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.3347469997371055,"ltc":"16.76676412923231645993965806","mid_cost_bps":7.0134944405088735,"side":"buy","target_ltc":null,"vwap":"59.64180042686543288822829457"},{"budget_eur":1000,"eur":"999.7200935154740728310119149","filled_fraction":1.0,"full":true,"impact_bps":2.799064845259272,"ltc":"16.78133915086423896626950831","mid_cost_bps":4.4764475525,"side":"sell","target_ltc":"16.78133915086423896626950831","vwap":"59.57332037258710000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.095281113866122,"ltc":"167.5544259485848266622006364","mid_cost_bps":13.775162872442273,"side":"buy","target_ltc":null,"vwap":"59.68209997071975595057349649"},{"budget_eur":10000,"eur":"9988.548504929135761033730494","filled_fraction":1.0,"full":true,"impact_bps":11.451495070864238,"ltc":"167.8133915086423896626950831","mid_cost_bps":13.127426028067115,"side":"sell","target_ltc":"167.8133915086423896626950831","vwap":"59.52176054087272000000000000"}],"spread_bps":3.3557046979865772},"raw_file":"1790867701-okx.json","request_at":1790867701.7285576,"response_at":1790867702.0314384,"sequence":null,"sha256":"a77dd586bcd05b23ff640839d872b050a1e8ce54b6213abcb4d92d9783532e60","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790868601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 15:30:01 GMT"},"metrics":{"ask":"59.69000","ask_levels":100,"bid":"59.68000","bid_levels":100,"depth_1pct_eur":{"buy":"407943.67755000","sell":"763820.09776000"},"mid":"59.68500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":1.0732578894562241,"ltc":"1.675142713567839195979899497","mid_cost_bps":1.911079222947843,"side":"buy","target_ltc":null,"vwap":"59.69640627634216420171505675"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.675603217158176943699731903","mid_cost_bps":0.8377314233056882,"side":"sell","target_ltc":"1.675603217158176943699731903","vwap":"59.68000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":2.769884179686866,"ltc":"16.74858583151900854128286719","mid_cost_bps":3.6078476448941785,"side":"buy","target_ltc":null,"vwap":"59.70653343866855090393451756"},{"budget_eur":1000,"eur":"999.9857096782841823056300265","filled_fraction":1.0,"full":true,"impact_bps":0.14290321715817694,"ltc":"16.75603217158176943699731903","mid_cost_bps":0.9806226690123147,"side":"sell","target_ltc":"16.75603217158176943699731903","vwap":"59.67914715360000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.0062118308976515,"ltc":"167.4484217311233885819521179","mid_cost_bps":5.844362640299586,"side":"buy","target_ltc":null,"vwap":"59.71988207841862808077467090"},{"budget_eur":10000,"eur":"9996.573060348525469168900801","filled_fraction":1.0,"full":true,"impact_bps":3.4269396514745307,"ltc":"167.5603217158176943699731903","mid_cost_bps":4.264383989277038,"side":"sell","target_ltc":"167.5603217158176943699731903","vwap":"59.65954802416000000000000000"}],"spread_bps":1.6754628466113763},"raw_file":"1790868601-kraken.json","request_at":1790868601.523159,"response_at":1790868601.7545545,"sequence":null,"sha256":"35e2d67e57f7dd340bf5e2459a6af21650d5b040f5bb61db0f8a7619fa2085b2","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 15:30:01 GMT"},"metrics":{"ask":"59.705","ask_levels":656,"bid":"59.663","bid_levels":250,"depth_1pct_eur":{"buy":"19705.81541257291","sell":"76330.83781532228"},"mid":"59.684","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.31013444637615634,"ltc":"1.674849656673923965834868531","mid_cost_bps":3.828774497702708,"side":"buy","target_ltc":null,"vwap":"59.70685165771208884155538479"},{"budget_eur":100,"eur":"99.99689259673499488795400837","filled_fraction":1.0,"full":true,"impact_bps":0.3107403265005112,"ltc":"1.676080653001022409198330624","mid_cost_bps":3.8291619211178873,"side":"sell","target_ltc":"1.676080653001022409198330624","vwap":"59.66114602999000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.5036667590144415,"ltc":"16.74482364947460067642232863","mid_cost_bps":6.023078611469694,"side":"buy","target_ltc":null,"vwap":"59.71994814238469572404857969"},{"budget_eur":1000,"eur":"999.7993740473198568627122339","filled_fraction":1.0,"full":true,"impact_bps":2.0062595268014314,"ltc":"16.76080653001022409198330624","mid_cost_bps":5.524084547744015,"side":"sell","target_ltc":"16.76080653001022409198330624","vwap":"59.65103005378524462000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.371546946391753,"ltc":"167.3835107634146586345381526","mid_cost_bps":9.892319724454119,"side":"buy","target_ltc":null,"vwap":"59.74304132104343196116822449"},{"budget_eur":10000,"eur":"9993.297574073424581231248850","filled_fraction":1.0,"full":true,"impact_bps":6.702425926575419,"ltc":"167.6080653001022409198330624","mid_cost_bps":10.218598586845205,"side":"sell","target_ltc":"167.6080653001022409198330624","vwap":"59.62301131619427307900000000"}],"spread_bps":7.037061859124724},"raw_file":"1790868601-coinbase.json","request_at":1790868601.5241773,"response_at":1790868601.6557827,"sequence":10011592273,"sha256":"24f1e9027e173fb029e613a6b712592a3adf7609ceb3c833e253d92278d87ff5","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790868601.653,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 15:30:01 GMT"},"metrics":{"ask":"59.71","ask_levels":100,"bid":"59.68","bid_levels":100,"depth_1pct_eur":{"buy":"79092.99630711","sell":"79929.41203055"},"mid":"59.695","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.674761346508122592530564395","mid_cost_bps":2.5127732640924703,"side":"buy","target_ltc":null,"vwap":"59.70999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.675603217158176943699731903","mid_cost_bps":2.5127732640924703,"side":"sell","target_ltc":"1.675603217158176943699731903","vwap":"59.68000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.791161712895257,"ltc":"16.74294023970539002343488450","mid_cost_bps":5.304636332640519,"side":"buy","target_ltc":null,"vwap":"59.72666602658769757864258385"},{"budget_eur":1000,"eur":"999.7206842148525469168900801","filled_fraction":1.0,"full":true,"impact_bps":2.7931578514745308,"ltc":"16.75603217158176943699731903","mid_cost_bps":5.3052292583298435,"side":"sell","target_ltc":"16.75603217158176943699731903","vwap":"59.66333043394240000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.210601503564561,"ltc":"167.3053058700451580531861515","mid_cost_bps":12.725940460303878,"side":"buy","target_ltc":null,"vwap":"59.77096750157778399852834277"},{"budget_eur":10000,"eur":"9991.069613879892761394101874","filled_fraction":1.0,"full":true,"impact_bps":8.930386120107238,"ltc":"167.5603217158176943699731903","mid_cost_bps":11.440915380651646,"side":"sell","target_ltc":"167.5603217158176943699731903","vwap":"59.62670345563520000000000000"}],"spread_bps":5.0255465281849405},"raw_file":"1790868601-okx.json","request_at":1790868601.52441,"response_at":1790868601.7815824,"sequence":null,"sha256":"54f8c2618ada24304153d110f3851e121a1eecf57bed700e744da25788a7c33e","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790869502,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 15:45:02 GMT"},"metrics":{"ask":"59.62000","ask_levels":100,"bid":"59.61000","bid_levels":100,"depth_1pct_eur":{"buy":"413155.77381000","sell":"835580.18690000"},"mid":"59.61500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0752247716364765,"ltc":"1.677109173234948851249371122","mid_cost_bps":1.9140300408448667,"side":"buy","target_ltc":null,"vwap":"59.62641049008849667250031548"},{"budget_eur":100,"eur":"99.98924429122630431135715485","filled_fraction":1.0,"full":true,"impact_bps":1.075570877369569,"ltc":"1.677570877369568864284516021","mid_cost_bps":1.9141957561016523,"side":"sell","target_ltc":"1.677570877369568864284516021","vwap":"59.60358852200000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":2.7738179524651376,"ltc":"16.76824379610999329309188464","mid_cost_bps":3.612765685246524,"side":"buy","target_ltc":null,"vwap":"59.63653750263259715140938917"},{"budget_eur":1000,"eur":"999.8382629122630431135715485","filled_fraction":1.0,"full":true,"impact_bps":1.617370877369569,"ltc":"16.77570877369568864284516021","mid_cost_bps":2.4559503145181583,"side":"sell","target_ltc":"16.77570877369568864284516021","vwap":"59.60035885220000000000000000"},{"budget_eur":10000,"eur":"9999.999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":4.508012451955177,"ltc":"167.6533716680637049455155071","mid_cost_bps":5.347105634245873,"side":"buy","target_ltc":null,"vwap":"59.64687677023855676869047783"},{"budget_eur":10000,"eur":"9995.608296490521724542861937","filled_fraction":1.0,"full":true,"impact_bps":4.391703509478275,"ltc":"167.7570877369568864284516021","mid_cost_bps":5.2300502591629625,"side":"sell","target_ltc":"167.7570877369568864284516021","vwap":"59.58382105538000000000000000"}],"spread_bps":1.6774301769688837},"raw_file":"1790869502-kraken.json","request_at":1790869502.1263642,"response_at":1790869502.3323998,"sequence":null,"sha256":"03033ae3277eda723abaeed253439fc9e683772ce8e0db590071190a73bf9519","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 15:45:02 GMT"},"metrics":{"ask":"59.636","ask_levels":646,"bid":"59.604","bid_levels":252,"depth_1pct_eur":{"buy":"18733.83939360882","sell":"74223.94358922543"},"mid":"59.620","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.31110334198264594,"ltc":"1.676787327509599101289381466","mid_cost_bps":2.9948500319100484,"side":"buy","target_ltc":null,"vwap":"59.63785529589024770723839731"},{"budget_eur":100,"eur":"99.99563802175692906516341187","filled_fraction":1.0,"full":true,"impact_bps":0.4361978243070935,"ltc":"1.677739749010133548084021207","mid_cost_bps":3.1197439637705466,"side":"sell","target_ltc":"1.677739749010133548084021207","vwap":"59.60140008648800000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.8593775156733288,"ltc":"16.76192586925545463686027416","mid_cost_bps":6.544076442883171,"side":"buy","target_ltc":null,"vwap":"59.65901578375246946318064214"},{"budget_eur":1000,"eur":"999.3761451119848318904771494","filled_fraction":1.0,"full":true,"impact_bps":6.238548880151681,"ltc":"16.77739749010133548084021207","mid_cost_bps":8.920537864014774,"side":"sell","target_ltc":"16.77739749010133548084021207","vwap":"59.56681575325474392000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.094176559426396,"ltc":"167.5315931036770519262981574","mid_cost_bps":11.780280330391689,"side":"buy","target_ltc":null,"vwap":"59.69023403132979525146001221"},{"budget_eur":10000,"eur":"9987.408848494994878196094224","filled_fraction":1.0,"full":true,"impact_bps":12.591151505005122,"ltc":"167.7739749010133548084021207","mid_cost_bps":15.27143566427919,"side":"sell","target_ltc":"167.7739749010133548084021207","vwap":"59.52895170056956747200000000"}],"spread_bps":5.367326400536733},"raw_file":"1790869502-coinbase.json","request_at":1790869502.1273463,"response_at":1790869502.2791615,"sequence":10011655460,"sha256":"58aaa1a50a2f550b191ad63c2320133ca079db3992972a472b7efcd89b26b839","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790869502.253,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 15:45:02 GMT"},"metrics":{"ask":"59.64","ask_levels":100,"bid":"59.61","bid_levels":100,"depth_1pct_eur":{"buy":"81275.99011576","sell":"77829.59529995"},"mid":"59.625","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.676727028839704896042924212","mid_cost_bps":2.5157232704402515,"side":"buy","target_ltc":null,"vwap":"59.64000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.677570877369568864284516021","mid_cost_bps":2.5157232704402515,"side":"sell","target_ltc":"1.677570877369568864284516021","vwap":"59.60999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.721528311127237,"ltc":"16.76103262265415549597855228","mid_cost_bps":6.2381878151048795,"side":"buy","target_ltc":null,"vwap":"59.66219519484756284195156994"},{"budget_eur":1000,"eur":"999.8137470045260862271430969","filled_fraction":1.0,"full":true,"impact_bps":1.8625299547391376,"ltc":"16.77570877369568864284516021","mid_cost_bps":4.377784664184486,"side":"sell","target_ltc":"16.77570877369568864284516021","vwap":"59.59889745893980000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.213881670296008,"ltc":"167.5016187126590756865371735","mid_cost_bps":12.732174470716208,"side":"buy","target_ltc":null,"vwap":"59.70091559028164538559804100"},{"budget_eur":10000,"eur":"9990.177780103673880221439357","filled_fraction":1.0,"full":true,"impact_bps":9.82221989632612,"ltc":"167.7570877369568864284516021","mid_cost_bps":12.335472168050314,"side":"sell","target_ltc":"167.7570877369568864284516021","vwap":"59.55144974719800000000000000"}],"spread_bps":5.031446540880503},"raw_file":"1790869502-okx.json","request_at":1790869502.127572,"response_at":1790869502.382558,"sequence":null,"sha256":"49ad315188046fef2568f2162d0c7eaba034c9284842d6517a9989cbf84027e3","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790870401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 16:00:01 GMT"},"metrics":{"ask":"59.65000","ask_levels":100,"bid":"59.64000","bid_levels":100,"depth_1pct_eur":{"buy":"391445.91040000","sell":"841977.76984000"},"mid":"59.64500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.676445934618608549874266555","mid_cost_bps":0.8382932349735938,"side":"buy","target_ltc":null,"vwap":"59.65000000000000000000000000"},{"budget_eur":100,"eur":"99.98925272971160295103957076","filled_fraction":1.0,"full":true,"impact_bps":1.0747270288397048,"ltc":"1.676727028839704896042924212","mid_cost_bps":1.9129301701735266,"side":"sell","target_ltc":"1.676727028839704896042924212","vwap":"59.63359032800000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.76445934618608549874266555","mid_cost_bps":0.8382932349735938,"side":"buy","target_ltc":null,"vwap":"59.65000000000000000000000000"},{"budget_eur":1000,"eur":"999.8304645942320590207914152","filled_fraction":1.0,"full":true,"impact_bps":1.6953540576794097,"ltc":"16.76727028839704896042924212","mid_cost_bps":2.5335051722692596,"side":"sell","target_ltc":"16.76727028839704896042924212","vwap":"59.62988890840000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7610215868024832,"ltc":"167.6150760851349086643204290","mid_cost_bps":2.599462447024363,"side":"buy","target_ltc":null,"vwap":"59.66050449376527681230782991"},{"budget_eur":10000,"eur":"9992.628980798122065727699531","filled_fraction":1.0,"full":true,"impact_bps":7.371019201877934,"ltc":"167.6727028839704896042924212","mid_cost_bps":8.208694529298349,"side":"sell","target_ltc":"167.6727028839704896042924212","vwap":"59.59603924148000000000000000"}],"spread_bps":1.6765864699471875},"raw_file":"1790870401-kraken.json","request_at":1790870401.2546082,"response_at":1790870401.4758377,"sequence":null,"sha256":"3eb015729e49de6ae8ad54e09e549c68ebf9e96df2f370ff32bb89e7ff26c28f","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 16:00:01 GMT"},"metrics":{"ask":"59.649","ask_levels":645,"bid":"59.62","bid_levels":243,"depth_1pct_eur":{"buy":"6948.16279816606","sell":"101053.05882256318"},"mid":"59.6345","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3109206250551877,"ltc":"1.676421916384483856908170450","mid_cost_bps":2.7424746474593884,"side":"buy","target_ltc":null,"vwap":"59.65085461043639168906623552"},{"budget_eur":100,"eur":"99.99688655249916135524991614","filled_fraction":1.0,"full":true,"impact_bps":0.3113447500838645,"ltc":"1.677289500167728950016772895","mid_cost_bps":2.742747470004779,"side":"sell","target_ltc":"1.677289500167728950016772895","vwap":"59.61814376260000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.448850584571091,"ltc":"16.75896048292910166395763862","mid_cost_bps":5.88116758787415,"side":"buy","target_ltc":null,"vwap":"59.66957204885190810021336551"},{"budget_eur":1000,"eur":"999.7594183108114860784971486","filled_fraction":1.0,"full":true,"impact_bps":2.4058168918851393,"ltc":"16.77289500167728950016772895","mid_cost_bps":4.836710345424075,"side":"sell","target_ltc":"16.77289500167728950016772895","vwap":"59.60565651969058080000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":65.70379823538272,"ltc":"166.5530869379840245279974181","mid_cost_bps":68.15125239487786,"side":"buy","target_ltc":null,"vwap":"60.04091658609423438858129982"},{"budget_eur":10000,"eur":"9992.094320278275897349882590","filled_fraction":1.0,"full":true,"impact_bps":7.905679721724103,"ltc":"167.7289500167728950016772895","mid_cost_bps":10.335235895483168,"side":"sell","target_ltc":"167.7289500167728950016772895","vwap":"59.57286633749908090000000000"}],"spread_bps":4.862956845450201},"raw_file":"1790870401-coinbase.json","request_at":1790870401.2556345,"response_at":1790870401.3820748,"sequence":10011708340,"sha256":"13219fff69dec5a52495d128eedf46552c7d9da7cfa97266963cdfcf25c212d9","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790870401.403,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 16:00:01 GMT"},"metrics":{"ask":"59.65","ask_levels":100,"bid":"59.62","bid_levels":100,"depth_1pct_eur":{"buy":"77272.62425827","sell":"74792.87790010"},"mid":"59.635","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.676445934618608549874266555","mid_cost_bps":2.5153014169531316,"side":"buy","target_ltc":null,"vwap":"59.65000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.677289500167728950016772895","mid_cost_bps":2.5153014169531316,"side":"sell","target_ltc":"1.677289500167728950016772895","vwap":"59.62000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.7192189826068156,"ltc":"16.75822659473948735131512816","mid_cost_bps":6.235455895237638,"side":"buy","target_ltc":null,"vwap":"59.67218514123124965443016831"},{"budget_eur":1000,"eur":"999.7954848199496813149949681","filled_fraction":1.0,"full":true,"impact_bps":2.045151800503187,"ltc":"16.77289500167728950016772895","mid_cost_bps":4.559938800134149,"side":"sell","target_ltc":"16.77289500167728950016772895","vwap":"59.60780680496540000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.801257546875425,"ltc":"167.4469849623619939779190365","mid_cost_bps":14.319527335811504,"side":"buy","target_ltc":null,"vwap":"59.72039450126711190338686849"},{"budget_eur":10000,"eur":"9988.268841708154981549815498","filled_fraction":1.0,"full":true,"impact_bps":11.731158291845018,"ltc":"167.7289500167728950016772895","mid_cost_bps":14.243508968890753,"side":"sell","target_ltc":"167.7289500167728950016772895","vwap":"59.55005883426402000000000000"}],"spread_bps":5.030602833906263},"raw_file":"1790870401-okx.json","request_at":1790870401.2559566,"response_at":1790870401.5404952,"sequence":null,"sha256":"8f7b52cc64b309f0ce1a3bd13530f1e6fe81b8d99e02c858639e4cd9ef96ccf2","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790871301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 16:15:01 GMT"},"metrics":{"ask":"59.76000","ask_levels":100,"bid":"59.74000","bid_levels":100,"depth_1pct_eur":{"buy":"392196.04058000","sell":"807651.35781000"},"mid":"59.75000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.673360107095046854082998661","mid_cost_bps":1.6736401673640167,"side":"buy","target_ltc":null,"vwap":"59.76000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.673920321392701707398727821","mid_cost_bps":1.6736401673640167,"side":"sell","target_ltc":"1.673920321392701707398727821","vwap":"59.73999999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.73360107095046854082998661","mid_cost_bps":1.6736401673640167,"side":"buy","target_ltc":null,"vwap":"59.76000000000000000000000000"},{"budget_eur":1000,"eur":"999.9443318714429193170405091","filled_fraction":1.0,"full":true,"impact_bps":0.5566812855708069,"ltc":"16.73920321392701707398727821","mid_cost_bps":2.2302282845188284,"side":"sell","target_ltc":"16.73920321392701707398727821","vwap":"59.73667438600000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.2053897091832484,"ltc":"167.2991147349055025924067570","mid_cost_bps":3.8793989794274633,"side":"buy","target_ltc":null,"vwap":"59.77317940890207909262878061"},{"budget_eur":10000,"eur":"9993.918218714429193170405091","filled_fraction":1.0,"full":true,"impact_bps":6.081781285570806,"ltc":"167.3920321392701707398727821","mid_cost_bps":7.754403581589958,"side":"sell","target_ltc":"167.3920321392701707398727821","vwap":"59.70366743860000000000000000"}],"spread_bps":3.3472803347280333},"raw_file":"1790871301-kraken.json","request_at":1790871301.5599122,"response_at":1790871301.7903526,"sequence":null,"sha256":"75dcc8c5450c0415b4195742318fba23788c5b1de7874ffb11eb59f3c1b8dfe7","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 16:15:01 GMT"},"metrics":{"ask":"59.787","ask_levels":634,"bid":"59.728","bid_levels":250,"depth_1pct_eur":{"buy":"6864.29225976500","sell":"93208.49864593701"},"mid":"59.7575","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.24719133741279847,"ltc":"1.672563068020270609289023432","mid_cost_bps":5.183932200809923,"side":"buy","target_ltc":null,"vwap":"59.78847788284898989821013389"},{"budget_eur":100,"eur":"99.99690171684971872488615056","filled_fraction":1.0,"full":true,"impact_bps":0.3098283150281275,"ltc":"1.674256630056255022769890169","mid_cost_bps":5.246294199054512,"side":"sell","target_ltc":"1.674256630056255022769890169","vwap":"59.72614945744000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.3668835011586242,"ltc":"16.72375818039098297601926486","mid_cost_bps":6.304177113898183,"side":"buy","target_ltc":null,"vwap":"59.79517218638837706674980755"},{"budget_eur":1000,"eur":"999.7090046300276238949906243","filled_fraction":1.0,"full":true,"impact_bps":2.909953699723761,"ltc":"16.74256630056255022769890169","mid_cost_bps":7.845136000955542,"side":"sell","target_ltc":"16.74256630056255022769890169","vwap":"59.71061942854228992000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":53.74817629453095,"ltc":"166.3662529636687925451060736","mid_cost_bps":58.7113285549282,"side":"buy","target_ltc":null,"vwap":"60.10834422161211218530938624"},{"budget_eur":10000,"eur":"9993.243166070443720867934638","filled_fraction":1.0,"full":true,"impact_bps":6.756833929556279,"ltc":"167.4256630056255022769890169","mid_cost_bps":11.690117172648412,"side":"sell","target_ltc":"167.4256630056255022769890169","vwap":"59.68764278230554625600000000"}],"spread_bps":9.873237668911852},"raw_file":"1790871301-coinbase.json","request_at":1790871301.5610142,"response_at":1790871301.697792,"sequence":10011745529,"sha256":"218b5579941464f5e7a16ef940c61bdb968af20a4f3e9d6761b272c57ba5a554","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790871301.652,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 16:15:01 GMT"},"metrics":{"ask":"59.77","ask_levels":100,"bid":"59.74","bid_levels":100,"depth_1pct_eur":{"buy":"84443.27660655","sell":"78586.58232603"},"mid":"59.755","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.673080140538731805253471641","mid_cost_bps":2.5102501882687642,"side":"buy","target_ltc":null,"vwap":"59.77000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.673920321392701707398727821","mid_cost_bps":2.5102501882687642,"side":"sell","target_ltc":"1.673920321392701707398727821","vwap":"59.73999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.785224571287283,"ltc":"16.72614279899665551839464883","mid_cost_bps":5.296173920606492,"side":"buy","target_ltc":null,"vwap":"59.78664728726258409257156720"},{"budget_eur":1000,"eur":"999.6283569114429193170405091","filled_fraction":1.0,"full":true,"impact_bps":3.716430885570807,"ltc":"16.73920321392701707398727821","mid_cost_bps":6.225748156706552,"side":"sell","target_ltc":"16.73920321392701707398727821","vwap":"59.71779804188960000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.34919928329836,"ltc":"167.1517405605680868838763576","mid_cost_bps":11.86179635449323,"side":"buy","target_ltc":null,"vwap":"59.82588016411627429219278955"},{"budget_eur":10000,"eur":"9985.343571390502176096417813","filled_fraction":1.0,"full":true,"impact_bps":14.656428609497825,"ltc":"167.3920321392701707398727821","mid_cost_bps":17.162999667498955,"side":"sell","target_ltc":"167.3920321392701707398727821","vwap":"59.65244249548686000000000000"}],"spread_bps":5.0205003765375285},"raw_file":"1790871301-okx.json","request_at":1790871301.561402,"response_at":1790871301.7765086,"sequence":null,"sha256":"94171fdfe342549cd9c8ef22f4877f906ae192ebab5ea0bc494215c26974f2f8","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790872201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 16:30:01 GMT"},"metrics":{"ask":"59.66000","ask_levels":100,"bid":"59.64000","bid_levels":100,"depth_1pct_eur":{"buy":"383575.32319000","sell":"852504.15405000"},"mid":"59.65000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.676164934629567549446865572","mid_cost_bps":1.6764459346186085,"side":"buy","target_ltc":null,"vwap":"59.65999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.676727028839704896042924212","mid_cost_bps":1.6764459346186085,"side":"sell","target_ltc":"1.676727028839704896042924212","vwap":"59.64000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.3761236509200399,"ltc":"16.75934305346070051952404894","mid_cost_bps":3.05280028522866,"side":"buy","target_ltc":null,"vwap":"59.66820995370138895833125005"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.76727028839704896042924212","mid_cost_bps":1.6764459346186085,"side":"sell","target_ltc":"16.76727028839704896042924212","vwap":"59.64000000000000000000000000"},{"budget_eur":10000,"eur":"9999.999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.6461599961495792,"ltc":"167.5889056477291771409418468","mid_cost_bps":3.3228819005915153,"side":"buy","target_ltc":null,"vwap":"59.66982099053702838891483326"},{"budget_eur":10000,"eur":"9995.022784855801475519785379","filled_fraction":1.0,"full":true,"impact_bps":4.977215144198524,"ltc":"167.6727028839704896042924212","mid_cost_bps":6.652826675607711,"side":"sell","target_ltc":"167.6727028839704896042924212","vwap":"59.61031588888000000000000000"}],"spread_bps":3.352891869237217},"raw_file":"1790872201-kraken.json","request_at":1790872201.7798438,"response_at":1790872201.9919527,"sequence":null,"sha256":"8687c90b0959918b1abc78e1f10f92439920508c7eedc9f4834b4b8ffd3da81c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 16:30:01 GMT"},"metrics":{"ask":"59.664","ask_levels":640,"bid":"59.636","bid_levels":247,"depth_1pct_eur":{"buy":"7925.87511760565","sell":"73431.54778591454"},"mid":"59.650","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.4971201077773976,"ltc":"1.675969245207132323367743665","mid_cost_bps":2.8442610915411675,"side":"buy","target_ltc":null,"vwap":"59.66696601741104306511868208"},{"budget_eur":100,"eur":"99.99688880253538131330069087","filled_fraction":1.0,"full":true,"impact_bps":0.3111197464618687,"ltc":"1.676839492923737339861828426","mid_cost_bps":2.6580710343671416,"side":"sell","target_ltc":"1.676839492923737339861828426","vwap":"59.63414460628000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.3419946929921016,"ltc":"16.75660122296945426517652184","mid_cost_bps":4.6895686733056285,"side":"buy","target_ltc":null,"vwap":"59.67797327713626807400487962"},{"budget_eur":1000,"eur":"999.6165413987321161714400699","filled_fraction":1.0,"full":true,"impact_bps":3.8345860126788383,"ltc":"16.76839492923737339861828426","mid_cost_bps":6.180710334486424,"side":"sell","target_ltc":"16.76839492923737339861828426","vwap":"59.61313206285478848000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":47.64743959794766,"ltc":"166.8104470309101283408309076","mid_cost_bps":50.00564687631096,"side":"buy","target_ltc":null,"vwap":"59.94828368361719489623364576"},{"budget_eur":10000,"eur":"9989.176109243436515527533706","filled_fraction":1.0,"full":true,"impact_bps":10.823890756563484,"ltc":"167.6839492923737339861828426","mid_cost_bps":13.168374671557753,"side":"sell","target_ltc":"167.6839492923737339861828426","vwap":"59.57145064508415800400000000"}],"spread_bps":4.694048616932104},"raw_file":"1790872201-coinbase.json","request_at":1790872201.7809086,"response_at":1790872201.9218593,"sequence":10011779436,"sha256":"69dd6175350fc585f5f6620f5f11d308f96f7df07d259e8547a8f7dd43b6777e","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790872201.952,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 16:30:02 GMT"},"metrics":{"ask":"59.67","ask_levels":100,"bid":"59.64","bid_levels":100,"depth_1pct_eur":{"buy":"64321.45153678","sell":"74535.97689181"},"mid":"59.655","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.675884028825205295793531088","mid_cost_bps":2.5144581342720644,"side":"buy","target_ltc":null,"vwap":"59.66999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.676727028839704896042924212","mid_cost_bps":2.5144581342720644,"side":"sell","target_ltc":"1.676727028839704896042924212","vwap":"59.64000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7898769488750106,"ltc":"16.75416608207705192629815745","mid_cost_bps":5.305036586025847,"side":"buy","target_ltc":null,"vwap":"59.68664719575393718836651088"},{"budget_eur":1000,"eur":"999.6276577084641180415828304","filled_fraction":1.0,"full":true,"impact_bps":3.7234229153588196,"ltc":"16.76727028839704896042924212","mid_cost_bps":6.236944810527198,"side":"sell","target_ltc":"16.76727028839704896042924212","vwap":"59.61779350573280000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.534221426000126,"ltc":"167.4455011841312353531971878","mid_cost_bps":11.050825454520618,"side":"buy","target_ltc":null,"vwap":"59.72092369924894275196597426"},{"budget_eur":10000,"eur":"9988.128491742763246143527834","filled_fraction":1.0,"full":true,"impact_bps":11.871508257236753,"ltc":"167.6727028839704896042924212","mid_cost_bps":14.38298135045847,"side":"sell","target_ltc":"167.6727028839704896042924212","vwap":"59.56919832475384000000000000"}],"spread_bps":5.028916268544129},"raw_file":"1790872201-okx.json","request_at":1790872201.781235,"response_at":1790872202.0849206,"sequence":null,"sha256":"288a771076d19375ae247ed39d59d5af99a0b1ee2334531cf69a133837699e01","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790873101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 16:45:01 GMT"},"metrics":{"ask":"59.62000","ask_levels":100,"bid":"59.61000","bid_levels":100,"depth_1pct_eur":{"buy":"420791.94562000","sell":"847291.39652000"},"mid":"59.61500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.677289500167728950016772895","mid_cost_bps":0.8387150884844419,"side":"buy","target_ltc":null,"vwap":"59.62000000000000000000000000"},{"budget_eur":100,"eur":"99.98924429122630431135715485","filled_fraction":1.0,"full":true,"impact_bps":1.075570877369569,"ltc":"1.677570877369568864284516021","mid_cost_bps":1.9141957561016523,"side":"sell","target_ltc":"1.677570877369568864284516021","vwap":"59.60358852200000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.18306214702172097,"ltc":"16.77258795908099949689753480","mid_cost_bps":1.0217925892046464,"side":"buy","target_ltc":null,"vwap":"59.62109141652054350039017169"},{"budget_eur":1000,"eur":"999.8304158245260862271430969","filled_fraction":1.0,"full":true,"impact_bps":1.6958417547391378,"ltc":"16.77570877369568864284516021","mid_cost_bps":2.5344146104168415,"side":"sell","target_ltc":"16.77570877369568864284516021","vwap":"59.59989108730000000000000000"},{"budget_eur":10000,"eur":"9999.999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":2.7546737915294846,"ltc":"167.6827588866532528504359490","mid_cost_bps":3.5936199186612074,"side":"buy","target_ltc":null,"vwap":"59.63642336514509878784529776"},{"budget_eur":10000,"eur":"9994.930706490521724542861937","filled_fraction":1.0,"full":true,"impact_bps":5.069293509478276,"ltc":"167.7570877369568864284516021","mid_cost_bps":5.907583428667282,"side":"sell","target_ltc":"167.7570877369568864284516021","vwap":"59.57978194139000000000000000"}],"spread_bps":1.6774301769688837},"raw_file":"1790873101-kraken.json","request_at":1790873101.323359,"response_at":1790873101.5294244,"sequence":null,"sha256":"85d4fb8d2adaefcf5602bf550d023ce4493035f820cae4fb2b9cb6b1b34c1ffe","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 16:45:01 GMT"},"metrics":{"ask":"59.629","ask_levels":649,"bid":"59.598","bid_levels":246,"depth_1pct_eur":{"buy":"10910.59875123046","sell":"64936.57824662276"},"mid":"59.6135","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.677036341377517650807492998","mid_cost_bps":2.600082196146846,"side":"buy","target_ltc":null,"vwap":"59.62900000000000000000000000"},{"budget_eur":100,"eur":"99.99688345672673579650323835","filled_fraction":1.0,"full":true,"impact_bps":0.31165432732642034,"ltc":"1.677908654652840699352327259","mid_cost_bps":2.911655490786483,"side":"sell","target_ltc":"1.677908654652840699352327259","vwap":"59.59614260254000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.6100117746781014,"ltc":"16.76934046426149796281081806","mid_cost_bps":3.2102525789004255,"side":"buy","target_ltc":null,"vwap":"59.63263743921122805063290088"},{"budget_eur":1000,"eur":"999.4576583085392784992784991","filled_fraction":1.0,"full":true,"impact_bps":5.423416914607215,"ltc":"16.77908654652840699352327259","mid_cost_bps":8.022088977777866,"side":"sell","target_ltc":"16.77908654652840699352327259","vwap":"59.56567751987232392000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":20.39060740432212,"ltc":"167.3623720953864549772478161","mid_cost_bps":22.99599132599703,"side":"buy","target_ltc":null,"vwap":"59.75058715289123237735073861"},{"budget_eur":10000,"eur":"9983.234205662049662069196951","filled_fraction":1.0,"full":true,"impact_bps":16.76579433795034,"ltc":"167.7908654652840699352327259","mid_cost_bps":19.361517289760947,"side":"sell","target_ltc":"167.7908654652840699352327259","vwap":"59.49807921890468357600000000"}],"spread_bps":5.200164392293692},"raw_file":"1790873101-coinbase.json","request_at":1790873101.3243935,"response_at":1790873101.468836,"sequence":10011823030,"sha256":"b53b5c47939329a1f607d4f73ada1046f2dc9a62570a95899cffe467b919c4ea","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790873101.452,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 16:45:01 GMT"},"metrics":{"ask":"59.62","ask_levels":100,"bid":"59.59","bid_levels":100,"depth_1pct_eur":{"buy":"73596.39615897","sell":"75829.88567185"},"mid":"59.605","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.677289500167728950016772895","mid_cost_bps":2.5165674020635853,"side":"buy","target_ltc":null,"vwap":"59.62000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.678133915086423896626950831","mid_cost_bps":2.5165674020635853,"side":"sell","target_ltc":"1.678133915086423896626950831","vwap":"59.58999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.04284331420419,"ltc":"16.76946926186085498742665549","mid_cost_bps":4.55992481155698,"side":"buy","target_ltc":null,"vwap":"59.63217943183928538315234924"},{"budget_eur":1000,"eur":"999.7207783854740728310119149","filled_fraction":1.0,"full":true,"impact_bps":2.7922161452592715,"ltc":"16.78133915086423896626950831","mid_cost_bps":5.30808086730979,"side":"sell","target_ltc":"16.78133915086423896626950831","vwap":"59.57336118399040000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.98227835171588,"ltc":"167.5449474917950435365036839","mid_cost_bps":13.501609518149497,"side":"buy","target_ltc":null,"vwap":"59.68547634353293008075774404"},{"budget_eur":10000,"eur":"9988.218110459135761033730494","filled_fraction":1.0,"full":true,"impact_bps":11.781889540864238,"ltc":"167.8133915086423896626950831","mid_cost_bps":14.2954919510125,"side":"sell","target_ltc":"167.8133915086423896626950831","vwap":"59.51979172022599000000000000"}],"spread_bps":5.033134804127171},"raw_file":"1790873101-okx.json","request_at":1790873101.3247066,"response_at":1790873101.5754457,"sequence":null,"sha256":"de4db57dd193e2c2205b44e09f2e6e54d4f5d8ef19a52b1fc1a86e29f32dbbb7","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790874001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 17:00:01 GMT"},"metrics":{"ask":"59.64000","ask_levels":100,"bid":"59.62000","bid_levels":100,"depth_1pct_eur":{"buy":"405881.83322000","sell":"792330.86056000"},"mid":"59.63000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.676727028839704896042924212","mid_cost_bps":1.677008217340265,"side":"buy","target_ltc":null,"vwap":"59.64000000000000000000000000"},{"budget_eur":100,"eur":"99.98924710499832271049983227","filled_fraction":1.0,"full":true,"impact_bps":1.075289500167729,"ltc":"1.677289500167728950016772895","mid_cost_bps":2.7521173905752137,"side":"sell","target_ltc":"1.677289500167728950016772895","vwap":"59.61358912400000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.76727028839704896042924212","mid_cost_bps":1.677008217340265,"side":"buy","target_ltc":null,"vwap":"59.64000000000000000000000000"},{"budget_eur":1000,"eur":"999.8261020999664542099966454","filled_fraction":1.0,"full":true,"impact_bps":1.738979000335458,"ltc":"16.77289500167728950016772895","mid_cost_bps":3.4156955894683882,"side":"sell","target_ltc":"16.77289500167728950016772895","vwap":"59.60963220720000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.3089188920385313,"ltc":"167.6507587594300083822296731","mid_cost_bps":2.9861466161525745,"side":"buy","target_ltc":null,"vwap":"59.64780639227211780059576529"},{"budget_eur":10000,"eur":"9994.220172499161355249916136","filled_fraction":1.0,"full":true,"impact_bps":5.779827500838644,"ltc":"167.7289500167728950016772895","mid_cost_bps":7.455866436357538,"side":"sell","target_ltc":"167.7289500167728950016772895","vwap":"59.58554066844000000000000000"}],"spread_bps":3.35401643468053},"raw_file":"1790874001-kraken.json","request_at":1790874001.3750925,"response_at":1790874001.5724993,"sequence":null,"sha256":"9568974f97282ca2050a2091a62741d0d5d60457bb4cf27ab64c758c9f5a0139","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 17:00:02 GMT"},"metrics":{"ask":"59.643","ask_levels":642,"bid":"59.611","bid_levels":248,"depth_1pct_eur":{"buy":"8027.90959038176","sell":"75252.03721748837"},"mid":"59.627","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.4975921716846113,"ltc":"1.676559266399557425692779668","mid_cost_bps":3.1810738406390606,"side":"buy","target_ltc":null,"vwap":"59.64596778898957852723881393"},{"budget_eur":100,"eur":"99.99688528632299407827414403","filled_fraction":1.0,"full":true,"impact_bps":0.3114713677005922,"ltc":"1.677542735401184345171193236","mid_cost_bps":2.994735936740067,"side":"sell","target_ltc":"1.677542735401184345171193236","vwap":"59.60914328803000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.3338733813088925,"ltc":"16.76083905524443178199735206","mid_cost_bps":6.018116123256348,"side":"buy","target_ltc":null,"vwap":"59.66288422100814062680928727"},{"budget_eur":1000,"eur":"999.7285560428057512875140493","filled_fraction":1.0,"full":true,"impact_bps":2.714439571942487,"ltc":"16.77542735401184345171193236","mid_cost_bps":5.397059340953991,"side":"sell","target_ltc":"16.77542735401184345171193236","vwap":"59.59481895426769364000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":50.51274128523964,"ltc":"166.8216073980902444672334513","mid_cost_bps":53.20964375996693,"side":"buy","target_ltc":null,"vwap":"59.94427314284755481436646527"},{"budget_eur":10000,"eur":"9989.172202088699340893459260","filled_fraction":1.0,"full":true,"impact_bps":10.827797911300658,"ltc":"167.7542735401184345171193236","mid_cost_bps":13.508240583805048,"side":"sell","target_ltc":"167.7542735401184345171193236","vwap":"59.54645441387094564100000000"}],"spread_bps":5.3666962953024635},"raw_file":"1790874001-coinbase.json","request_at":1790874001.3761377,"response_at":1790874002.2471507,"sequence":10011857789,"sha256":"bb7590507bdf15cad63de23ee394e24a046b4703eb014a520457fa0c3e75ac20","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790874001.552,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 17:00:01 GMT"},"metrics":{"ask":"59.67","ask_levels":100,"bid":"59.61","bid_levels":100,"depth_1pct_eur":{"buy":"81051.01904794","sell":"62529.85030898"},"mid":"59.64","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.675884028825205295793531088","mid_cost_bps":5.030181086519114,"side":"buy","target_ltc":null,"vwap":"59.66999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.677570877369568864284516021","mid_cost_bps":5.030181086519114,"side":"sell","target_ltc":"1.677570877369568864284516021","vwap":"59.60999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.96798413836378,"ltc":"16.75386776687322056606933512","mid_cost_bps":7.999658174650683,"side":"buy","target_ltc":null,"vwap":"59.68770996135361667388753474"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.77570877369568864284516021","mid_cost_bps":5.030181086519114,"side":"sell","target_ltc":"16.77570877369568864284516021","vwap":"59.60999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.145640283303653,"ltc":"167.4352726051221961834616672","mid_cost_bps":14.180421792500486,"side":"buy","target_ltc":null,"vwap":"59.72457203557047289126890643"},{"budget_eur":10000,"eur":"9987.677341531565173628585809","filled_fraction":1.0,"full":true,"impact_bps":12.322658468434826,"ltc":"167.7570877369568864284516021","mid_cost_bps":17.346641034597585,"side":"sell","target_ltc":"167.7570877369568864284516021","vwap":"59.53654463286966000000000000"}],"spread_bps":10.060362173038229},"raw_file":"1790874001-okx.json","request_at":1790874001.3763738,"response_at":1790874001.6834104,"sequence":null,"sha256":"d96f60e7d4d01b03184e7e6b9650cf7089147f3abcd91a6cc0cb09c368c8ec8f","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790874902,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 17:15:02 GMT"},"metrics":{"ask":"59.87000","ask_levels":100,"bid":"59.85000","bid_levels":100,"depth_1pct_eur":{"buy":"418002.70072000","sell":"524222.22244000"},"mid":"59.86000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.670285618840821780524469684","mid_cost_bps":1.670564650851988,"side":"buy","target_ltc":null,"vwap":"59.87000000000000000000000000"},{"budget_eur":100,"eur":"99.98931156223893065998329156","filled_fraction":1.0,"full":true,"impact_bps":1.068843776106934,"ltc":"1.670843776106934001670843776","mid_cost_bps":2.7392298696959574,"side":"sell","target_ltc":"1.670843776106934001670843776","vwap":"59.84360297000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.70285618840821780524469684","mid_cost_bps":1.670564650851988,"side":"buy","target_ltc":null,"vwap":"59.87000000000000000000000000"},{"budget_eur":1000,"eur":"999.8328068671679197994987468","filled_fraction":1.0,"full":true,"impact_bps":1.671931328320802,"ltc":"16.70843776106934001670843776","mid_cost_bps":3.3422166722352156,"side":"sell","target_ltc":"16.70843776106934001670843776","vwap":"59.83999349100000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.901107632172329,"ltc":"166.9968139923192519619302054","mid_cost_bps":3.571989875345094,"side":"buy","target_ltc":null,"vwap":"59.88138193139381573343345998"},{"budget_eur":10000,"eur":"9994.469904895572263993316624","filled_fraction":1.0,"full":true,"impact_bps":5.530095104427736,"ltc":"167.0843776106934001670843776","mid_cost_bps":7.199735917139994,"side":"sell","target_ltc":"167.0843776106934001670843776","vwap":"59.81690238080000000000000000"}],"spread_bps":3.341129301703976},"raw_file":"1790874902-kraken.json","request_at":1790874902.1461477,"response_at":1790874902.3572838,"sequence":null,"sha256":"ebed3a78634810ff0256085223a54ba5c638a72efcae2efef81f52fcb343d57c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 17:15:02 GMT"},"metrics":{"ask":"59.88","ask_levels":642,"bid":"59.832","bid_levels":246,"depth_1pct_eur":{"buy":"7455.46797681152","sell":"84659.17685320926"},"mid":"59.856","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.670006680026720106880427522","mid_cost_bps":4.0096230954290295,"side":"buy","target_ltc":null,"vwap":"59.87999999999999999999999999"},{"budget_eur":100,"eur":"99.99691626781655301510897181","filled_fraction":1.0,"full":true,"impact_bps":0.3083732183446985,"ltc":"1.671346436689396978205642466","mid_cost_bps":4.3178726677359,"side":"sell","target_ltc":"1.671346436689396978205642466","vwap":"59.83015494136000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3269128365957086,"ltc":"16.69952087149341215369971444","mid_cost_bps":4.336667011750719,"side":"buy","target_ltc":null,"vwap":"59.88195755406553510306958315"},{"budget_eur":1000,"eur":"999.8327032230772723626153232","filled_fraction":1.0,"full":true,"impact_bps":1.6729677692272764,"ltc":"16.71346436689396978205642466","mid_cost_bps":5.681920067635766,"side":"sell","target_ltc":"16.71346436689396978205642466","vwap":"59.82199029924315936000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":53.3964677986611,"ltc":"166.1136796281538284132841328","mid_cost_bps":57.42750086514012,"side":"buy","target_ltc":null,"vwap":"60.19973804917838268413614587"},{"budget_eur":10000,"eur":"9991.267058853324366893969785","filled_fraction":1.0,"full":true,"impact_bps":8.732941146675634,"ltc":"167.1346436689396978205642466","mid_cost_bps":12.739062661853389,"side":"sell","target_ltc":"167.1346436689396978205642466","vwap":"59.77974906653121035200000000"}],"spread_bps":8.019246190858059},"raw_file":"1790874902-coinbase.json","request_at":1790874902.1471672,"response_at":1790874902.310514,"sequence":10011887257,"sha256":"c3f1fa29b56d47a232cc870b2d165bcb1b227919ccc2828c144bf0b4bbd1efbb","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790874902.306,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 17:15:02 GMT"},"metrics":{"ask":"59.87","ask_levels":100,"bid":"59.81","bid_levels":100,"depth_1pct_eur":{"buy":"82307.62377876","sell":"69012.84865364"},"mid":"59.84","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.670285618840821780524469684","mid_cost_bps":5.0133689839572195,"side":"buy","target_ltc":null,"vwap":"59.87000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.671961210499916401939475004","mid_cost_bps":5.0133689839572195,"side":"sell","target_ltc":"1.671961210499916401939475004","vwap":"59.81000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.776434255972022,"ltc":"16.69822003739565943238731219","mid_cost_bps":7.79119516886773,"side":"buy","target_ltc":null,"vwap":"59.88662251189050449625190616"},{"budget_eur":1000,"eur":"999.9962007189500083598060524","filled_fraction":1.0,"full":true,"impact_bps":0.0379928104999164,"ltc":"16.71961210499916401939475004","mid_cost_bps":5.051342747259358,"side":"sell","target_ltc":"16.71961210499916401939475004","vwap":"59.80977276500040000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.41916175735523,"ltc":"166.8547132593395597064709806","mid_cost_bps":15.437754251551766,"side":"buy","target_ltc":null,"vwap":"59.93237952144128576546890213"},{"budget_eur":10000,"eur":"9991.729941184500919578665774","filled_fraction":1.0,"full":true,"impact_bps":8.27005881549908,"ltc":"167.1961210499916401939475004","mid_cost_bps":13.279281713820188,"side":"sell","target_ltc":"167.1961210499916401939475004","vwap":"59.76053677822450000000000000"}],"spread_bps":10.026737967914439},"raw_file":"1790874902-okx.json","request_at":1790874902.1474762,"response_at":1790874902.4383218,"sequence":null,"sha256":"5dbb4ef6709946578c4d69dc7a1b1c48a9bbfd7ae70db57806f2a3897f6b4a3a","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790875801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 17:30:02 GMT"},"metrics":{"ask":"60.24000","ask_levels":100,"bid":"60.22000","bid_levels":100,"depth_1pct_eur":{"buy":"282961.51816000","sell":"697569.20433000"},"mid":"60.23000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":3.318052457239442,"ltc":"1.659475937603717225356787255","mid_cost_bps":4.9789055292064415,"side":"buy","target_ltc":null,"vwap":"60.25998794800241039951792010"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.660577881102623713052142145","mid_cost_bps":1.6603021749958493,"side":"sell","target_ltc":"1.660577881102623713052142145","vwap":"60.22000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.4553530163681456,"ltc":"16.59453160776505724240915878","mid_cost_bps":5.116228884376841,"side":"buy","target_ltc":null,"vwap":"60.26081504657060170888753138"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.60577881102623713052142145","mid_cost_bps":1.6603021749958493,"side":"sell","target_ltc":"16.60577881102623713052142145","vwap":"60.22000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.717110182162457,"ltc":"165.8912250787858683032011942","mid_cost_bps":8.378527600422819,"side":"buy","target_ltc":null,"vwap":"60.28046387173734663871114246"},{"budget_eur":10000,"eur":"9997.654494237794752573895713","filled_fraction":1.0,"full":true,"impact_bps":2.3455057622052475,"ltc":"166.0577881102623713052142145","mid_cost_bps":4.005418512369252,"side":"sell","target_ltc":"166.0577881102623713052142145","vwap":"60.20587536430000000000000000"}],"spread_bps":3.3206043499916986},"raw_file":"1790875801-kraken.json","request_at":1790875801.8931549,"response_at":1790875802.1174023,"sequence":null,"sha256":"02fb7556c715e1209d10f66ee82da08c5d67a4d4e974856b70eb9e7f98605032","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 17:30:02 GMT"},"metrics":{"ask":"60.274","ask_levels":644,"bid":"60.225","bid_levels":243,"depth_1pct_eur":{"buy":"6892.49195637119","sell":"70485.65615841320"},"mid":"60.2495","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.18134130921136532,"ltc":"1.659060069346516913582295071","mid_cost_bps":4.247838838021989,"side":"buy","target_ltc":null,"vwap":"60.27509301660714058328622599"},{"budget_eur":100,"eur":"99.99636495990037359900373596","filled_fraction":1.0,"full":true,"impact_bps":0.3635040099626401,"ltc":"1.660440016604400166044001660","mid_cost_bps":4.429779981576611,"side":"sell","target_ltc":"1.660440016604400166044001660","vwap":"60.22281079710000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8592077946023482,"ltc":"16.58947616886693869426751592","mid_cost_bps":4.925980972653083,"side":"buy","target_ltc":null,"vwap":"60.27917878906118619339235750"},{"budget_eur":1000,"eur":"999.6734372071288999584889993","filled_fraction":1.0,"full":true,"impact_bps":3.2656279287110004,"ltc":"16.60440016604400166044001660","mid_cost_bps":7.330723773751151,"side":"sell","target_ltc":"16.60440016604400166044001660","vwap":"60.20533275579933800000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":62.82489010290767,"ltc":"164.8732014198901314819969545","mid_cost_bps":66.91686115341467,"side":"buy","target_ltc":null,"vwap":"60.65267074260626569112820972"},{"budget_eur":10000,"eur":"9991.548718647816998754669985","filled_fraction":1.0,"full":true,"impact_bps":8.451281352183,"ltc":"166.0440016604400166044001660","mid_cost_bps":12.514268490779529,"side":"sell","target_ltc":"166.0440016604400166044001660","vwap":"60.17410215805647787500000000"}],"spread_bps":8.132847575498552},"raw_file":"1790875801-coinbase.json","request_at":1790875801.8942158,"response_at":1790875802.0825224,"sequence":10011928153,"sha256":"5f040a8a9952bff66020a7797b53aeb63adfbfb31504b76f0de5fb3c86f11f4b","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790875802.156,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 17:30:02 GMT"},"metrics":{"ask":"60.23","ask_levels":100,"bid":"60.22","bid_levels":100,"depth_1pct_eur":{"buy":"79646.25747761","sell":"72176.12574269"},"mid":"60.225","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.1417921885712525,"ltc":"1.659780706390041493775933610","mid_cost_bps":3.9722730347471407,"side":"buy","target_ltc":null,"vwap":"60.24892301435176465359575818"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.660577881102623713052142145","mid_cost_bps":0.8302200083022001,"side":"sell","target_ltc":"1.660577881102623713052142145","vwap":"60.22000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.3027228461764477,"ltc":"16.59754004248962655601659751","mid_cost_bps":4.133217053137525,"side":"buy","target_ltc":null,"vwap":"60.24989229970252074376201928"},{"budget_eur":1000,"eur":"999.6765554075589505147791429","filled_fraction":1.0,"full":true,"impact_bps":3.234445924410495,"ltc":"16.60577881102623713052142145","mid_cost_bps":4.064397402540473,"side":"sell","target_ltc":"16.60577881102623713052142145","vwap":"60.20052216664320000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.62817557444952,"ltc":"165.8870872081882976960053042","mid_cost_bps":9.459111911151425,"side":"buy","target_ltc":null,"vwap":"60.28196750148490945591167443"},{"budget_eur":10000,"eur":"9983.849550674563268017270007","filled_fraction":1.0,"full":true,"impact_bps":16.150449325436732,"ltc":"166.0577881102623713052142145","mid_cost_bps":16.979328491121628,"side":"sell","target_ltc":"166.0577881102623713052142145","vwap":"60.12274199416222000000000000"}],"spread_bps":1.6604400166044002},"raw_file":"1790875801-okx.json","request_at":1790875801.8945408,"response_at":1790875802.3035736,"sequence":null,"sha256":"73af51cbdefaedafbea01c616fa79b1c02a9ae3f403a096fbbd7dd618c89c250","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790876701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 17:45:02 GMT"},"metrics":{"ask":"60.40000","ask_levels":100,"bid":"60.39000","bid_levels":100,"depth_1pct_eur":{"buy":"313673.54985000","sell":"768113.84447000"},"mid":"60.39500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.0535657144168398,"ltc":"1.655454726038735308723721238","mid_cost_bps":1.8815360402479862,"side":"buy","target_ltc":null,"vwap":"60.40636353691507771232171823"},{"budget_eur":100,"eur":"99.98946096704752442457360492","filled_fraction":1.0,"full":true,"impact_bps":1.0539032952475575,"ltc":"1.655903295247557542639509853","mid_cost_bps":1.881699147280404,"side":"sell","target_ltc":"1.655903295247557542639509853","vwap":"60.38363547800000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.595419534647249,"ltc":"16.55365038900844231087568283","mid_cost_bps":2.4234347196405968,"side":"buy","target_ltc":null,"vwap":"60.40963633398926938459830472"},{"budget_eur":1000,"eur":"999.8283193409504884914720983","filled_fraction":1.0,"full":true,"impact_bps":1.716806590495115,"ltc":"16.55903295247557542639509853","mid_cost_bps":2.544547561884262,"side":"sell","target_ltc":"16.55903295247557542639509853","vwap":"60.37963220500000000000000000"},{"budget_eur":10000,"eur":"9999.999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":5.480180878560304,"ltc":"165.4722321310390469887491727","mid_cost_bps":6.308517676381197,"side":"buy","target_ltc":null,"vwap":"60.43310029250650423990442587"},{"budget_eur":10000,"eur":"9996.266330114257327372081473","filled_fraction":1.0,"full":true,"impact_bps":3.7336698857426724,"ltc":"165.5903295247557542639509853","mid_cost_bps":4.561243884427519,"side":"sell","target_ltc":"165.5903295247557542639509853","vwap":"60.36745236756000000000000000"}],"spread_bps":1.6557662058117393},"raw_file":"1790876701-kraken.json","request_at":1790876701.98277,"response_at":1790876702.173793,"sequence":null,"sha256":"7053219fb791176fbd7091119c87d7e1bc70c6774dd5dd294a5858c3eb7a64e0","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 17:45:02 GMT"},"metrics":{"ask":"60.419","ask_levels":644,"bid":"60.383","bid_levels":251,"depth_1pct_eur":{"buy":"8173.96774520601","sell":"92194.42496025014"},"mid":"60.401","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.4803662663481802,"ltc":"1.655028990351994969136313238","mid_cost_bps":3.460592530694702,"side":"buy","target_ltc":null,"vwap":"60.42190232494464906984727511"},{"budget_eur":100,"eur":"99.99699252370700362684861635","filled_fraction":1.0,"full":true,"impact_bps":0.30074762929963733,"ltc":"1.656095258599274630276733518","mid_cost_bps":3.280741115213324,"side":"sell","target_ltc":"1.656095258599274630276733518","vwap":"60.38118399559000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.9446574151285467,"ltc":"16.54786693040366608212288654","mid_cost_bps":4.925320050407306,"side":"buy","target_ltc":null,"vwap":"60.43074942563646516703065197"},{"budget_eur":1000,"eur":"999.7368719614122031035225148","filled_fraction":1.0,"full":true,"impact_bps":2.631280385877969,"ltc":"16.56095258599274630276733518","mid_cost_bps":5.610579353660857,"side":"sell","target_ltc":"16.56095258599274630276733518","vwap":"60.36711153964595306000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":48.21182014184112,"ltc":"164.7167199485162428916922675","mid_cost_bps":51.206270776144414,"side":"buy","target_ltc":null,"vwap":"60.71029099611498987849361036"},{"budget_eur":10000,"eur":"9990.797651302316020568703114","filled_fraction":1.0,"full":true,"impact_bps":9.202348697683979,"ltc":"165.6095258599274630276733518","mid_cost_bps":12.179689432497007,"side":"sell","target_ltc":"165.6095258599274630276733518","vwap":"60.32743345785877482700000000"}],"spread_bps":5.9601662224135366},"raw_file":"1790876701-coinbase.json","request_at":1790876701.9838188,"response_at":1790876702.1379192,"sequence":10011966404,"sha256":"236eb30856cc7d820e4bcad9964fc8e4a3668bd7a736ae7e6c45efb9112f0210","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790876702.156,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 17:45:02 GMT"},"metrics":{"ask":"60.41","ask_levels":100,"bid":"60.38","bid_levels":100,"depth_1pct_eur":{"buy":"71938.34474317","sell":"68177.34967144"},"mid":"60.395","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.655355073663300778016884622","mid_cost_bps":2.483649308717609,"side":"buy","target_ltc":null,"vwap":"60.40999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.656177542232527326929446837","mid_cost_bps":2.483649308717609,"side":"sell","target_ltc":"1.656177542232527326929446837","vwap":"60.37999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8364262556724327,"ltc":"16.55051135727287770974681450","mid_cost_bps":4.320531668270083,"side":"buy","target_ltc":null,"vwap":"60.42109385101051716643578469"},{"budget_eur":1000,"eur":"999.8057093573302418019211661","filled_fraction":1.0,"full":true,"impact_bps":1.942906426697582,"ltc":"16.56177542232527326929446837","mid_cost_bps":4.426073185594834,"side":"sell","target_ltc":"16.56177542232527326929446837","vwap":"60.36826873099560000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.475531122799229,"ltc":"165.3788021676310133906430815","mid_cost_bps":11.961533821149125,"side":"buy","target_ltc":null,"vwap":"60.46724168351283013681408373"},{"budget_eur":10000,"eur":"9988.504564538744617422987746","filled_fraction":1.0,"full":true,"impact_bps":11.495435461255383,"ltc":"165.6177542232527326929446837","mid_cost_bps":13.976229706939316,"side":"sell","target_ltc":"165.6177542232527326929446837","vwap":"60.31059056068494000000000000"}],"spread_bps":4.967298617435218},"raw_file":"1790876701-okx.json","request_at":1790876701.9840662,"response_at":1790876702.3448088,"sequence":null,"sha256":"baaeefe7f6c581a1150b1b4eaa310b819ecf57cb20b8e98b83f3125b74db86af","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790877601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 18:00:01 GMT"},"metrics":{"ask":"60.35000","ask_levels":100,"bid":"60.34000","bid_levels":100,"depth_1pct_eur":{"buy":"258363.31520000","sell":"844568.54877000"},"mid":"60.34500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.657000828500414250207125104","mid_cost_bps":0.8285690612312536,"side":"buy","target_ltc":null,"vwap":"60.34999999999999999999999998"},{"budget_eur":100,"eur":"99.98944724560822008617832281","filled_fraction":1.0,"full":true,"impact_bps":1.0552754391779915,"ltc":"1.657275439177991382167716274","mid_cost_bps":1.883757063551247,"side":"sell","target_ltc":"1.657275439177991382167716274","vwap":"60.33363246800000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.57000828500414250207125104","mid_cost_bps":0.8285690612312536,"side":"buy","target_ltc":null,"vwap":"60.34999999999999999999999998"},{"budget_eur":1000,"eur":"999.7266049121644017235664565","filled_fraction":1.0,"full":true,"impact_bps":2.7339508783559827,"ltc":"16.57275439177991382167716274","mid_cost_bps":3.562293412875963,"side":"sell","target_ltc":"16.57275439177991382167716274","vwap":"60.32350334040000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7966996577239702,"ltc":"165.6537544701986754966887417","mid_cost_bps":3.6255004448362187,"side":"buy","target_ltc":null,"vwap":"60.36687808243436416037557762"},{"budget_eur":10000,"eur":"9994.969608243288034471329132","filled_fraction":1.0,"full":true,"impact_bps":5.030391756711966,"ltc":"165.7275439177991382167716274","mid_cost_bps":5.858544015245671,"side":"sell","target_ltc":"165.7275439177991382167716274","vwap":"60.30964661614000000000000000"}],"spread_bps":1.6571381224625072},"raw_file":"1790877601-kraken.json","request_at":1790877601.7773657,"response_at":1790877601.9815452,"sequence":null,"sha256":"71aecf5818e4bb26dff17c8186f703c082ba3f5cbe3aa2326bbf369213d4d3b0","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 18:00:01 GMT"},"metrics":{"ask":"60.34","ask_levels":644,"bid":"60.318","bid_levels":252,"depth_1pct_eur":{"buy":"8056.58618185263","sell":"70010.43863962600"},"mid":"60.329","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.657275439177991382167716274","mid_cost_bps":1.8233353776790597,"side":"buy","target_ltc":null,"vwap":"60.34000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.657879903179813654298882589","mid_cost_bps":1.8233353776790597,"side":"sell","target_ltc":"1.657879903179813654298882589","vwap":"60.31800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.715420808843003,"ltc":"16.56659920303884057971014493","mid_cost_bps":5.539433632342436,"side":"buy","target_ltc":null,"vwap":"60.36241884916055868072853169"},{"budget_eur":1000,"eur":"999.7562791397158354056832123","filled_fraction":1.0,"full":true,"impact_bps":2.437208602841646,"ltc":"16.57879903179813654298882589","mid_cost_bps":4.260099595653871,"side":"sell","target_ltc":"16.57879903179813654298882589","vwap":"60.30329924514937976000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":48.470784207110775,"ltc":"164.9281243652201268166401783","mid_cost_bps":50.302957434352706,"side":"buy","target_ltc":null,"vwap":"60.63247271190570643337532215"},{"budget_eur":10000,"eur":"9993.900369631108819921084917","filled_fraction":1.0,"full":true,"impact_bps":6.09963036889118,"ltc":"165.7879903179813654298882589","mid_cost_bps":7.921853579386004,"side":"sell","target_ltc":"165.7879903179813654298882589","vwap":"60.28120824954092218000000000"}],"spread_bps":3.6466707553581195},"raw_file":"1790877601-coinbase.json","request_at":1790877601.7783897,"response_at":1790877601.9115353,"sequence":10011998773,"sha256":"9c41173a8b644ca9540489c203d1aa26a647ff4c1684730c5af0e6b31ca82599","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790877601.956,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 18:00:02 GMT"},"metrics":{"ask":"60.35","ask_levels":100,"bid":"60.3","bid_levels":100,"depth_1pct_eur":{"buy":"68318.92913544","sell":"72361.34010173"},"mid":"60.325","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.657000828500414250207125104","mid_cost_bps":4.144218814753419,"side":"buy","target_ltc":null,"vwap":"60.34999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.658374792703150912106135987","mid_cost_bps":4.144218814753419,"side":"sell","target_ltc":"1.658374792703150912106135987","vwap":"60.29999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.83735699450153,"ltc":"16.56696434222295842305781017","mid_cost_bps":5.982337250197552,"side":"buy","target_ltc":null,"vwap":"60.36108844946181673294598037"},{"budget_eur":1000,"eur":"999.9080285507296849087893866","filled_fraction":1.0,"full":true,"impact_bps":0.9197144927031509,"ltc":"16.58374792703150912106135987","mid_cost_bps":5.063552157646083,"side":"sell","target_ltc":"16.58374792703150912106135987","vwap":"60.29445412160900000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.737775124568074,"ltc":"165.5388848065795999338733675","mid_cost_bps":13.886029486410001,"side":"buy","target_ltc":null,"vwap":"60.40876747287676833213804749"},{"budget_eur":10000,"eur":"9989.642861987562189054726370","filled_fraction":1.0,"full":true,"impact_bps":10.357138012437812,"ltc":"165.8374792703150912106135987","mid_cost_bps":14.497064602569417,"side":"sell","target_ltc":"165.8374792703150912106135987","vwap":"60.23754645778500000000000000"}],"spread_bps":8.288437629506838},"raw_file":"1790877601-okx.json","request_at":1790877601.778684,"response_at":1790877602.0864525,"sequence":null,"sha256":"e8fa6f012a61c804e03e6ba91dd965df8ec2a149c208c10a5c03c869bd699278","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790878501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 18:15:01 GMT"},"metrics":{"ask":"60.30000","ask_levels":100,"bid":"60.29000","bid_levels":100,"depth_1pct_eur":{"buy":"301442.89060000","sell":"850720.98950000"},"mid":"60.29500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.658374792703150912106135987","mid_cost_bps":0.8292561572269674,"side":"buy","target_ltc":null,"vwap":"60.29999999999999999999999999"},{"budget_eur":100,"eur":"99.98943350140985238016254771","filled_fraction":1.0,"full":true,"impact_bps":1.056649859014762,"ltc":"1.658649859014761983745231382","mid_cost_bps":1.8858183929015673,"side":"sell","target_ltc":"1.658649859014761983745231382","vwap":"60.28362945800000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.19644607425155608,"ltc":"16.58342215221356325650804178","mid_cost_bps":1.0257185218901872,"side":"buy","target_ltc":null,"vwap":"60.30118456982773688314505304"},{"budget_eur":1000,"eur":"999.7263300281970476032509539","filled_fraction":1.0,"full":true,"impact_bps":2.736699718029524,"ltc":"16.58649859014761983745231382","mid_cost_bps":3.5657289327473256,"side":"sell","target_ltc":"16.58649859014761983745231382","vwap":"60.27350043740000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.690828551140058,"ltc":"165.7928672522373218428902884","mid_cost_bps":3.520307846981433,"side":"buy","target_ltc":null,"vwap":"60.31622569616337454812473659"},{"budget_eur":10000,"eur":"9994.860900563940952065019077","filled_fraction":1.0,"full":true,"impact_bps":5.139099436059048,"ltc":"165.8649859014761983745231382","mid_cost_bps":5.96792943030102,"side":"sell","target_ltc":"165.8649859014761983745231382","vwap":"60.25901636950000000000000000"}],"spread_bps":1.6585123144539349},"raw_file":"1790878501-kraken.json","request_at":1790878501.752125,"response_at":1790878501.9857495,"sequence":null,"sha256":"9000fc8ad90129d1060ca96ef00558bf05a55b69f033a319aeb6feb27f140c9b","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 18:15:01 GMT"},"metrics":{"ask":"60.304","ask_levels":643,"bid":"60.268","bid_levels":238,"depth_1pct_eur":{"buy":"8945.29182372037","sell":"75305.12076127239"},"mid":"60.286","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.658264791721942159724064739","mid_cost_bps":2.985767839962844,"side":"buy","target_ltc":null,"vwap":"60.30399999999999999999999999"},{"budget_eur":100,"eur":"99.99637206804274241720315923","filled_fraction":1.0,"full":true,"impact_bps":0.3627931957257583,"ltc":"1.659255326209597132806796310","mid_cost_bps":3.3484527140629665,"side":"sell","target_ltc":"1.659255326209597132806796310","vwap":"60.26581351796800000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.493356644611297,"ltc":"16.57851430234006929363592660","mid_cost_bps":5.479868942982445,"side":"buy","target_ltc":null,"vwap":"60.31903593790966396669064980"},{"budget_eur":1000,"eur":"999.8066360860064644587509127","filled_fraction":1.0,"full":true,"impact_bps":1.9336391399353554,"ltc":"16.59255326209597132806796310","mid_cost_bps":4.918829640142388,"side":"sell","target_ltc":"16.59255326209597132806796310","vwap":"60.25634634363143760000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":39.29831230952756,"ltc":"165.1773600241250819672131148","mid_cost_bps":42.29581371319626,"side":"buy","target_ltc":null,"vwap":"60.54098454255137499191878293"},{"budget_eur":10000,"eur":"9992.465972329086907811774077","filled_fraction":1.0,"full":true,"impact_bps":7.534027670913092,"ltc":"165.9255326209597132806796310","mid_cost_bps":10.517546025123416,"side":"sell","target_ltc":"165.9255326209597132806796310","vwap":"60.22259392203294097600000000"}],"spread_bps":5.971535679925688},"raw_file":"1790878501-coinbase.json","request_at":1790878501.7531748,"response_at":1790878501.8732364,"sequence":10012030898,"sha256":"53a810de67e811866a6ce671ae65033834a7784a3a693974399dd71693cc4a35","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790878501.853,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 18:15:01 GMT"},"metrics":{"ask":"60.3","ask_levels":100,"bid":"60.28","bid_levels":100,"depth_1pct_eur":{"buy":"79977.41864071","sell":"68311.95988863"},"mid":"60.29","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.658374792703150912106135987","mid_cost_bps":1.658649859014762,"side":"buy","target_ltc":null,"vwap":"60.29999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.658925016589250165892501659","mid_cost_bps":1.658649859014762,"side":"sell","target_ltc":"1.658925016589250165892501659","vwap":"60.28000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.2951605567198574,"ltc":"16.58160034355828220858895706","mid_cost_bps":2.9540252375221,"side":"buy","target_ltc":null,"vwap":"60.30780981815702074056173081"},{"budget_eur":1000,"eur":"999.7045912533642999336429994","filled_fraction":1.0,"full":true,"impact_bps":2.9540874663570005,"ltc":"16.58925016589250165892501659","mid_cost_bps":4.6122473456958035,"side":"sell","target_ltc":"16.58925016589250165892501659","vwap":"60.26219276075280000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.22766150265756,"ltc":"165.6514913830491640456878000","mid_cost_bps":12.888173637589167,"side":"buy","target_ltc":null,"vwap":"60.36770279886102508753004014"},{"budget_eur":10000,"eur":"9988.617299654107498341074984","filled_fraction":1.0,"full":true,"impact_bps":11.382700345892502,"ltc":"165.8925016589250165892501659","mid_cost_bps":13.039462213474872,"side":"sell","target_ltc":"165.8925016589250165892501659","vwap":"60.21138508231496000000000000"}],"spread_bps":3.317299718029524},"raw_file":"1790878501-okx.json","request_at":1790878501.7534,"response_at":1790878501.983673,"sequence":null,"sha256":"4fbc3a7332fd3ce6149886935f759cba2d8e2925ebc9f34ba2f2cfa1b7f0b88b","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790879401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 18:30:01 GMT"},"metrics":{"ask":"60.39000","ask_levels":100,"bid":"60.38000","bid_levels":100,"depth_1pct_eur":{"buy":"310872.74920000","sell":"852808.44446000"},"mid":"60.38500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.655903295247557542639509853","mid_cost_bps":0.8280202036929701,"side":"buy","target_ltc":null,"vwap":"60.38999999999999999999999999"},{"budget_eur":100,"eur":"99.98945822457767472673070555","filled_fraction":1.0,"full":true,"impact_bps":1.0541775422325272,"ltc":"1.656177542232527326929446837","mid_cost_bps":1.8821104578951726,"side":"sell","target_ltc":"1.656177542232527326929446837","vwap":"60.37363487600000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.55903295247557542639509853","mid_cost_bps":0.8280202036929701,"side":"buy","target_ltc":null,"vwap":"60.38999999999999999999999999"},{"budget_eur":1000,"eur":"999.7268244915534945346141108","filled_fraction":1.0,"full":true,"impact_bps":2.7317550844650547,"ltc":"16.56177542232527326929446837","mid_cost_bps":3.559549093317877,"side":"sell","target_ltc":"16.56177542232527326929446837","vwap":"60.36350566280000000000000000"},{"budget_eur":10000,"eur":"9999.999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":3.4805524528928156,"ltc":"165.5327149950347567030784508","mid_cost_bps":4.308860853360887,"side":"buy","target_ltc":null,"vwap":"60.41101905626301971443717291"},{"budget_eur":10000,"eur":"9996.042607373302418019211661","filled_fraction":1.0,"full":true,"impact_bps":3.957392626697582,"ltc":"165.6177542232527326929446837","mid_cost_bps":4.785085150285667,"side":"sell","target_ltc":"165.6177542232527326929446837","vwap":"60.35610526332000000000000000"}],"spread_bps":1.6560404073859403},"raw_file":"1790879401-kraken.json","request_at":1790879401.2465045,"response_at":1790879401.443294,"sequence":null,"sha256":"d48f1142cd3dfd5c573bdd4957d9845223b3c1048602caee64829a514196db87","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 18:30:01 GMT"},"metrics":{"ask":"60.401","ask_levels":643,"bid":"60.372","bid_levels":252,"depth_1pct_eur":{"buy":"12782.45999616111","sell":"43867.02624922287"},"mid":"60.3865","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.30048501964901614,"ltc":"1.655551981591232659007383372","mid_cost_bps":2.701756115552652,"side":"buy","target_ltc":null,"vwap":"60.40281495956718202249195402"},{"budget_eur":100,"eur":"99.99638921796859471278075926","filled_fraction":1.0,"full":true,"impact_bps":0.36107820314052874,"ltc":"1.656397005234214536540117935","mid_cost_bps":2.7621904445530046,"side":"sell","target_ltc":"1.656397005234214536540117935","vwap":"60.36982009867200000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9601828084940788,"ltc":"16.55442775678839245807743879","mid_cost_bps":3.3616123109610734,"side":"buy","target_ltc":null,"vwap":"60.40679960018158508544833771"},{"budget_eur":1000,"eur":"999.6575004943791042204995691","filled_fraction":1.0,"full":true,"impact_bps":3.424995056208958,"ltc":"16.56397005234214536540117935","mid_cost_bps":5.825371590230386,"side":"sell","target_ltc":"16.56397005234214536540117935","vwap":"60.35132261984665528000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.412433855588448,"ltc":"165.4044869655223978811258986","mid_cost_bps":11.815892911683866,"side":"buy","target_ltc":null,"vwap":"60.45785204173113978254148851"},{"budget_eur":10000,"eur":"9978.574371171386751474193332","filled_fraction":1.0,"full":true,"impact_bps":21.42562882861325,"ltc":"165.6397005234214536540117935","mid_cost_bps":23.821683052355063,"side":"sell","target_ltc":"165.6397005234214536540117935","vwap":"60.24264919363589609600000000"}],"spread_bps":4.80239788694493},"raw_file":"1790879401-coinbase.json","request_at":1790879401.2478735,"response_at":1790879401.3953638,"sequence":10012061611,"sha256":"5aee9e8fd726105585d4d2a2a3955990beccbdc9ec03e26452a741bb99a1539f","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790879401.403,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 18:30:01 GMT"},"metrics":{"ask":"60.41","ask_levels":100,"bid":"60.38","bid_levels":100,"depth_1pct_eur":{"buy":"77947.86535242","sell":"70743.02208733"},"mid":"60.395","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.655355073663300778016884622","mid_cost_bps":2.483649308717609,"side":"buy","target_ltc":null,"vwap":"60.40999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.656177542232527326929446837","mid_cost_bps":2.483649308717609,"side":"sell","target_ltc":"1.656177542232527326929446837","vwap":"60.37999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9181795939292522,"ltc":"16.55203096292618338298576630","mid_cost_bps":3.4020569462582353,"side":"buy","target_ltc":null,"vwap":"60.41554672292692661235640046"},{"budget_eur":1000,"eur":"999.6324861031069890692282214","filled_fraction":1.0,"full":true,"impact_bps":3.6751389689301095,"ltc":"16.56177542232527326929446837","mid_cost_bps":6.157875502011756,"side":"sell","target_ltc":"16.56177542232527326929446837","vwap":"60.35780951090560000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.162636520589458,"ltc":"165.4335566785182735240615181","mid_cost_bps":8.647816412100491,"side":"buy","target_ltc":null,"vwap":"60.44722848722088091690671864"},{"budget_eur":10000,"eur":"9987.297343580977144749917193","filled_fraction":1.0,"full":true,"impact_bps":12.702656419022855,"ltc":"165.6177542232527326929446837","mid_cost_bps":15.183150833357066,"side":"sell","target_ltc":"165.6177542232527326929446837","vwap":"60.30330136054194000000000000"}],"spread_bps":4.967298617435218},"raw_file":"1790879401-okx.json","request_at":1790879401.2481449,"response_at":1790879401.5509639,"sequence":null,"sha256":"11a5ff1f387c9c0683a738f9e9faaf987a348af19ddd95bbd63b41e8d6a2c99d","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790880301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 18:45:01 GMT"},"metrics":{"ask":"60.31000","ask_levels":100,"bid":"60.28000","bid_levels":100,"depth_1pct_eur":{"buy":"312552.33737000","sell":"862989.52815000"},"mid":"60.29500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.658099817609020063007793069","mid_cost_bps":2.4877684716809023,"side":"buy","target_ltc":null,"vwap":"60.31000000000000000000000000"},{"budget_eur":100,"eur":"99.98943074983410749834107499","filled_fraction":1.0,"full":true,"impact_bps":1.05692501658925,"ltc":"1.658925016589250165892501659","mid_cost_bps":3.5444305497968323,"side":"sell","target_ltc":"1.658925016589250165892501659","vwap":"60.27362885600000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.58099817609020063007793069","mid_cost_bps":2.4877684716809023,"side":"buy","target_ltc":null,"vwap":"60.31000000000000000000000000"},{"budget_eur":1000,"eur":"999.8401274983410749834107499","filled_fraction":1.0,"full":true,"impact_bps":1.5987250165892501,"ltc":"16.58925016589250165892501659","mid_cost_bps":4.086095762501037,"side":"sell","target_ltc":"16.58925016589250165892501659","vwap":"60.27036288560000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.458451955507377,"ltc":"165.7526570008285004142502071","mid_cost_bps":5.947080809961853,"side":"buy","target_ltc":null,"vwap":"60.33085792374366499125325022"},{"budget_eur":10000,"eur":"9996.164254950232249502322495","filled_fraction":1.0,"full":true,"impact_bps":3.8357450497677505,"ltc":"165.8925016589250165892501659","mid_cost_bps":6.322559276888631,"side":"sell","target_ltc":"165.8925016589250165892501659","vwap":"60.25687812884000000000000000"}],"spread_bps":4.975536943361805},"raw_file":"1790880301-kraken.json","request_at":1790880301.2959015,"response_at":1790880301.5017667,"sequence":null,"sha256":"e7938cc1df778bb1f2c43a5e6b25788bf5ca3babe5d5a9699fd909793982be2b","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 18:45:01 GMT"},"metrics":{"ask":"60.295","ask_levels":645,"bid":"60.27","bid_levels":232,"depth_1pct_eur":{"buy":"10550.95436687809","sell":"72884.63915340225"},"mid":"60.2825","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.658512314453934820466041960","mid_cost_bps":2.073570273296562,"side":"buy","target_ltc":null,"vwap":"60.29500000000000000000000000"},{"budget_eur":100,"eur":"99.99879079946905591504894639","filled_fraction":1.0,"full":true,"impact_bps":0.1209200530944085,"ltc":"1.659200265472042475526796084","mid_cost_bps":2.1944652527682162,"side":"sell","target_ltc":"1.659200265472042475526796084","vwap":"60.26927121484000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7066346151519376,"ltc":"16.58063537237533983157615543","mid_cost_bps":4.780766128156365,"side":"buy","target_ltc":null,"vwap":"60.31131965341205860751815857"},{"budget_eur":1000,"eur":"999.7829860247597527791604445","filled_fraction":1.0,"full":true,"impact_bps":2.170139752402472,"ltc":"16.59200265472042475526796084","mid_cost_bps":4.2432600319710865,"side":"sell","target_ltc":"16.59200265472042475526796084","vwap":"60.25692056771227030000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":24.54951727853437,"ltc":"165.4450717805609579815368442","mid_cost_bps":26.62817806675619,"side":"buy","target_ltc":null,"vwap":"60.44302131443092299503651240"},{"budget_eur":10000,"eur":"9995.359589643702259830761571","filled_fraction":1.0,"full":true,"impact_bps":4.64041035629774,"ltc":"165.9200265472042475526796084","mid_cost_bps":6.713018407897231,"side":"sell","target_ltc":"165.9200265472042475526796084","vwap":"60.24203224678259352000000000"}],"spread_bps":4.147140546593124},"raw_file":"1790880301-coinbase.json","request_at":1790880301.2969532,"response_at":1790880301.4299765,"sequence":10012101057,"sha256":"747fa73f1e588ad823733c0e29e5f329f7055fd9e8894d2c6644976afe50a4e7","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790880301.453,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 18:45:01 GMT"},"metrics":{"ask":"60.3","ask_levels":100,"bid":"60.27","bid_levels":100,"depth_1pct_eur":{"buy":"69064.56135587","sell":"73647.34465693"},"mid":"60.285","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.658374792703150912106135987","mid_cost_bps":2.488181139586962,"side":"buy","target_ltc":null,"vwap":"60.29999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.659200265472042475526796084","mid_cost_bps":2.488181139586962,"side":"sell","target_ltc":"1.659200265472042475526796084","vwap":"60.27000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7605186007819196,"ltc":"16.57917121597878335819658545","mid_cost_bps":5.249386607400676,"side":"buy","target_ltc":null,"vwap":"60.31664592716271497557227437"},{"budget_eur":1000,"eur":"999.8158050269055915048946406","filled_fraction":1.0,"full":true,"impact_bps":1.8419497309440849,"ltc":"16.59200265472042475526796084","mid_cost_bps":4.329672560072987,"side":"sell","target_ltc":"16.59200265472042475526796084","vwap":"60.25889856897160000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.733531858438377,"ltc":"165.6265781393808972024499255","mid_cost_bps":15.22488133140639,"side":"buy","target_ltc":null,"vwap":"60.37678319710638341987304244"},{"budget_eur":10000,"eur":"9991.307252076223660195785630","filled_fraction":1.0,"full":true,"impact_bps":8.69274792377634,"ltc":"165.9200265472042475526796084","mid_cost_bps":11.17876615021979,"side":"sell","target_ltc":"165.9200265472042475526796084","vwap":"60.21760880826340000000000000"}],"spread_bps":4.976362279173924},"raw_file":"1790880301-okx.json","request_at":1790880301.2972293,"response_at":1790880301.585939,"sequence":null,"sha256":"095b5aaf290e81d463c58fcc93e71547617ac2d1cfa6aac1af7b09188204387f","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790881201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 19:00:01 GMT"},"metrics":{"ask":"60.35000","ask_levels":100,"bid":"60.34000","bid_levels":100,"depth_1pct_eur":{"buy":"301800.05115000","sell":"797523.77285000"},"mid":"60.34500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.657000828500414250207125104","mid_cost_bps":0.8285690612312536,"side":"buy","target_ltc":null,"vwap":"60.34999999999999999999999998"},{"budget_eur":100,"eur":"99.98944724560822008617832281","filled_fraction":1.0,"full":true,"impact_bps":1.0552754391779915,"ltc":"1.657275439177991382167716274","mid_cost_bps":1.883757063551247,"side":"sell","target_ltc":"1.657275439177991382167716274","vwap":"60.33363246800000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.57000828500414250207125104","mid_cost_bps":0.8285690612312536,"side":"buy","target_ltc":null,"vwap":"60.34999999999999999999999998"},{"budget_eur":1000,"eur":"999.8402924560822008617832281","filled_fraction":1.0,"full":true,"impact_bps":1.5970754391779913,"ltc":"16.57275439177991382167716274","mid_cost_bps":2.4255121716795096,"side":"sell","target_ltc":"16.57275439177991382167716274","vwap":"60.33036324680000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.9879708964580236,"ltc":"165.6340284815366782579897334","mid_cost_bps":4.816870388619467,"side":"buy","target_ltc":null,"vwap":"60.37406740436012417195127040"},{"budget_eur":10000,"eur":"9996.790018243288034471329132","filled_fraction":1.0,"full":true,"impact_bps":3.2099817567119655,"ltc":"165.7275439177991382167716274","mid_cost_bps":4.038284848786146,"side":"sell","target_ltc":"165.7275439177991382167716274","vwap":"60.32063097008000000000000000"}],"spread_bps":1.6571381224625072},"raw_file":"1790881201-kraken.json","request_at":1790881201.2404225,"response_at":1790881201.477922,"sequence":null,"sha256":"dd792ba234af046aef9d943be6d87975e7764c5b12adc4e2598d6bb307686147","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 19:00:01 GMT"},"metrics":{"ask":"60.352","ask_levels":646,"bid":"60.329","bid_levels":230,"depth_1pct_eur":{"buy":"11901.54312866693","sell":"72973.33896504211"},"mid":"60.3405","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.656945917285259809119830329","mid_cost_bps":1.905850962454736,"side":"buy","target_ltc":null,"vwap":"60.35199999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.657577616071872565432876394","mid_cost_bps":1.905850962454736,"side":"sell","target_ltc":"1.657577616071872565432876394","vwap":"60.32900000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.033402677078444,"ltc":"16.56609061955114615078839274","mid_cost_bps":3.939641175778097,"side":"buy","target_ltc":null,"vwap":"60.36427199183670382689191877"},{"budget_eur":1000,"eur":"999.6393064899962820534071505","filled_fraction":1.0,"full":true,"impact_bps":3.6069351000371794,"ltc":"16.57577616071872565432876394","mid_cost_bps":5.512098634418724,"side":"sell","target_ltc":"16.57577616071872565432876394","vwap":"60.30723972123498570000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.264963385745634,"ltc":"165.4916168663745880026367831","mid_cost_bps":14.173151867427691,"side":"buy","target_ltc":null,"vwap":"60.42602150702565205606658214"},{"budget_eur":10000,"eur":"9990.145603640662206733080274","filled_fraction":1.0,"full":true,"impact_bps":9.854396359337793,"ltc":"165.7577616071872565432876394","mid_cost_bps":11.758369220713943,"side":"sell","target_ltc":"165.7577616071872565432876394","vwap":"60.26954941220375102700000000"}],"spread_bps":3.811701924909472},"raw_file":"1790881201-coinbase.json","request_at":1790881201.241484,"response_at":1790881201.404297,"sequence":10012129389,"sha256":"13e4617683cc12b93f21afd35ca4e95f5e5ff5daee3aa721e009ae0f49400749","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790881201.453,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 19:00:01 GMT"},"metrics":{"ask":"60.35","ask_levels":100,"bid":"60.33","bid_levels":100,"depth_1pct_eur":{"buy":"67118.57702093","sell":"72932.07591823"},"mid":"60.34","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.657000828500414250207125104","mid_cost_bps":1.6572754391779914,"side":"buy","target_ltc":null,"vwap":"60.34999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.657550140891761975799767943","mid_cost_bps":1.6572754391779914,"side":"sell","target_ltc":"1.657550140891761975799767943","vwap":"60.33000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.757855399817547,"ltc":"16.56543977625041404438555813","mid_cost_bps":4.41558789159743,"side":"buy","target_ltc":null,"vwap":"60.36664365733789889429279081"},{"budget_eur":1000,"eur":"999.8160267318216476048400464","filled_fraction":1.0,"full":true,"impact_bps":1.839732681783524,"ltc":"16.57550140891761975799767943","mid_cost_bps":3.496703226582698,"side":"sell","target_ltc":"16.57550140891761975799767943","vwap":"60.31890089273080000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.743439141339072,"ltc":"165.5057222124069478908188586","mid_cost_bps":13.402660791843106,"side":"buy","target_ltc":null,"vwap":"60.42087165521798130225527821"},{"budget_eur":10000,"eur":"9992.073343243757666169401625","filled_fraction":1.0,"full":true,"impact_bps":7.926656756242334,"ltc":"165.7550140891761975799767943","mid_cost_bps":9.582618530064634,"side":"sell","target_ltc":"165.7550140891761975799767943","vwap":"60.28217847978959000000000000"}],"spread_bps":3.3145508783559827},"raw_file":"1790881201-okx.json","request_at":1790881201.2418187,"response_at":1790881201.5868175,"sequence":null,"sha256":"30ab25c932ffe6449721992f6d34e8902f8d52f316bb5de06ca14e20d149268b","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790882101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 19:15:01 GMT"},"metrics":{"ask":"60.39000","ask_levels":100,"bid":"60.36000","bid_levels":100,"depth_1pct_eur":{"buy":"319089.50386000","sell":"831406.37278000"},"mid":"60.37500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.655903295247557542639509853","mid_cost_bps":2.484472049689441,"side":"buy","target_ltc":null,"vwap":"60.38999999999999999999999999"},{"budget_eur":100,"eur":"99.98945273691186216037110672","filled_fraction":1.0,"full":true,"impact_bps":1.054726308813784,"ltc":"1.656726308813783962889330683","mid_cost_bps":3.538936314699793,"side":"sell","target_ltc":"1.656726308813783962889330683","vwap":"60.35363367200000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.55903295247557542639509853","mid_cost_bps":2.484472049689441,"side":"buy","target_ltc":null,"vwap":"60.38999999999999999999999999"},{"budget_eur":1000,"eur":"999.8403473691186216037110672","filled_fraction":1.0,"full":true,"impact_bps":1.596526308813784,"ltc":"16.56726308813783962889330683","mid_cost_bps":4.080601706004141,"side":"sell","target_ltc":"16.56726308813783962889330683","vwap":"60.35036336720000000000000000"},{"budget_eur":10000,"eur":"9999.999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":2.4233713418057934,"ltc":"165.5502105611653699718589637","mid_cost_bps":4.908445471331707,"side":"buy","target_ltc":null,"vwap":"60.40463473953316518520191999"},{"budget_eur":10000,"eur":"9997.037927382372432074221341","filled_fraction":1.0,"full":true,"impact_bps":2.962072617627568,"ltc":"165.6726308813783962889330683","mid_cost_bps":5.445808748654244,"side":"sell","target_ltc":"165.6726308813783962889330683","vwap":"60.34212092968000000000000000"}],"spread_bps":4.968944099378882},"raw_file":"1790882101-kraken.json","request_at":1790882101.4223888,"response_at":1790882101.6205196,"sequence":null,"sha256":"b32c0e7114591f68eaa65b2c6519051fc0853477c4c2968bc6aa7ba7221eaa76","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 19:15:01 GMT"},"metrics":{"ask":"60.389","ask_levels":649,"bid":"60.36","bid_levels":240,"depth_1pct_eur":{"buy":"10996.02979880595","sell":"73755.93036530410"},"mid":"60.3745","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.24052214015757897,"ltc":"1.655890888016823141754839137","mid_cost_bps":2.6422561101454427,"side":"buy","target_ltc":null,"vwap":"60.39045248915219760369628568"},{"budget_eur":100,"eur":"99.99458086322067594433399605","filled_fraction":1.0,"full":true,"impact_bps":0.5419136779324055,"ltc":"1.656726308813783962889330683","mid_cost_bps":2.943459732171695,"side":"sell","target_ltc":"1.656726308813783962889330683","vwap":"60.35672900904000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7317709058599147,"ltc":"16.55478477064956133090547923","mid_cost_bps":5.134103193135751,"side":"buy","target_ltc":null,"vwap":"60.40549689132339743763791534"},{"budget_eur":1000,"eur":"999.6388855777002783300198810","filled_fraction":1.0,"full":true,"impact_bps":3.6111442229972166,"ltc":"16.56726308813783962889330683","mid_cost_bps":6.011953147439929,"side":"sell","target_ltc":"16.56726308813783962889330683","vwap":"60.33820313346998880000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":15.026557077431162,"ltc":"165.3446155555756695655043813","mid_cost_bps":17.431842174245592,"side":"buy","target_ltc":null,"vwap":"60.47974387553489904221849372"},{"budget_eur":10000,"eur":"9989.913032248575944333996026","filled_fraction":1.0,"full":true,"impact_bps":10.086967751424055,"ltc":"165.6726308813783962889330683","mid_cost_bps":12.486221392739584,"side":"sell","target_ltc":"165.6726308813783962889330683","vwap":"60.29911506265240440000000000"}],"spread_bps":4.8033524087156},"raw_file":"1790882101-coinbase.json","request_at":1790882101.4233837,"response_at":1790882101.54847,"sequence":10012157842,"sha256":"7376e543d2692a655ff8ebbeed7ad21936e98e6b2a601ed5b1921f9126836201","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790882101.555,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 19:15:01 GMT"},"metrics":{"ask":"60.39","ask_levels":100,"bid":"60.36","bid_levels":100,"depth_1pct_eur":{"buy":"74748.66528759","sell":"78465.76659921"},"mid":"60.375","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.655903295247557542639509853","mid_cost_bps":2.484472049689441,"side":"buy","target_ltc":null,"vwap":"60.38999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.656726308813783962889330683","mid_cost_bps":2.484472049689441,"side":"sell","target_ltc":"1.656726308813783962889330683","vwap":"60.35999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.08101101770340918,"ltc":"16.55889880715113391822545936","mid_cost_bps":2.56550319435377,"side":"buy","target_ltc":null,"vwap":"60.39048922553591088805017607"},{"budget_eur":1000,"eur":"999.7058089464744864148442680","filled_fraction":1.0,"full":true,"impact_bps":2.941910535255136,"ltc":"16.56726308813783962889330683","mid_cost_bps":5.425651675494824,"side":"sell","target_ltc":"16.56726308813783962889330683","vwap":"60.34224262800920000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.490533145602746,"ltc":"165.4663863795898114455838571","mid_cost_bps":9.976866197315939,"side":"buy","target_ltc":null,"vwap":"60.43523532966629498115999906"},{"budget_eur":10000,"eur":"9987.032327996607024519549373","filled_fraction":1.0,"full":true,"impact_bps":12.967672003392975,"ltc":"165.6726308813783962889330683","mid_cost_bps":15.448922271218219,"side":"sell","target_ltc":"165.6726308813783962889330683","vwap":"60.28172713178752000000000000"}],"spread_bps":4.968944099378882},"raw_file":"1790882101-okx.json","request_at":1790882101.4236221,"response_at":1790882101.6826365,"sequence":null,"sha256":"b38f409c35d271f3d5b4c11f2b20167374eb938977e73326ca2124c5d5bfd71d","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790883001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 19:30:01 GMT"},"metrics":{"ask":"60.02000","ask_levels":100,"bid":"60.01000","bid_levels":100,"depth_1pct_eur":{"buy":"280261.28271000","sell":"473947.35151000"},"mid":"60.01500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.0640472405907049,"ltc":"1.665934032983508245877061469","mid_cost_bps":1.897260941102293,"side":"buy","target_ltc":null,"vwap":"60.02638641153802541087026561"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.666388935177470421596400600","mid_cost_bps":0.8331250520703157,"side":"sell","target_ltc":"1.666388935177470421596400600","vwap":"60.01000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6059016287067835,"ltc":"16.65843778110944527736131934","mid_cost_bps":2.439160472464903,"side":"buy","target_ltc":null,"vwap":"60.02963862157549811550134468"},{"budget_eur":1000,"eur":"999.7994622129645059156807199","filled_fraction":1.0,"full":true,"impact_bps":2.0053778703549408,"ltc":"16.66388935177470421596400600","mid_cost_bps":2.8383358493709907,"side":"sell","target_ltc":"16.66388935177470421596400600","vwap":"59.99796572740000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.5473696965175487,"ltc":"166.5686984179850124895920067","mid_cost_bps":3.38070697633897,"side":"buy","target_ltc":null,"vwap":"60.03528931291849832868053008"},{"budget_eur":10000,"eur":"9994.216805324112647892017998","filled_fraction":1.0,"full":true,"impact_bps":5.783194675887352,"ltc":"166.6388935177470421596400600","mid_cost_bps":6.615837915521119,"side":"sell","target_ltc":"166.6388935177470421596400600","vwap":"59.97529504875000000000000000"}],"spread_bps":1.6662501041406315},"raw_file":"1790883001-kraken.json","request_at":1790883001.6740448,"response_at":1790883001.9109468,"sequence":null,"sha256":"3ed532981fd2fb530d5a5050ad0a08cdbd7c7efcddaaee650fbcdb2a6ab1c34c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 19:30:01 GMT"},"metrics":{"ask":"60.039","ask_levels":644,"bid":"60.005","bid_levels":234,"depth_1pct_eur":{"buy":"13014.33921960858","sell":"74425.39674123885"},"mid":"60.022","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.665584037042588983827179000","mid_cost_bps":2.8322948252307487,"side":"buy","target_ltc":null,"vwap":"60.03900000000000000000000000"},{"budget_eur":100,"eur":"99.99326879431714023831347390","filled_fraction":1.0,"full":true,"impact_bps":0.6731205682859762,"ltc":"1.666527789350887426047829348","mid_cost_bps":3.5052247459264936,"side":"sell","target_ltc":"1.666527789350887426047829348","vwap":"60.00096094003000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.1162455910828282,"ltc":"16.65398137709727380218828584","mid_cost_bps":3.948856569974708,"side":"buy","target_ltc":null,"vwap":"60.04570182690430219268960319"},{"budget_eur":1000,"eur":"999.5784910524377160236646949","filled_fraction":1.0,"full":true,"impact_bps":4.21508947562284,"ltc":"16.66527789350887426047829348","mid_cost_bps":7.0461904632426196,"side":"sell","target_ltc":"16.66527789350887426047829348","vwap":"59.97970735560152515000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.894951391027263,"ltc":"166.3771366226506902666600375","mid_cost_bps":13.730331987702607,"side":"buy","target_ltc":null,"vwap":"60.10441219865658858579350250"},{"budget_eur":10000,"eur":"9989.208911842107279393383887","filled_fraction":1.0,"full":true,"impact_bps":10.791088157892721,"ltc":"166.6527789350887426047829348","mid_cost_bps":13.620326628808648,"side":"sell","target_ltc":"166.6527789350887426047829348","vwap":"59.94024807550856473000000000"}],"spread_bps":5.664589650461497},"raw_file":"1790883001-coinbase.json","request_at":1790883001.6750796,"response_at":1790883001.8153791,"sequence":10012186678,"sha256":"444507262a72357e3c0ee344259d1eb4025565c7a90450bbb741ac431ec42b64","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790883001.805,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 19:30:01 GMT"},"metrics":{"ask":"60.03","ask_levels":100,"bid":"60","bid_levels":100,"depth_1pct_eur":{"buy":"73180.61600526","sell":"77463.14639601"},"mid":"60.015","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.665833749791770781276028652","mid_cost_bps":2.4993751562109474,"side":"buy","target_ltc":null,"vwap":"60.03000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.666666666666666666666666667","mid_cost_bps":2.4993751562109474,"side":"sell","target_ltc":"1.666666666666666666666666667","vwap":"59.99999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.924819125679333,"ltc":"16.65679704546968687541638907","mid_cost_bps":3.4244254288849514,"side":"buy","target_ltc":null,"vwap":"60.03555168921145303617975096"},{"budget_eur":1000,"eur":"999.8199511666666666666666669","filled_fraction":1.0,"full":true,"impact_bps":1.8004883333333332,"ltc":"16.66666666666666666666666667","mid_cost_bps":4.299413479963342,"side":"sell","target_ltc":"16.66666666666666666666666667","vwap":"59.98919707000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.568768679485359,"ltc":"166.3908812176587961423345527","mid_cost_bps":14.071035304998853,"side":"buy","target_ltc":null,"vwap":"60.09944731838295061290714815"},{"budget_eur":10000,"eur":"9991.062629426666666666666669","filled_fraction":1.0,"full":true,"impact_bps":8.937370573333334,"ltc":"166.6666666666666666666666667","mid_cost_bps":11.434511945346996,"side":"sell","target_ltc":"166.6666666666666666666666667","vwap":"59.94637577656000000000000000"}],"spread_bps":4.998750312421895},"raw_file":"1790883001-okx.json","request_at":1790883001.6754093,"response_at":1790883001.9309645,"sequence":null,"sha256":"c9626137b557f3f7efb73d3a2aacfc5781074c3d814dec6135f18c3b34fe1ad1","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790883901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 19:45:01 GMT"},"metrics":{"ask":"60.45000","ask_levels":100,"bid":"60.43000","bid_levels":100,"depth_1pct_eur":{"buy":"246394.40828000","sell":"496970.25963000"},"mid":"60.44000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.654259718775847808105872622","mid_cost_bps":1.6545334215751157,"side":"buy","target_ltc":null,"vwap":"60.45000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.654807214959457223233493298","mid_cost_bps":1.6545334215751157,"side":"sell","target_ltc":"1.654807214959457223233493298","vwap":"60.43000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.54259718775847808105872622","mid_cost_bps":1.6545334215751157,"side":"buy","target_ltc":null,"vwap":"60.45000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.54807214959457223233493298","mid_cost_bps":1.6545334215751157,"side":"sell","target_ltc":"16.54807214959457223233493298","vwap":"60.43000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.791755209894042,"ltc":"165.3798018852323466181577642","mid_cost_bps":4.4467505366991205,"side":"buy","target_ltc":null,"vwap":"60.46687616024380948431442134"},{"budget_eur":10000,"eur":"9993.482273925202713883832533","filled_fraction":1.0,"full":true,"impact_bps":6.517726074797286,"ltc":"165.4807214959457223233493298","mid_cost_bps":8.17118111681006,"side":"sell","target_ltc":"165.4807214959457223233493298","vwap":"60.39061338133000000000000000"}],"spread_bps":3.3090668431502315},"raw_file":"1790883901-kraken.json","request_at":1790883901.4418616,"response_at":1790883901.6503844,"sequence":null,"sha256":"5de541dacb69fb8b2878d6c5d69b2b3a1516ebecea533efa077798c26f048e6e","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 19:45:01 GMT"},"metrics":{"ask":"60.448","ask_levels":642,"bid":"60.41","bid_levels":243,"depth_1pct_eur":{"buy":"13497.71957989608","sell":"59700.58296884414"},"mid":"60.429","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.5888300121808518,"ltc":"1.654217046826670195345452140","mid_cost_bps":3.7332008899089533,"side":"buy","target_ltc":null,"vwap":"60.45155935965763081322680957"},{"budget_eur":100,"eur":"99.99639546955802019533189871","filled_fraction":1.0,"full":true,"impact_bps":0.36045304419798047,"ltc":"1.655355073663300778016884622","mid_cost_bps":3.5045254497013025,"side":"sell","target_ltc":"1.655355073663300778016884622","vwap":"60.40782250316000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.3988704170481947,"ltc":"16.54083067304034272292703905","mid_cost_bps":4.5434959865251665,"side":"buy","target_ltc":null,"vwap":"60.45645589189697292724365480"},{"budget_eur":1000,"eur":"999.6283575747778447276940905","filled_fraction":1.0,"full":true,"impact_bps":3.716424252221553,"ltc":"16.55355073663300778016884622","mid_cost_bps":6.8594414780437205,"side":"sell","target_ltc":"16.55355073663300778016884622","vwap":"60.38754908109232960000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.9623966330121485,"ltc":"165.3328671960357579159375310","mid_cost_bps":9.108457059893732,"side":"buy","target_ltc":null,"vwap":"60.48404149516723183464710761"},{"budget_eur":10000,"eur":"9990.327544903984972686641286","filled_fraction":1.0,"full":true,"impact_bps":9.672455096015028,"ltc":"165.5355073663300778016884622","mid_cost_bps":12.813599635113402,"side":"sell","target_ltc":"165.5355073663300778016884622","vwap":"60.35156869876497322000000000"}],"spread_bps":6.2883714772708466},"raw_file":"1790883901-coinbase.json","request_at":1790883901.4428546,"response_at":1790883901.580389,"sequence":10012217732,"sha256":"b503a07a50bc8559fe5540825cc379b4c5d6324ae3f38a819997c63e526f6e2d","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790883901.555,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 19:45:01 GMT"},"metrics":{"ask":"60.43","ask_levels":100,"bid":"60.41","bid_levels":100,"depth_1pct_eur":{"buy":"74982.70375832","sell":"75066.13666937"},"mid":"60.42","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.654807214959457223233493298","mid_cost_bps":1.6550810989738498,"side":"buy","target_ltc":null,"vwap":"60.43000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.655355073663300778016884622","mid_cost_bps":1.6550810989738498,"side":"sell","target_ltc":"1.655355073663300778016884622","vwap":"60.40999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9623754834396743,"ltc":"16.54647975694904037061548643","mid_cost_bps":2.6176158633607995,"side":"buy","target_ltc":null,"vwap":"60.43581563504642595177912540"},{"budget_eur":1000,"eur":"999.7242143279010097665949348","filled_fraction":1.0,"full":true,"impact_bps":2.7578567209899023,"ltc":"16.55355073663300778016884622","mid_cost_bps":4.412481372310493,"side":"sell","target_ltc":"16.55355073663300778016884622","vwap":"60.39333978754850000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.696908176845538,"ltc":"165.3038974347323198942498348","mid_cost_bps":12.353759700873484,"side":"buy","target_ltc":null,"vwap":"60.49464141611267758558994296"},{"budget_eur":10000,"eur":"9989.371639467030292997848040","filled_fraction":1.0,"full":true,"impact_bps":10.628360532969706,"ltc":"165.5355073663300778016884622","mid_cost_bps":12.281682552080436,"side":"sell","target_ltc":"165.5355073663300778016884622","vwap":"60.34579407402033000000000000"}],"spread_bps":3.3101621979476996},"raw_file":"1790883901-okx.json","request_at":1790883901.4431133,"response_at":1790883901.687461,"sequence":null,"sha256":"3c7d55d3ec3551d40ca948d4630dc7d4c914e18bbcbc1d553878f6f07fddf789","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790884801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 20:00:01 GMT"},"metrics":{"ask":"60.64000","ask_levels":100,"bid":"60.62000","bid_levels":100,"depth_1pct_eur":{"buy":"254018.83024000","sell":"452269.87837000"},"mid":"60.63000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.0470134869384822,"ltc":"1.648903874690849134377576257","mid_cost_bps":2.6965346832912678,"side":"buy","target_ltc":null,"vwap":"60.64634908978479495534368831"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.649620587264929066314747608","mid_cost_bps":1.6493485073396008,"side":"sell","target_ltc":"1.649620587264929066314747608","vwap":"60.62000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":2.7173952623318605,"ltc":"16.48628519617540389053742169","mid_cost_bps":4.36719196285344,"side":"buy","target_ltc":null,"vwap":"60.65647828487078040248983144"},{"budget_eur":1000,"eur":"999.9884379412735070933685252","filled_fraction":1.0,"full":true,"impact_bps":0.11562058726492906,"ltc":"16.49620587264929066314747608","mid_cost_bps":1.7649500247402277,"side":"sell","target_ltc":"16.49620587264929066314747608","vwap":"60.61929910800000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.532797976439071,"ltc":"164.8164620962425840474620962","mid_cost_bps":7.183059034987058,"side":"buy","target_ltc":null,"vwap":"60.67355088692912652928294947"},{"budget_eur":10000,"eur":"9992.574336476410425602111514","filled_fraction":1.0,"full":true,"impact_bps":7.4256635235895745,"ltc":"164.9620587264929066314747608","mid_cost_bps":9.07378728022431,"side":"sell","target_ltc":"164.9620587264929066314747608","vwap":"60.57498562772000000000000000"}],"spread_bps":3.2986970146792016},"raw_file":"1790884801-kraken.json","request_at":1790884801.775761,"response_at":1790884801.995754,"sequence":null,"sha256":"7d28a5c02eb5d32f454fff30b38ea27701dd60ac9b47dac8cfb5392dbc117481","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 20:00:01 GMT"},"metrics":{"ask":"60.629","ask_levels":639,"bid":"60.601","bid_levels":250,"depth_1pct_eur":{"buy":"6832.80500073834","sell":"86977.17282789822"},"mid":"60.615","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.17842706831239538,"ltc":"1.649346282491093811848528830","mid_cost_bps":2.4881276041361415,"side":"buy","target_ltc":null,"vwap":"60.63008178547247122195547976"},{"budget_eur":100,"eur":"99.99464015992145344136235376","filled_fraction":1.0,"full":true,"impact_bps":0.5359840078546558,"ltc":"1.650137786505173181960693718","mid_cost_bps":2.845519539057989,"side":"sell","target_ltc":"1.650137786505173181960693718","vwap":"60.59775188331400000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.5627306537324952,"ltc":"16.49282901088763544604423334","mid_cost_bps":2.8725199505922205,"side":"buy","target_ltc":null,"vwap":"60.63241177968051474543272782"},{"budget_eur":1000,"eur":"999.7579541232189653636078613","filled_fraction":1.0,"full":true,"impact_bps":2.4204587678103464,"ltc":"16.50137786505173181960693718","mid_cost_bps":4.729559049543426,"side":"sell","target_ltc":"16.50137786505173181960693718","vwap":"60.58633177782119252000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":52.398583279084356,"ltc":"164.0778265633842844571912786","mid_cost_bps":54.72034489198392,"side":"buy","target_ltc":null,"vwap":"60.94668737056276053840061576"},{"budget_eur":10000,"eur":"9991.212631633936716225804855","filled_fraction":1.0,"full":true,"impact_bps":8.787368366063284,"ltc":"165.0137786505173181960693718","mid_cost_bps":11.0949981085837,"side":"sell","target_ltc":"165.0137786505173181960693718","vwap":"60.54774766896481989400000000"}],"spread_bps":4.619318650499052},"raw_file":"1790884801-coinbase.json","request_at":1790884801.7767997,"response_at":1790884801.9069552,"sequence":10012252064,"sha256":"e87ff97017d0c154996fdc546518c46db69e96f1ad8d98a68b6fc5acb5240a57","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790884801.955,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 20:00:02 GMT"},"metrics":{"ask":"60.63","ask_levels":100,"bid":"60.6","bid_levels":100,"depth_1pct_eur":{"buy":"69485.56545155","sell":"78206.45769637"},"mid":"60.615","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.649348507339600857661223817","mid_cost_bps":2.4746349913387777,"side":"buy","target_ltc":null,"vwap":"60.62999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.650165016501650165016501650","mid_cost_bps":2.4746349913387777,"side":"sell","target_ltc":"1.650165016501650165016501650","vwap":"60.6"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9155268301464518,"ltc":"16.49197518881926121372031662","mid_cost_bps":3.3903883809581683,"side":"buy","target_ltc":null,"vwap":"60.63555083917117793719182849"},{"budget_eur":1000,"eur":"999.6887694517491749174917491","filled_fraction":1.0,"full":true,"impact_bps":3.112305482508251,"ltc":"16.50165016501650165016501650","mid_cost_bps":5.586170291841953,"side":"sell","target_ltc":"16.50165016501650165016501650","vwap":"60.58113942877600000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.789816847260743,"ltc":"164.8064695126853377265238880","mid_cost_bps":10.266379533934156,"side":"buy","target_ltc":null,"vwap":"60.67722965954494188991057988"},{"budget_eur":10000,"eur":"9987.169111161980198019801979","filled_fraction":1.0,"full":true,"impact_bps":12.830888838019803,"ltc":"165.0165016501650165016501650","mid_cost_bps":15.302348652709725,"side":"sell","target_ltc":"165.0165016501650165016501650","vwap":"60.52224481364160000000000000"}],"spread_bps":4.9492699826775555},"raw_file":"1790884801-okx.json","request_at":1790884801.7770493,"response_at":1790884802.0779934,"sequence":null,"sha256":"126300812b2279f35ea62b5291c388b9fb56ade93dd3ddb58f9f8ac3810f3448","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790885701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 20:15:02 GMT"},"metrics":{"ask":"60.72000","ask_levels":100,"bid":"60.70000","bid_levels":100,"depth_1pct_eur":{"buy":"246183.05626000","sell":"499022.19506000"},"mid":"60.71000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.646903820816864295125164690","mid_cost_bps":1.6471750947125678,"side":"buy","target_ltc":null,"vwap":"60.72000000000000000000000000"},{"budget_eur":100,"eur":"99.98954553542009884678747940","filled_fraction":1.0,"full":true,"impact_bps":1.0454464579901153,"ltc":"1.647446457990115321252059308","mid_cost_bps":2.6924493493658375,"side":"sell","target_ltc":"1.647446457990115321252059308","vwap":"60.69365414000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.46903820816864295125164690","mid_cost_bps":1.6471750947125678,"side":"buy","target_ltc":null,"vwap":"60.72000000000000000000000000"},{"budget_eur":1000,"eur":"999.8412753542009884678747940","filled_fraction":1.0,"full":true,"impact_bps":1.5872464579901153,"ltc":"16.47446457990115321252059308","mid_cost_bps":3.234160105419206,"side":"sell","target_ltc":"16.47446457990115321252059308","vwap":"60.69036541400000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7969420302255013,"ltc":"164.6443320164609053497942387","mid_cost_bps":4.444577830263423,"side":"buy","target_ltc":null,"vwap":"60.73698303200752924235536612"},{"budget_eur":10000,"eur":"9992.056871252059308072487644","filled_fraction":1.0,"full":true,"impact_bps":7.943128747940692,"ltc":"164.7446457990115321252059308","mid_cost_bps":9.58899547026849,"side":"sell","target_ltc":"164.7446457990115321252059308","vwap":"60.65178520850000000000000000"}],"spread_bps":3.2943501894251357},"raw_file":"1790885701-kraken.json","request_at":1790885701.8174558,"response_at":1790885702.0218308,"sequence":null,"sha256":"77a725489603086fb7354dc7e35af2145a1de40cdd08aebadbc410a35a08016e","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 20:15:01 GMT"},"metrics":{"ask":"60.695","ask_levels":631,"bid":"60.662","bid_levels":249,"depth_1pct_eur":{"buy":"7708.93214052843","sell":"83512.71213329651"},"mid":"60.6785","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.647582173160886399209160557","mid_cost_bps":2.719249816656641,"side":"buy","target_ltc":null,"vwap":"60.69500000000000000000000000"},{"budget_eur":100,"eur":"99.99643672927368039299726354","filled_fraction":1.0,"full":true,"impact_bps":0.3563270726319607,"ltc":"1.648478454386601167122745706","mid_cost_bps":3.0754799950559093,"side":"sell","target_ltc":"1.648478454386601167122745706","vwap":"60.65983844871200000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8219032549266393,"ltc":"16.47446768974712530064907252","mid_cost_bps":3.5413765676108073,"side":"buy","target_ltc":null,"vwap":"60.69998854180577723741396824"},{"budget_eur":1000,"eur":"999.6666785338892255448221293","filled_fraction":1.0,"full":true,"impact_bps":3.3332146611077444,"ltc":"16.48478454386601167122745706","mid_cost_bps":6.051558093428776,"side":"sell","target_ltc":"16.48478454386601167122745706","vwap":"60.64178005322278820000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":56.96658864215474,"ltc":"163.8249623918990615292031944","mid_cost_bps":59.70132909738345,"side":"buy","target_ltc":null,"vwap":"61.04075870976355817261306932"},{"budget_eur":10000,"eur":"9989.758805277305131713428507","filled_fraction":1.0,"full":true,"impact_bps":10.241194722694868,"ltc":"164.8478454386601167122745706","mid_cost_bps":12.957659702664307,"side":"sell","target_ltc":"164.8478454386601167122745706","vwap":"60.59987486457318839000000000"}],"spread_bps":5.438499633313282},"raw_file":"1790885701-coinbase.json","request_at":1790885701.8184268,"response_at":1790885701.95242,"sequence":10012282805,"sha256":"fc4cae63e0280016f0e5e127f7db834a42d2d2215e99c0fb2d5fa71b8ba1a99d","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790885702.008,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 20:15:02 GMT"},"metrics":{"ask":"60.68","ask_levels":100,"bid":"60.66","bid_levels":100,"depth_1pct_eur":{"buy":"75943.10130332","sell":"76138.27811286"},"mid":"60.67","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.647989452867501647989452868","mid_cost_bps":1.6482610845557937,"side":"buy","target_ltc":null,"vwap":"60.67999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.648532805802835476425980877","mid_cost_bps":1.6482610845557937,"side":"sell","target_ltc":"1.648532805802835476425980877","vwap":"60.66000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.04072820680732028,"ltc":"16.47982740929312901631240732","mid_cost_bps":1.6889960044349464,"side":"buy","target_ltc":null,"vwap":"60.68024713875890681948475209"},{"budget_eur":1000,"eur":"999.7071539976788658094296076","filled_fraction":1.0,"full":true,"impact_bps":2.928460023211342,"ltc":"16.48532805802835476425980877","mid_cost_bps":4.576238421097742,"side":"sell","target_ltc":"16.48532805802835476425980877","vwap":"60.64223596149920000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.667082011047045,"ltc":"164.6233402196446199407699901","mid_cost_bps":12.317101309219296,"side":"buy","target_ltc":null,"vwap":"60.74472785364303346767883054"},{"budget_eur":10000,"eur":"9987.753585441971645235740191","filled_fraction":1.0,"full":true,"impact_bps":12.246414558028354,"ltc":"164.8532805802835476425980877","mid_cost_bps":13.892657113730015,"side":"sell","target_ltc":"164.8532805802835476425980877","vwap":"60.58571324929100000000000000"}],"spread_bps":3.2965221691115874},"raw_file":"1790885701-okx.json","request_at":1790885701.8186507,"response_at":1790885702.1552856,"sequence":null,"sha256":"9685f1484d1568586bcb954d382700aa25b53e1d698a79929c3a69137c2f7435","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790886601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 20:30:01 GMT"},"metrics":{"ask":"60.71000","ask_levels":100,"bid":"60.70000","bid_levels":100,"depth_1pct_eur":{"buy":"256982.36592000","sell":"820828.53345000"},"mid":"60.70500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.647175094712567945972656893","mid_cost_bps":0.8236553825879253,"side":"buy","target_ltc":null,"vwap":"60.71000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.647446457990115321252059308","mid_cost_bps":0.8236553825879253,"side":"sell","target_ltc":"1.647446457990115321252059308","vwap":"60.70000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.681252974188435,"ltc":"16.46733563786008230452674897","mid_cost_bps":3.505129199620787,"side":"buy","target_ltc":null,"vwap":"60.72627788680629798775406376"},{"budget_eur":1000,"eur":"999.8796553542009884678747940","filled_fraction":1.0,"full":true,"impact_bps":1.2034464579901154,"ltc":"16.47446457990115321252059308","mid_cost_bps":2.0270027180627626,"side":"sell","target_ltc":"16.47446457990115321252059308","vwap":"60.69269508000000000000000000"},{"budget_eur":10000,"eur":"9999.999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":6.197818267277479,"ltc":"164.6154837860082304526748971","mid_cost_bps":7.0219841365030184,"side":"buy","target_ltc":null,"vwap":"60.74762695470064157413754789"},{"budget_eur":10000,"eur":"9994.194417710049423393739703","filled_fraction":1.0,"full":true,"impact_bps":5.805582289950577,"ltc":"164.7446457990115321252059308","mid_cost_bps":6.6287594926282845,"side":"sell","target_ltc":"164.7446457990115321252059308","vwap":"60.66476011550000000000000000"}],"spread_bps":1.6473107651758505},"raw_file":"1790886601-kraken.json","request_at":1790886601.2507272,"response_at":1790886601.4600928,"sequence":null,"sha256":"90f2b848aa71bb808099947aecd05bd723107aceba55648dbe51fe93cfddc328","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 20:30:01 GMT"},"metrics":{"ask":"60.712","ask_levels":634,"bid":"60.686","bid_levels":251,"depth_1pct_eur":{"buy":"6647.95666923422","sell":"87629.69443527147"},"mid":"60.699","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.2962447954040849,"ltc":"1.647072039132368200009881911","mid_cost_bps":2.438023921622643,"side":"buy","target_ltc":null,"vwap":"60.71379856140185728006562215"},{"budget_eur":100,"eur":"99.99762709393270276505289520","filled_fraction":1.0,"full":true,"impact_bps":0.2372906067297235,"ltc":"1.647826516824308736776192202","mid_cost_bps":2.378955464834676,"side":"sell","target_ltc":"1.647826516824308736776192202","vwap":"60.68455997822400000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.469461486458646,"ltc":"16.46714183058866147437058504","mid_cost_bps":4.6117060539033154,"side":"buy","target_ltc":null,"vwap":"60.72699259457658773351227925"},{"budget_eur":1000,"eur":"999.7130616337339228158059517","filled_fraction":1.0,"full":true,"impact_bps":2.869383662660772,"ltc":"16.47826516824308736776192202","mid_cost_bps":5.010484801269075,"side":"sell","target_ltc":"16.47826516824308736776192202","vwap":"60.66858685830477684000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":53.45693243506776,"ltc":"163.8362648643028154123904169","mid_cost_bps":55.61009706910878,"side":"buy","target_ltc":null,"vwap":"61.03654772819978338534492567"},{"budget_eur":10000,"eur":"9990.964344773893099232112840","filled_fraction":1.0,"full":true,"impact_bps":9.0356552261069,"ltc":"164.7826516824308736776192202","mid_cost_bps":11.17543572466636,"side":"sell","target_ltc":"164.7826516824308736776192202","vwap":"60.63116622269484766200000000"}],"spread_bps":4.283431358012487},"raw_file":"1790886601-coinbase.json","request_at":1790886601.2517538,"response_at":1790886601.3943746,"sequence":10012311994,"sha256":"662db18666d3392fc40310a3596f6678ffd559ebcbba37bf3b62c8882e575480","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790886601.408,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 20:30:01 GMT"},"metrics":{"ask":"60.75","ask_levels":100,"bid":"60.69","bid_levels":100,"depth_1pct_eur":{"buy":"55964.99480264","sell":"80362.79444016"},"mid":"60.72","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.646090534979423868312757202","mid_cost_bps":4.940711462450593,"side":"buy","target_ltc":null,"vwap":"60.74999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.647717910693689240402043170","mid_cost_bps":4.940711462450593,"side":"sell","target_ltc":"1.647717910693689240402043170","vwap":"60.69000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.2488102284033042,"ltc":"16.45884995177748518762343647","mid_cost_bps":6.190138691954887,"side":"buy","target_ltc":null,"vwap":"60.75758652213755007354879991"},{"budget_eur":1000,"eur":"999.7687025857225243038391826","filled_fraction":1.0,"full":true,"impact_bps":2.312974142774757,"ltc":"16.47717910693689240402043170","mid_cost_bps":7.252542831439394,"side":"sell","target_ltc":"16.47717910693689240402043170","vwap":"60.67596255992750000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.6896833615591715,"ltc":"164.4990088696795398520953164","mid_cost_bps":11.633700003536227,"side":"buy","target_ltc":null,"vwap":"60.79063982642147196682982285"},{"budget_eur":10000,"eur":"9987.872166772369418355577524","filled_fraction":1.0,"full":true,"impact_bps":12.127833227630582,"ltc":"164.7717910693689240402043170","mid_cost_bps":17.06255267761693,"side":"sell","target_ltc":"164.7717910693689240402043170","vwap":"60.61639618014151000000000000"}],"spread_bps":9.881422924901186},"raw_file":"1790886601-okx.json","request_at":1790886601.2520773,"response_at":1790886601.5452974,"sequence":null,"sha256":"5cbfe85c8dc06d4549185c27eecf8219c67acf32caf0d24c3ff8e7bffed6c5a3","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790887501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 20:45:01 GMT"},"metrics":{"ask":"60.93000","ask_levels":100,"bid":"60.92000","bid_levels":100,"depth_1pct_eur":{"buy":"278642.00235000","sell":"485667.33348000"},"mid":"60.92500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.641227638273428524536353192","mid_cost_bps":0.8206811653672548,"side":"buy","target_ltc":null,"vwap":"60.93000000000000000000000000"},{"budget_eur":100,"eur":"99.98960502954694681549573212","filled_fraction":1.0,"full":true,"impact_bps":1.0394970453053185,"ltc":"1.641497045305318450426789232","mid_cost_bps":1.8600929011079195,"side":"sell","target_ltc":"1.641497045305318450426789232","vwap":"60.91366738400000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.19649925002677715,"ltc":"16.41195388907121759107318674","mid_cost_bps":1.0171965417173825,"side":"buy","target_ltc":null,"vwap":"60.93119726993041315321175550"},{"budget_eur":1000,"eur":"999.8306305909389363099146423","filled_fraction":1.0,"full":true,"impact_bps":1.6936940906106368,"ltc":"16.41497045305318450426789232","mid_cost_bps":2.514236257693886,"side":"sell","target_ltc":"16.41497045305318450426789232","vwap":"60.90968201560000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.1892857527310134,"ltc":"164.0540369033951123503362309","mid_cost_bps":5.010310724889629,"side":"buy","target_ltc":null,"vwap":"60.95552531809139006424117511"},{"budget_eur":10000,"eur":"9995.757708864084044648719634","filled_fraction":1.0,"full":true,"impact_bps":4.242291135915956,"ltc":"164.1497045305318450426789232","mid_cost_bps":5.062624144439885,"side":"sell","target_ltc":"164.1497045305318450426789232","vwap":"60.89415596240000000000000000"}],"spread_bps":1.6413623307345095},"raw_file":"1790887501-kraken.json","request_at":1790887501.6995356,"response_at":1790887501.9333727,"sequence":null,"sha256":"b591a9e6d6ca2cfe81a27e20535f21be49895cf21930fbefed7e0454691babbf","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 20:45:01 GMT"},"metrics":{"ask":"60.944","ask_levels":627,"bid":"60.903","bid_levels":250,"depth_1pct_eur":{"buy":"4782.62309378680","sell":"66151.06629344593"},"mid":"60.9235","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.640850616959831976896823313","mid_cost_bps":3.3648756227071654,"side":"buy","target_ltc":null,"vwap":"60.94400000000000000000000000"},{"budget_eur":100,"eur":"99.99647586855819910349243882","filled_fraction":1.0,"full":true,"impact_bps":0.3524131441800897,"ltc":"1.641955240300149417926867314","mid_cost_bps":3.717170184247458,"side":"sell","target_ltc":"1.641955240300149417926867314","vwap":"60.90085369822800000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.2131905278221935,"ltc":"16.40323549750569756193536751","mid_cost_bps":6.579147349177177,"side":"buy","target_ltc":null,"vwap":"60.96358246835275957502204819"},{"budget_eur":1000,"eur":"999.8441023926669835640280448","filled_fraction":1.0,"full":true,"impact_bps":1.5589760733301643,"ltc":"16.41955240300149417926867314","mid_cost_bps":4.923327119978777,"side":"sell","target_ltc":"16.41955240300149417926867314","vwap":"60.89350536802059730000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":170.6162562936478,"ltc":"161.3324675330722704714640199","mid_cost_bps":174.038542164519,"side":"buy","target_ltc":null,"vwap":"61.98380371235600719225859808"},{"budget_eur":10000,"eur":"9992.628795871879058667060738","filled_fraction":1.0,"full":true,"impact_bps":7.371204128120941,"ltc":"164.1955240300149417926867314","mid_cost_bps":10.733599432320036,"side":"sell","target_ltc":"164.1955240300149417926867314","vwap":"60.85810715549850503100000000"}],"spread_bps":6.729751245414331},"raw_file":"1790887501-coinbase.json","request_at":1790887501.7008162,"response_at":1790887501.8351502,"sequence":10012354355,"sha256":"470e0404d10543ac83399ffd5b352ed46b50d44ab2a36e33d89c15bd4cd59e1d","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790887501.808,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 20:45:01 GMT"},"metrics":{"ask":"60.93","ask_levels":100,"bid":"60.91","bid_levels":100,"depth_1pct_eur":{"buy":"74492.70858224","sell":"74422.99722870"},"mid":"60.92","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.641227638273428524536353192","mid_cost_bps":1.6414970453053184,"side":"buy","target_ltc":null,"vwap":"60.93000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.641766540797898538827778690","mid_cost_bps":1.6414970453053184,"side":"sell","target_ltc":"1.641766540797898538827778690","vwap":"60.91000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.09599658293677,"ltc":"16.40719672023614299770416530","mid_cost_bps":4.738001835166405,"side":"buy","target_ltc":null,"vwap":"60.94886390717983373885550323"},{"budget_eur":1000,"eur":"999.6172155896010507305861107","filled_fraction":1.0,"full":true,"impact_bps":3.827844103989493,"ltc":"16.41766540797898538827778690","mid_cost_bps":5.468712809816152,"side":"sell","target_ltc":"16.41766540797898538827778690","vwap":"60.88668460156260000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.740815457330955,"ltc":"163.8811895900753357353422863","mid_cost_bps":16.38473220313813,"side":"buy","target_ltc":null,"vwap":"61.01981578858151750439167873"},{"budget_eur":10000,"eur":"9986.414853408829420456411099","filled_fraction":1.0,"full":true,"impact_bps":13.585146591170579,"ltc":"164.1766540797898538827778690","mid_cost_bps":15.224413638676953,"side":"sell","target_ltc":"164.1766540797898538827778690","vwap":"60.82725287211318000000000000"}],"spread_bps":3.2829940906106367},"raw_file":"1790887501-okx.json","request_at":1790887501.701196,"response_at":1790887501.9416714,"sequence":null,"sha256":"905e0dd3aca047efc36602d2a9d2aa229e50e946b6b2c27c7b135c080ae12121","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790888402,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 21:00:02 GMT"},"metrics":{"ask":"60.88000","ask_levels":100,"bid":"60.87000","bid_levels":100,"depth_1pct_eur":{"buy":"261421.75256000","sell":"829334.35696000"},"mid":"60.87500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.642575558475689881734559790","mid_cost_bps":0.8213552361396304,"side":"buy","target_ltc":null,"vwap":"60.87999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.642845408247083949400361426","mid_cost_bps":0.8213552361396304,"side":"sell","target_ltc":"1.642845408247083949400361426","vwap":"60.87000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.842508157823064,"ltc":"16.42437181803251765478732140","mid_cost_bps":1.6639325938113863,"side":"buy","target_ltc":null,"vwap":"60.88512918966482681385489161"},{"budget_eur":1000,"eur":"999.8757154591752916050599639","filled_fraction":1.0,"full":true,"impact_bps":1.242845408247084,"ltc":"16.42845408247083949400361426","mid_cost_bps":2.064098562628337,"side":"sell","target_ltc":"16.42845408247083949400361426","vwap":"60.86243480000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.187234805261503,"ltc":"164.1888061391989494418910046","mid_cost_bps":5.008933962124358,"side":"buy","target_ltc":null,"vwap":"60.90549188549443202782994671"},{"budget_eur":10000,"eur":"9996.355758367011664202398554","filled_fraction":1.0,"full":true,"impact_bps":3.6442416329883356,"ltc":"164.2845408247083949400361426","mid_cost_bps":4.465297547433265,"side":"sell","target_ltc":"164.2845408247083949400361426","vwap":"60.84781750118000000000000000"}],"spread_bps":1.6427104722792607},"raw_file":"1790888402-kraken.json","request_at":1790888402.1362183,"response_at":1790888402.3479495,"sequence":null,"sha256":"7cc824549bafcceb08acfeb2177a439f82896b9ebcac8e228269aab15dc0cdf5","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 21:00:02 GMT"},"metrics":{"ask":"60.909","ask_levels":627,"bid":"60.872","bid_levels":258,"depth_1pct_eur":{"buy":"5205.84503859793","sell":"75455.37491262547"},"mid":"60.8905","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.641793495214171961450688732","mid_cost_bps":3.038240776475805,"side":"buy","target_ltc":null,"vwap":"60.90900000000000000000000000"},{"budget_eur":100,"eur":"99.99647085141280063083190960","filled_fraction":1.0,"full":true,"impact_bps":0.35291485871993694,"ltc":"1.642791431199894861348403207","mid_cost_bps":3.391048411164303,"side":"sell","target_ltc":"1.642791431199894861348403207","vwap":"60.86985173667200000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.60899646545098,"ltc":"16.40381291540085910089517002","mid_cost_bps":11.649852862337372,"side":"buy","target_ltc":null,"vwap":"60.96143653657141537575698540"},{"budget_eur":1000,"eur":"999.8024896463660231305033515","filled_fraction":1.0,"full":true,"impact_bps":1.9751035363397687,"ltc":"16.42791431199894861348403207","mid_cost_bps":5.012744228805387,"side":"sell","target_ltc":"16.42791431199894861348403207","vwap":"60.85997714975359256000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":93.87066500503899,"ltc":"162.6525195043553054922313301","mid_cost_bps":96.93742594972811,"side":"buy","target_ltc":null,"vwap":"61.48075683347919195371953151"},{"budget_eur":10000,"eur":"9988.812644360691167039032726","filled_fraction":1.0,"full":true,"impact_bps":11.187355639308834,"ltc":"164.2791431199894861348403207","mid_cost_bps":14.222197427776209,"side":"sell","target_ltc":"164.2791431199894861348403207","vwap":"60.80390032875239927200000000"}],"spread_bps":6.07648155295161},"raw_file":"1790888402-coinbase.json","request_at":1790888402.1376996,"response_at":1790888402.3041084,"sequence":10012386490,"sha256":"46bf5f7dd5b0f27e70da4e03e2f7cdf65717dcafe70ae6972f854e047877bde7","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790888402.308,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 21:00:02 GMT"},"metrics":{"ask":"60.88","ask_levels":100,"bid":"60.86","bid_levels":100,"depth_1pct_eur":{"buy":"76785.27330920","sell":"69591.10440814"},"mid":"60.87","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.642575558475689881734559790","mid_cost_bps":1.642845408247084,"side":"buy","target_ltc":null,"vwap":"60.87999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.643115346697338153138350312","mid_cost_bps":1.642845408247084,"side":"sell","target_ltc":"1.643115346697338153138350312","vwap":"60.86000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.559027751101734,"ltc":"16.41827044969637288691941572","mid_cost_bps":6.202622137129515,"side":"buy","target_ltc":null,"vwap":"60.90775536094870735452304214"},{"budget_eur":1000,"eur":"999.6993107666513309234308247","filled_fraction":1.0,"full":true,"impact_bps":3.006892333486691,"ltc":"16.43115346697338153138350312","mid_cost_bps":4.649243755807459,"side":"sell","target_ltc":"16.43115346697338153138350312","vwap":"60.84170005325840000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.943166266769348,"ltc":"164.0616143337707069050352632","mid_cost_bps":13.58797375260256,"side":"buy","target_ltc":null,"vwap":"60.95270999623209178461456225"},{"budget_eur":10000,"eur":"9988.652666453026618468616496","filled_fraction":1.0,"full":true,"impact_bps":11.347333546973381,"ltc":"164.3115346697338153138350312","mid_cost_bps":12.988314763739115,"side":"sell","target_ltc":"164.3115346697338153138350312","vwap":"60.79094012803312000000000000"}],"spread_bps":3.285690816494168},"raw_file":"1790888402-okx.json","request_at":1790888402.138065,"response_at":1790888402.434373,"sequence":null,"sha256":"b861a7832302f7f1d2f942b1e17256b2c9ee501cf7267075bd1ee714771db0bd","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790889301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 21:15:01 GMT"},"metrics":{"ask":"60.87000","ask_levels":100,"bid":"60.86000","bid_levels":100,"depth_1pct_eur":{"buy":"244655.09866000","sell":"785054.23457000"},"mid":"60.86500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.642845408247083949400361426","mid_cost_bps":0.8214901831923108,"side":"buy","target_ltc":null,"vwap":"60.87000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.643115346697338153138350312","mid_cost_bps":0.8214901831923108,"side":"sell","target_ltc":"1.643115346697338153138350312","vwap":"60.86000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.48542055724187483,"ltc":"16.42765665024630541871921182","mid_cost_bps":1.3069506172564351,"side":"buy","target_ltc":null,"vwap":"60.87295475493193129224616796"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.43115346697338153138350312","mid_cost_bps":0.8214901831923108,"side":"sell","target_ltc":"16.43115346697338153138350312","vwap":"60.86000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.44302842003245,"ltc":"164.1295528215223097112860892","mid_cost_bps":10.265294338739427,"side":"buy","target_ltc":null,"vwap":"60.92747971399273752037754842"},{"budget_eur":10000,"eur":"9996.119503959907985540584948","filled_fraction":1.0,"full":true,"impact_bps":3.8804960400920145,"ltc":"164.3115346697338153138350312","mid_cost_bps":4.70166744434404,"side":"sell","target_ltc":"164.3115346697338153138350312","vwap":"60.83638330110000000000000000"}],"spread_bps":1.6429803663846216},"raw_file":"1790889301-kraken.json","request_at":1790889301.51795,"response_at":1790889301.7034247,"sequence":null,"sha256":"188a214168f466d53a0475926bee189fd33477066a8f25c453aaa753d3ba89e9","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 21:15:01 GMT"},"metrics":{"ask":"60.936","ask_levels":626,"bid":"60.868","bid_levels":251,"depth_1pct_eur":{"buy":"7943.48909572335","sell":"79317.17049072634"},"mid":"60.902","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.641066036497308651700144414","mid_cost_bps":5.582739483104003,"side":"buy","target_ltc":null,"vwap":"60.93599999999999999999999999"},{"budget_eur":100,"eur":"99.99764680244463429059604389","filled_fraction":1.0,"full":true,"impact_bps":0.23531975553657095,"ltc":"1.642899388841427350989025432","mid_cost_bps":5.817927865751535,"side":"sell","target_ltc":"1.642899388841427350989025432","vwap":"60.86656765571200000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.41066036497308651700144414","mid_cost_bps":5.582739483104003,"side":"buy","target_ltc":null,"vwap":"60.93599999999999999999999999"},{"budget_eur":1000,"eur":"999.7860209233501288033120851","filled_fraction":1.0,"full":true,"impact_bps":2.139790766498712,"ltc":"16.42899388841427350989025432","mid_cost_bps":7.721335660162944,"side":"sell","target_ltc":"16.42899388841427350989025432","vwap":"60.85497552156247564000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":45.42543567939176,"ltc":"163.3645132309242159149818559","mid_cost_bps":51.03353499982622,"side":"buy","target_ltc":null,"vwap":"61.21280443485594164458328616"},{"budget_eur":10000,"eur":"9994.980514420132010251692186","filled_fraction":1.0,"full":true,"impact_bps":5.01948557986799,"ltc":"164.2899388841427350989025432","mid_cost_bps":10.599422814938833,"side":"sell","target_ltc":"164.2899388841427350989025432","vwap":"60.83744739517245952000000000"}],"spread_bps":11.165478966208006},"raw_file":"1790889301-coinbase.json","request_at":1790889301.5192149,"response_at":1790889301.6765952,"sequence":10012416287,"sha256":"d66f54ccf33db9be83ed4cc194cd04e66576d5f7d331da4d22d17f353f245efb","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790889301.651,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 21:15:01 GMT"},"metrics":{"ask":"60.89","ask_levels":100,"bid":"60.85","bid_levels":100,"depth_1pct_eur":{"buy":"75341.01822464","sell":"75530.00571783"},"mid":"60.87","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.642305797339464608310067335","mid_cost_bps":3.285690816494168,"side":"buy","target_ltc":null,"vwap":"60.88999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.643385373870172555464256368","mid_cost_bps":3.285690816494168,"side":"sell","target_ltc":"1.643385373870172555464256368","vwap":"60.85000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.6471190517320258,"ltc":"16.41707047234531429509272936","mid_cost_bps":6.934008198783687,"side":"buy","target_ltc":null,"vwap":"60.91220730790599630380439308"},{"budget_eur":1000,"eur":"999.6897919130649137222678717","filled_fraction":1.0,"full":true,"impact_bps":3.102080869350863,"ltc":"16.43385373870172555464256368","mid_cost_bps":6.386752437982586,"side":"sell","target_ltc":"16.43385373870172555464256368","vwap":"60.83112383791000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.229775481991073,"ltc":"164.0463593555264020990488685","mid_cost_bps":14.519156055502489,"side":"buy","target_ltc":null,"vwap":"60.95837810290984364535039258"},{"budget_eur":10000,"eur":"9987.906268727428101889893179","filled_fraction":1.0,"full":true,"impact_bps":12.093731272571898,"ltc":"164.3385373870172555464256368","mid_cost_bps":15.375448462888123,"side":"sell","target_ltc":"164.3385373870172555464256368","vwap":"60.77640964520640000000000000"}],"spread_bps":6.571381632988336},"raw_file":"1790889301-okx.json","request_at":1790889301.5194328,"response_at":1790889301.799021,"sequence":null,"sha256":"ce84de018a18e4bffe8c96d229c520027f29f30cc5e3ccf7c033665ae9c0d26c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790890202,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 21:30:02 GMT"},"metrics":{"ask":"60.83000","ask_levels":100,"bid":"60.80000","bid_levels":100,"depth_1pct_eur":{"buy":"250438.22138000","sell":"857876.80602000"},"mid":"60.81500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.643925694558605951011014302","mid_cost_bps":2.4664967524459427,"side":"buy","target_ltc":null,"vwap":"60.83000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.644736842105263157894736842","mid_cost_bps":2.4664967524459427,"side":"sell","target_ltc":"1.644736842105263157894736842","vwap":"60.80000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.43925694558605951011014302","mid_cost_bps":2.4664967524459427,"side":"buy","target_ltc":null,"vwap":"60.83000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.44736842105263157894736842","mid_cost_bps":2.4664967524459427,"side":"sell","target_ltc":"16.44736842105263157894736842","vwap":"60.80000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5383626570656665,"ltc":"164.3344219776609724047306176","mid_cost_bps":6.005732145511872,"side":"buy","target_ltc":null,"vwap":"60.85152386004293045022358293"},{"budget_eur":10000,"eur":"9998.773973157894736842105263","filled_fraction":1.0,"full":true,"impact_bps":1.2260268421052631,"ltc":"164.4736842105263157894736842","mid_cost_bps":3.6922211954287594,"side":"sell","target_ltc":"164.4736842105263157894736842","vwap":"60.79254575680000000000000000"}],"spread_bps":4.932993504891885},"raw_file":"1790890202-kraken.json","request_at":1790890202.138465,"response_at":1790890202.3522844,"sequence":null,"sha256":"83e82b09cfa745df0ecb5eaf1150f0affd1609466281079ea358973cdbab38ab","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 21:30:02 GMT"},"metrics":{"ask":"60.848","ask_levels":619,"bid":"60.806","bid_levels":226,"depth_1pct_eur":{"buy":"5176.34033379401","sell":"86724.25584606353"},"mid":"60.827","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.643439389955298448593215882","mid_cost_bps":3.4524142239466027,"side":"buy","target_ltc":null,"vwap":"60.84800000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.644574548564286419103377956","mid_cost_bps":3.4524142239466027,"side":"sell","target_ltc":"1.644574548564286419103377956","vwap":"60.80600000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":5.688350120757288,"ltc":"16.42505075560807370789469362","mid_cost_bps":9.14272819879066,"side":"buy","target_ltc":null,"vwap":"60.88261247281478394964873230"},{"budget_eur":1000,"eur":"999.6900282859732855310331217","filled_fraction":1.0,"full":true,"impact_bps":3.0997171402671446,"ltc":"16.44574548564286419103377956","mid_cost_bps":6.551061213459221,"side":"sell","target_ltc":"16.44574548564286419103377956","vwap":"60.78715185995689160000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":63.17617511139834,"ltc":"163.3121950125359642301710731","mid_cost_bps":66.65040036790185,"side":"buy","target_ltc":null,"vwap":"61.23241439031783660415539160"},{"budget_eur":10000,"eur":"9991.033711242332851363352300","filled_fraction":1.0,"full":true,"impact_bps":8.966288757667149,"ltc":"164.4574548564286419103377956","mid_cost_bps":12.415607447329453,"side":"sell","target_ltc":"164.4574548564286419103377956","vwap":"60.75147958458012913600000000"}],"spread_bps":6.904828447893205},"raw_file":"1790890202-coinbase.json","request_at":1790890202.1400552,"response_at":1790890202.379763,"sequence":10012441875,"sha256":"27d863d31b1c492965b1e252d63ba1f83d7222b5cfadf0c3b92b764748727739","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790890202.251,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 21:30:02 GMT"},"metrics":{"ask":"60.83","ask_levels":100,"bid":"60.81","bid_levels":100,"depth_1pct_eur":{"buy":"70949.05568598","sell":"71009.00530883"},"mid":"60.82","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.643925694558605951011014302","mid_cost_bps":1.644195988161789,"side":"buy","target_ltc":null,"vwap":"60.83000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.644466370662719947377076139","mid_cost_bps":1.644195988161789,"side":"sell","target_ltc":"1.644466370662719947377076139","vwap":"60.80999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.079394858412624,"ltc":"16.43419620765565960243141120","mid_cost_bps":4.724097159441629,"side":"buy","target_ltc":null,"vwap":"60.84873195892372398979212007"},{"budget_eur":1000,"eur":"999.6164635846686400263114621","filled_fraction":1.0,"full":true,"impact_bps":3.8353641533136,"ltc":"16.44466370662719947377076139","mid_cost_bps":5.478929532439987,"side":"sell","target_ltc":"16.44466370662719947377076139","vwap":"60.78667715058370000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.627188510410782,"ltc":"164.1688534644907331474495654","mid_cost_bps":15.273625075440446,"side":"buy","target_ltc":null,"vwap":"60.91289418770882879115995742"},{"budget_eur":10000,"eur":"9986.805612712047360631475088","filled_fraction":1.0,"full":true,"impact_bps":13.194387287952638,"ltc":"164.4466370662719947377076139","mid_cost_bps":14.836413860249918,"side":"sell","target_ltc":"164.4466370662719947377076139","vwap":"60.72976493090196000000000000"}],"spread_bps":3.288391976323578},"raw_file":"1790890202-okx.json","request_at":1790890202.1403098,"response_at":1790890202.3886008,"sequence":null,"sha256":"7c88dec40863a3054be42e11780acf1aa41629aa972a84ee5b220205b9eaafa3","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790891101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 21:45:01 GMT"},"metrics":{"ask":"60.47000","ask_levels":100,"bid":"60.46000","bid_levels":100,"depth_1pct_eur":{"buy":"251742.51169000","sell":"820637.18263000"},"mid":"60.46500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.653712584752769968579460890","mid_cost_bps":0.8269246671628214,"side":"buy","target_ltc":null,"vwap":"60.46999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.653986106516705259675818723","mid_cost_bps":0.8269246671628214,"side":"sell","target_ltc":"1.653986106516705259675818723","vwap":"60.46000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.53712584752769968579460890","mid_cost_bps":0.8269246671628214,"side":"buy","target_ltc":null,"vwap":"60.46999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.53986106516705259675818723","mid_cost_bps":0.8269246671628214,"side":"sell","target_ltc":"16.53986106516705259675818723","vwap":"60.46000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.560061321352584,"ltc":"165.2628450355195770692218734","mid_cost_bps":7.387528456167878,"side":"buy","target_ltc":null,"vwap":"60.50966869081021907558038593"},{"budget_eur":10000,"eur":"9996.047721680449884220972543","filled_fraction":1.0,"full":true,"impact_bps":3.952278319550116,"ltc":"165.3986106516705259675818723","mid_cost_bps":4.778876163069544,"side":"sell","target_ltc":"165.3986106516705259675818723","vwap":"60.43610452528000000000000000"}],"spread_bps":1.6538493343256429},"raw_file":"1790891101-kraken.json","request_at":1790891101.6466017,"response_at":1790891101.8451924,"sequence":null,"sha256":"0e04f0d2cad3bd53519d910877bf0930742e376d2421ac6412e7d2f920c77d2e","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 21:45:01 GMT"},"metrics":{"ask":"60.461","ask_levels":623,"bid":"60.441","bid_levels":221,"depth_1pct_eur":{"buy":"5719.91531808430","sell":"74558.32548201719"},"mid":"60.451","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.653958750268768296918674848","mid_cost_bps":1.6542323534763692,"side":"buy","target_ltc":null,"vwap":"60.46100000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.654506047219602587647457851","mid_cost_bps":1.6542323534763692,"side":"sell","target_ltc":"1.654506047219602587647457851","vwap":"60.44100000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.0947082495232445,"ltc":"16.53447056644133644133644134","mid_cost_bps":4.749452539650707,"side":"buy","target_ltc":null,"vwap":"60.47971091554744248903189013"},{"budget_eur":1000,"eur":"999.6572035797953351201998641","filled_fraction":1.0,"full":true,"impact_bps":3.427964202046649,"ltc":"16.54506047219602587647457851","mid_cost_bps":5.08162949059406,"side":"sell","target_ltc":"16.54506047219602587647457851","vwap":"60.42028104156640985000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":58.989512899805455,"ltc":"164.4259344487540951542711848","mid_cost_bps":60.65350348935729,"side":"buy","target_ltc":null,"vwap":"60.81765649394351374435308717"},{"budget_eur":10000,"eur":"9989.804352651465536969937622","filled_fraction":1.0,"full":true,"impact_bps":10.195647348534463,"ltc":"165.4506047219602587647457851","mid_cost_bps":11.848193105039973,"side":"sell","target_ltc":"165.4506047219602587647457851","vwap":"60.37937648786072285200000000"}],"spread_bps":3.3084647069527384},"raw_file":"1790891101-coinbase.json","request_at":1790891101.6479514,"response_at":1790891101.812105,"sequence":10012477441,"sha256":"a70e798cacecbc94cf764aa91075099952d3effe93ed0746e2b0d884c503a8ae","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790891101.751,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 21:45:01 GMT"},"metrics":{"ask":"60.47","ask_levels":100,"bid":"60.44","bid_levels":100,"depth_1pct_eur":{"buy":"74650.90649867","sell":"80200.72509232"},"mid":"60.455","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.653712584752769968579460890","mid_cost_bps":2.4811843519973533,"side":"buy","target_ltc":null,"vwap":"60.46999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.654533421575115817339510258","mid_cost_bps":2.4811843519973533,"side":"sell","target_ltc":"1.654533421575115817339510258","vwap":"60.44000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.528619509715363,"ltc":"16.53129258337464881837712775","mid_cost_bps":6.010679377263883,"side":"buy","target_ltc":null,"vwap":"60.49133756217524880161266452"},{"budget_eur":1000,"eur":"999.7359225613699536730641958","filled_fraction":1.0,"full":true,"impact_bps":2.640774386300463,"ltc":"16.54533421575115817339510258","mid_cost_bps":5.121303513489372,"side":"sell","target_ltc":"16.54533421575115817339510258","vwap":"60.42403915960920000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.271885463310285,"ltc":"165.1520705388549744266622670","mid_cost_bps":15.756362814760946,"side":"buy","target_ltc":null,"vwap":"60.55025509139663730038375104"},{"budget_eur":10000,"eur":"9990.467802187399073461283917","filled_fraction":1.0,"full":true,"impact_bps":9.532197812600927,"ltc":"165.4533421575115817339510258","mid_cost_bps":12.011017050593003,"side":"sell","target_ltc":"165.4533421575115817339510258","vwap":"60.38238739642064000000000000"}],"spread_bps":4.962368703994707},"raw_file":"1790891101-okx.json","request_at":1790891101.6483219,"response_at":1790891101.8841722,"sequence":null,"sha256":"8b83a726d66e5540287272ad9ab3572f961a3695f24abfd556ca4a7f13ac8c42","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790892001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 22:00:01 GMT"},"metrics":{"ask":"60.94000","ask_levels":100,"bid":"60.90000","bid_levels":100,"depth_1pct_eur":{"buy":"342171.01063000","sell":"219151.87484000"},"mid":"60.92000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.640958319658680669510994421","mid_cost_bps":3.2829940906106367,"side":"buy","target_ltc":null,"vwap":"60.93999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.642036124794745484400656814","mid_cost_bps":3.2829940906106367,"side":"sell","target_ltc":"1.642036124794745484400656814","vwap":"60.90000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.40958319658680669510994421","mid_cost_bps":3.2829940906106367,"side":"buy","target_ltc":null,"vwap":"60.93999999999999999999999999"},{"budget_eur":1000,"eur":"999.0863711001642036124794743","filled_fraction":1.0,"full":true,"impact_bps":9.136288998357964,"ltc":"16.42036124794745484400656814","mid_cost_bps":12.41628365068943,"side":"sell","target_ltc":"16.42036124794745484400656814","vwap":"60.84436000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":30.73704595209835,"ltc":"163.5929954240889034155907828","mid_cost_bps":34.030130996731344,"side":"buy","target_ltc":null,"vwap":"61.12731155803208733119045827"},{"budget_eur":10000,"eur":"9973.274639753694581280788175","filled_fraction":1.0,"full":true,"impact_bps":26.725360246305417,"ltc":"164.2036124794745484400656814","mid_cost_bps":29.99958041694025,"side":"sell","target_ltc":"164.2036124794745484400656814","vwap":"60.73724255610000000000000000"}],"spread_bps":6.5659881812212735},"raw_file":"1790892001-kraken.json","request_at":1790892001.3001075,"response_at":1790892001.512811,"sequence":null,"sha256":"9b3bcdf589c14b934201aca8e4f39688e6580298b907bf174b176562f55ec18d","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 22:00:01 GMT"},"metrics":{"ask":"60.962","ask_levels":619,"bid":"60.897","bid_levels":220,"depth_1pct_eur":{"buy":"7208.80856461744","sell":"71340.70889387377"},"mid":"60.9295","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.640366129720153538269741806","mid_cost_bps":5.33403359620545,"side":"buy","target_ltc":null,"vwap":"60.96200000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.642117017258649851388409938","mid_cost_bps":5.33403359620545,"side":"sell","target_ltc":"1.642117017258649851388409938","vwap":"60.89700000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.04161268423530632,"ltc":"16.40359303744779620425503994","mid_cost_bps":5.3756684767863305,"side":"buy","target_ltc":null,"vwap":"60.96225367924563527438851087"},{"budget_eur":1000,"eur":"999.9615479871622405044583476","filled_fraction":1.0,"full":true,"impact_bps":0.38452012837759497,"ltc":"16.42117017258649851388409938","mid_cost_bps":5.718348620254727,"side":"sell","target_ltc":"16.42117017258649851388409938","vwap":"60.89465838777421896000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":56.13991679058926,"ltc":"163.1208538557879730430274754","mid_cost_bps":61.50389560701963,"side":"buy","target_ltc":null,"vwap":"61.30424016073879023853798652"},{"budget_eur":10000,"eur":"9991.768631514637636500977059","filled_fraction":1.0,"full":true,"impact_bps":8.231368485362363,"ltc":"164.2117017258649851388409938","mid_cost_bps":13.561011441963448,"side":"sell","target_ltc":"164.2117017258649851388409938","vwap":"60.84687343533468881500000000"}],"spread_bps":10.6680671924109},"raw_file":"1790892001-coinbase.json","request_at":1790892001.3010967,"response_at":1790892001.465976,"sequence":10012507647,"sha256":"40ad4f619191434ef39067278ea59fd09cb543d85c3a1c1fe1e5d3e62ce8ef6e","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790892001.453,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 22:00:01 GMT"},"metrics":{"ask":"60.92","ask_levels":100,"bid":"60.9","bid_levels":100,"depth_1pct_eur":{"buy":"79469.56948657","sell":"67861.33960827"},"mid":"60.91","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.641497045305318450426789232","mid_cost_bps":1.6417665407978985,"side":"buy","target_ltc":null,"vwap":"60.91999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.642036124794745484400656814","mid_cost_bps":1.6417665407978985,"side":"sell","target_ltc":"1.642036124794745484400656814","vwap":"60.90000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7333460838009063,"ltc":"16.41048489958982772764561116","mid_cost_bps":4.375561376213286,"side":"buy","target_ltc":null,"vwap":"60.93665154434251512175673416"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.42036124794745484400656814","mid_cost_bps":1.6417665407978985,"side":"sell","target_ltc":"16.42036124794745484400656814","vwap":"60.90000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.100932976932107,"ltc":"163.9676851022615535889872173","mid_cost_bps":12.74452203176332,"side":"buy","target_ltc":null,"vwap":"60.98762688369547039203376062"},{"budget_eur":10000,"eur":"9988.628964312463054187192115","filled_fraction":1.0,"full":true,"impact_bps":11.371035687536946,"ltc":"164.2036124794745484400656814","mid_cost_bps":13.010935369742242,"side":"sell","target_ltc":"164.2036124794745484400656814","vwap":"60.83075039266290000000000000"}],"spread_bps":3.283533081595797},"raw_file":"1790892001-okx.json","request_at":1790892001.3014238,"response_at":1790892001.5774982,"sequence":null,"sha256":"76a630c12a8d7e7926f467ca0c7ed2fb683a10060c72206e8d90afcf8fa4508c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790892901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 22:15:01 GMT"},"metrics":{"ask":"60.66000","ask_levels":100,"bid":"60.64000","bid_levels":100,"depth_1pct_eur":{"buy":"291039.73670000","sell":"524225.74414000"},"mid":"60.65000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.648532805802835476425980877","mid_cost_bps":1.6488046166529267,"side":"buy","target_ltc":null,"vwap":"60.66000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.649076517150395778364116095","mid_cost_bps":1.6488046166529267,"side":"sell","target_ltc":"1.649076517150395778364116095","vwap":"60.64000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7348656684753636,"ltc":"16.48411669688478655018955002","mid_cost_bps":2.3837914501189705,"side":"buy","target_ltc":null,"vwap":"60.66445769514497155539869879"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.49076517150395778364116095","mid_cost_bps":1.6488046166529267,"side":"sell","target_ltc":"16.49076517150395778364116095","vwap":"60.64000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.630004843825301,"ltc":"164.7934604743083003952569170","mid_cost_bps":5.279407977352725,"side":"buy","target_ltc":null,"vwap":"60.68201960938264427800754930"},{"budget_eur":10000,"eur":"9997.612130448548812664907652","filled_fraction":1.0,"full":true,"impact_bps":2.387869551451187,"ltc":"164.9076517150395778364116095","mid_cost_bps":4.036280455070075,"side":"sell","target_ltc":"164.9076517150395778364116095","vwap":"60.62551995904000000000000000"}],"spread_bps":3.2976092333058533},"raw_file":"1790892901-kraken.json","request_at":1790892901.695964,"response_at":1790892901.9065478,"sequence":null,"sha256":"4039b3559d528cd398198378ac7a2f4ea822ed907b227de3f4b8d9ba04184506","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 22:15:01 GMT"},"metrics":{"ask":"60.682","ask_levels":627,"bid":"60.621","bid_levels":227,"depth_1pct_eur":{"buy":"7645.71881493201","sell":"94006.09710099436"},"mid":"60.6515","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.647935137272996934840644672","mid_cost_bps":5.028729709900002,"side":"buy","target_ltc":null,"vwap":"60.68200000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.649593375233005064251661965","mid_cost_bps":5.028729709900002,"side":"sell","target_ltc":"1.649593375233005064251661965","vwap":"60.62100000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.14699631391886825,"ltc":"16.47910913590000494372394246","mid_cost_bps":5.175799944291976,"side":"buy","target_ltc":null,"vwap":"60.68289200303212247631036741"},{"budget_eur":1000,"eur":"999.9513933928460196961449001","filled_fraction":1.0,"full":true,"impact_bps":0.486066071539803,"ltc":"16.49593375233005064251661965","mid_cost_bps":5.514551351950312,"side":"sell","target_ltc":"16.49593375233005064251661965","vwap":"60.61805341886771856000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":31.636243415303756,"ltc":"164.2738130935210190668315221","mid_cost_bps":36.68088213692097,"side":"buy","target_ltc":null,"vwap":"60.87397505229274624836707038"},{"budget_eur":10000,"eur":"9997.721684861360689365071508","filled_fraction":1.0,"full":true,"impact_bps":2.278315138639311,"ltc":"164.9593375233005064251661965","mid_cost_bps":7.305899145436694,"side":"sell","target_ltc":"164.9593375233005064251661965","vwap":"60.60718862579805463500000000"}],"spread_bps":10.057459419800004},"raw_file":"1790892901-coinbase.json","request_at":1790892901.6971822,"response_at":1790892901.8219416,"sequence":10012550193,"sha256":"ff40bc0ccda4df6652c65ef39fa12b028eaa2b33318aea714b6a17fd15eb896f","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790892901.852,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 22:15:01 GMT"},"metrics":{"ask":"60.66","ask_levels":100,"bid":"60.64","bid_levels":100,"depth_1pct_eur":{"buy":"68672.69288385","sell":"73032.97886849"},"mid":"60.65","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.648532805802835476425980877","mid_cost_bps":1.6488046166529267,"side":"buy","target_ltc":null,"vwap":"60.66000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.649076517150395778364116095","mid_cost_bps":1.6488046166529267,"side":"sell","target_ltc":"1.649076517150395778364116095","vwap":"60.64000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8304110026622078,"ltc":"16.48231111766644693473961767","mid_cost_bps":3.4795174183262905,"side":"buy","target_ltc":null,"vwap":"60.67110327314214895221381291"},{"budget_eur":1000,"eur":"999.6155755114248021108179420","filled_fraction":1.0,"full":true,"impact_bps":3.844244885751979,"ltc":"16.49076517150395778364116095","mid_cost_bps":5.492415661533388,"side":"sell","target_ltc":"16.49076517150395778364116095","vwap":"60.61668849901280000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.90777181200992,"ltc":"164.6901093779423868312757202","mid_cost_bps":11.558210026653285,"side":"buy","target_ltc":null,"vwap":"60.72010054381165217297161017"},{"budget_eur":10000,"eur":"9988.808387115646437994722955","filled_fraction":1.0,"full":true,"impact_bps":11.191612884353562,"ltc":"164.9076517150395778364116095","mid_cost_bps":12.838572222707338,"side":"sell","target_ltc":"164.9076517150395778364116095","vwap":"60.57213405946928000000000000"}],"spread_bps":3.2976092333058533},"raw_file":"1790892901-okx.json","request_at":1790892901.6975482,"response_at":1790892901.979133,"sequence":null,"sha256":"fc9f1fcaf555298cb5873d7801b140e96ffcd6c696afabdf3065b2ff20ecd0f4","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790893801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 22:30:02 GMT"},"metrics":{"ask":"60.61000","ask_levels":100,"bid":"60.59000","bid_levels":100,"depth_1pct_eur":{"buy":"311800.19542000","sell":"868306.99721000"},"mid":"60.60000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.649892756970796898201616895","mid_cost_bps":1.6501650165016502,"side":"buy","target_ltc":null,"vwap":"60.61000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.650437365901964020465423337","mid_cost_bps":1.6501650165016502,"side":"sell","target_ltc":"1.650437365901964020465423337","vwap":"60.59000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.18226600761151984,"ltc":"16.49862685582316067304519960","mid_cost_bps":1.832461101012116,"side":"buy","target_ltc":null,"vwap":"60.61110471427213342169903147"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.50437365901964020465423337","mid_cost_bps":1.6501650165016502,"side":"sell","target_ltc":"16.50437365901964020465423337","vwap":"60.59000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.398030657399683,"ltc":"164.9167448071216617210682493","mid_cost_bps":6.048921421534567,"side":"buy","target_ltc":null,"vwap":"60.63665646381449947687838820"},{"budget_eur":10000,"eur":"9998.561585268196071959069152","filled_fraction":1.0,"full":true,"impact_bps":1.438414731803928,"ltc":"165.0437365901964020465423337","mid_cost_bps":3.088342386138614,"side":"sell","target_ltc":"165.0437365901964020465423337","vwap":"60.58128464514000000000000000"}],"spread_bps":3.3003300330033003},"raw_file":"1790893801-kraken.json","request_at":1790893801.842218,"response_at":1790893802.0394628,"sequence":null,"sha256":"b0359ebe83efb91d9c0567636ab503d837e4fe1cb1c06251e67316f6ad751ea9","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 22:30:01 GMT"},"metrics":{"ask":"60.637","ask_levels":627,"bid":"60.587","bid_levels":222,"depth_1pct_eur":{"buy":"8933.26490660900","sell":"80048.39111016101"},"mid":"60.612","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.649158104787505978198129855","mid_cost_bps":4.124595789612618,"side":"buy","target_ltc":null,"vwap":"60.63699999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.650519088253255648901579547","mid_cost_bps":4.124595789612618,"side":"sell","target_ltc":"1.650519088253255648901579547","vwap":"60.58699999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1464931773137322,"ltc":"16.49133946100347960883259948","mid_cost_bps":4.271149389440586,"side":"buy","target_ltc":null,"vwap":"60.63788829067927727791944285"},{"budget_eur":1000,"eur":"999.9805487007449348870219685","filled_fraction":1.0,"full":true,"impact_bps":0.19451299255065113,"ltc":"16.50519088253255648901579547","mid_cost_bps":4.319028553416259,"side":"sell","target_ltc":"16.50519088253255648901579547","vwap":"60.58582150413203337000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":34.551228338485124,"ltc":"164.3479680616043425814234017","mid_cost_bps":38.69007511319083,"side":"buy","target_ltc":null,"vwap":"60.84650828327607225927882562"},{"budget_eur":10000,"eur":"9996.393899447355675144833051","filled_fraction":1.0,"full":true,"impact_bps":3.606100552644325,"ltc":"165.0519088253255648901579547","mid_cost_bps":7.729208971541307,"side":"sell","target_ltc":"165.0519088253255648901579547","vwap":"60.56515171858169382900000000"}],"spread_bps":8.249191579225236},"raw_file":"1790893801-coinbase.json","request_at":1790893801.8436599,"response_at":1790893801.9759047,"sequence":10012581216,"sha256":"889ce6d817f504d2e468f820297d21a0d58c12ea4cfb197c9f5a35e588243f11","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790893802.002,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 22:30:02 GMT"},"metrics":{"ask":"60.6","ask_levels":100,"bid":"60.58","bid_levels":100,"depth_1pct_eur":{"buy":"67805.27691196","sell":"82121.17866838"},"mid":"60.59","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.650165016501650165016501650","mid_cost_bps":1.650437365901964,"side":"buy","target_ltc":null,"vwap":"60.6"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.650709805216242984483327831","mid_cost_bps":1.650437365901964,"side":"sell","target_ltc":"1.650709805216242984483327831","vwap":"60.58000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8322930948861709,"ltc":"16.49862713295941933355328274","mid_cost_bps":3.4830328692870434,"side":"buy","target_ltc":null,"vwap":"60.61110369615501019529956657"},{"budget_eur":1000,"eur":"999.7250037984351271046550017","filled_fraction":1.0,"full":true,"impact_bps":2.749962015648729,"ltc":"16.50709805216242984483327831","mid_cost_bps":4.3999455175441495,"side":"sell","target_ltc":"16.50709805216242984483327831","vwap":"60.56334073010920000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.963560543280854,"ltc":"164.8193190599374279598221637","mid_cost_bps":13.615972419917805,"side":"buy","target_ltc":null,"vwap":"60.67249917689228197480083828"},{"budget_eur":10000,"eur":"9993.347453548702542093100033","filled_fraction":1.0,"full":true,"impact_bps":6.652546451297458,"ltc":"165.0709805216242984483327831","mid_cost_bps":8.301885856075259,"side":"sell","target_ltc":"165.0709805216242984483327831","vwap":"60.53969887359804000000000000"}],"spread_bps":3.300874731803928},"raw_file":"1790893801-okx.json","request_at":1790893801.8439727,"response_at":1790893802.135536,"sequence":null,"sha256":"a187d0d810b3be25fb6898c5db6e59768bea813027c23a6ca355a486017f16a2","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790894701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 22:45:01 GMT"},"metrics":{"ask":"60.64000","ask_levels":100,"bid":"60.61000","bid_levels":100,"depth_1pct_eur":{"buy":"315847.08925000","sell":"853980.89420000"},"mid":"60.62500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.649076517150395778364116095","mid_cost_bps":2.4742268041237114,"side":"buy","target_ltc":null,"vwap":"60.64000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.649892756970796898201616895","mid_cost_bps":2.4742268041237114,"side":"sell","target_ltc":"1.649892756970796898201616895","vwap":"60.61000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.18224978475196835,"ltc":"16.49046463314097279472382523","mid_cost_bps":2.656521681605928,"side":"buy","target_ltc":null,"vwap":"60.64110516269473593613288802"},{"budget_eur":1000,"eur":"999.9817607243029203101798384","filled_fraction":1.0,"full":true,"impact_bps":0.1823927569707969,"ltc":"16.49892756970796898201616895","mid_cost_bps":2.6565744329896908,"side":"sell","target_ltc":"16.49892756970796898201616895","vwap":"60.60889451750000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.2920586489568944,"ltc":"164.8533810151615029663810152","mid_cost_bps":5.767099983055605,"side":"buy","target_ltc":null,"vwap":"60.65996304364727460684096671"},{"budget_eur":10000,"eur":"9998.496857243029203101798384","filled_fraction":1.0,"full":true,"impact_bps":1.503142756970797,"ltc":"164.9892756970796898201616895","mid_cost_bps":3.9769976494845363,"side":"sell","target_ltc":"164.9892756970796898201616895","vwap":"60.60088945175000000000000000"}],"spread_bps":4.948453608247423},"raw_file":"1790894701-kraken.json","request_at":1790894701.4318976,"response_at":1790894701.6220112,"sequence":null,"sha256":"326202bfdc91fd980880fc554b7e50765a1dae4f8323639fedbaee62c4c638a8","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 22:45:01 GMT"},"metrics":{"ask":"60.665","ask_levels":622,"bid":"60.608","bid_levels":221,"depth_1pct_eur":{"buy":"9748.51358175042","sell":"82177.00149709610"},"mid":"60.6365","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.648396933981702794032803099","mid_cost_bps":4.700139355008947,"side":"buy","target_ltc":null,"vwap":"60.66500000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.649947201689545934530095037","mid_cost_bps":4.700139355008947,"side":"sell","target_ltc":"1.649947201689545934530095037","vwap":"60.60800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.48396933981702794032803099","mid_cost_bps":4.700139355008947,"side":"buy","target_ltc":null,"vwap":"60.66500000000000000000000000"},{"budget_eur":1000,"eur":"999.7754551553127771911298839","filled_fraction":1.0,"full":true,"impact_bps":2.245448446872228,"ltc":"16.49947201689545934530095037","mid_cost_bps":6.944532409819696,"side":"sell","target_ltc":"16.49947201689545934530095037","vwap":"60.59439078605319680000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":24.633231863609943,"ltc":"164.4346377423786075330180988","mid_cost_bps":29.34494918087121,"side":"buy","target_ltc":null,"vwap":"60.81443750110058971352360139"},{"budget_eur":10000,"eur":"9997.061163824150908130939810","filled_fraction":1.0,"full":true,"impact_bps":2.938836175849092,"ltc":"164.9947201689545934530095037","mid_cost_bps":7.6375942369012355,"side":"sell","target_ltc":"164.9947201689545934530095037","vwap":"60.59018830170541382400000000"}],"spread_bps":9.400278710017894},"raw_file":"1790894701-coinbase.json","request_at":1790894701.4329293,"response_at":1790894701.5599513,"sequence":10012606732,"sha256":"0e96f9f68f9a4589f30c373c7a303573ab4e44f6d3e70baba02600221a7c62da","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790894701.552,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 22:45:01 GMT"},"metrics":{"ask":"60.64","ask_levels":100,"bid":"60.62","bid_levels":100,"depth_1pct_eur":{"buy":"77220.12291156","sell":"82927.82368792"},"mid":"60.63","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.649076517150395778364116095","mid_cost_bps":1.6493485073396008,"side":"buy","target_ltc":null,"vwap":"60.64000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.649620587264929066314747608","mid_cost_bps":1.6493485073396008,"side":"sell","target_ltc":"1.649620587264929066314747608","vwap":"60.62000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7465326888267527,"ltc":"16.48623717257293555299159387","mid_cost_bps":4.396334195125421,"side":"buy","target_ltc":null,"vwap":"60.65665497422504542868176934"},{"budget_eur":1000,"eur":"999.6246778363675354668426262","filled_fraction":1.0,"full":true,"impact_bps":3.7532216363246453,"ltc":"16.49620587264929066314747608","mid_cost_bps":5.401951106613888,"side":"sell","target_ltc":"16.49620587264929066314747608","vwap":"60.59724797044060000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.252273489349301,"ltc":"164.7223016762139917695473251","mid_cost_bps":12.903477888737285,"side":"buy","target_ltc":null,"vwap":"60.70823378643941416282730987"},{"budget_eur":10000,"eur":"9990.137824491880567469482019","filled_fraction":1.0,"full":true,"impact_bps":9.862175508119433,"ltc":"164.9620587264929066314747608","mid_cost_bps":11.50989739901369,"side":"sell","target_ltc":"164.9620587264929066314747608","vwap":"60.56021549206978000000000000"}],"spread_bps":3.2986970146792016},"raw_file":"1790894701-okx.json","request_at":1790894701.4331713,"response_at":1790894701.6776586,"sequence":null,"sha256":"31902d136d1b94c84c43c2a7d3c77c5da2b867f99423280859b471f62992f88e","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790895601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 23:00:01 GMT"},"metrics":{"ask":"60.67000","ask_levels":100,"bid":"60.65000","bid_levels":100,"depth_1pct_eur":{"buy":"321274.16381000","sell":"883409.64431000"},"mid":"60.66000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.648261084555793637712213615","mid_cost_bps":1.6485328058028355,"side":"buy","target_ltc":null,"vwap":"60.66999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.648804616652926628194558945","mid_cost_bps":1.6485328058028355,"side":"sell","target_ltc":"1.648804616652926628194558945","vwap":"60.64999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.19713247866181502,"ltc":"16.48228592617007251153592617","mid_cost_bps":1.8456977824004668,"side":"buy","target_ltc":null,"vwap":"60.67119600274804123173686266"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.48804616652926628194558945","mid_cost_bps":1.6485328058028355,"side":"sell","target_ltc":"16.48804616652926628194558945","vwap":"60.64999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.634026944773091,"ltc":"164.7497629715038708614725745","mid_cost_bps":6.28332368512007,"side":"buy","target_ltc":null,"vwap":"60.69811464147393834665840248"},{"budget_eur":10000,"eur":"9997.778001533388293487221766","filled_fraction":1.0,"full":true,"impact_bps":2.2219984666117063,"ltc":"164.8804616652926628194558945","mid_cost_bps":3.8701649686778765,"side":"sell","target_ltc":"164.8804616652926628194558945","vwap":"60.63652357930000000000000000"}],"spread_bps":3.297065611605671},"raw_file":"1790895601-kraken.json","request_at":1790895601.4267685,"response_at":1790895601.6333227,"sequence":null,"sha256":"ac0df38c24b6cce0746d413ad0bf7cfd672a98b94c488c42fcc5c693382cff19","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 23:00:01 GMT"},"metrics":{"ask":"60.691","ask_levels":629,"bid":"60.642","bid_levels":223,"depth_1pct_eur":{"buy":"12245.32571521600","sell":"91281.99776449818"},"mid":"60.6665","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.647690761397900841969979074","mid_cost_bps":4.038472633166575,"side":"buy","target_ltc":null,"vwap":"60.69100000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.649022129876982949111177072","mid_cost_bps":4.038472633166575,"side":"sell","target_ltc":"1.649022129876982949111177072","vwap":"60.64200000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.18988184421019927,"ltc":"16.47659475335920122584153032","mid_cost_bps":4.228431160639912,"side":"buy","target_ltc":null,"vwap":"60.69215241190069612041542689"},{"budget_eur":1000,"eur":"999.9871136112612301705088882","filled_fraction":1.0,"full":true,"impact_bps":0.1288638873876983,"ltc":"16.49022129876982949111177072","mid_cost_bps":4.167284479226011,"side":"sell","target_ltc":"16.49022129876982949111177072","vwap":"60.64121854361410352000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.6451444654331775,"ltc":"164.6925740599008549819138441","mid_cost_bps":8.685493027479827,"side":"buy","target_ltc":null,"vwap":"60.71919184627516049750528576"},{"budget_eur":10000,"eur":"9996.426429772905956267933116","filled_fraction":1.0,"full":true,"impact_bps":3.5735702270940437,"ltc":"164.9022129876982949111177072","mid_cost_bps":7.6105996837041365,"side":"sell","target_ltc":"164.9022129876982949111177072","vwap":"60.62032915542885630000000000"}],"spread_bps":8.07694526633315},"raw_file":"1790895601-coinbase.json","request_at":1790895601.4278142,"response_at":1790895601.5993578,"sequence":10012631074,"sha256":"cef8c21c7c49519106f5431da4819691075cc6af270a748842b5350e90be9b28","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790895601.602,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 23:00:01 GMT"},"metrics":{"ask":"60.68","ask_levels":100,"bid":"60.65","bid_levels":100,"depth_1pct_eur":{"buy":"77679.09746413","sell":"83350.79930145"},"mid":"60.665","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.647989452867501647989452868","mid_cost_bps":2.4725954009725544,"side":"buy","target_ltc":null,"vwap":"60.67999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.648804616652926628194558945","mid_cost_bps":2.4725954009725544,"side":"sell","target_ltc":"1.648804616652926628194558945","vwap":"60.64999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8299868802026031,"ltc":"16.47687928138385502471169687","mid_cost_bps":4.30303476288954,"side":"buy","target_ltc":null,"vwap":"60.69110436038906939637258851"},{"budget_eur":1000,"eur":"999.6337475533388293487221766","filled_fraction":1.0,"full":true,"impact_bps":3.6625244666117065,"ltc":"16.48804616652926628194558945","mid_cost_bps":6.134214273469051,"side":"sell","target_ltc":"16.48804616652926628194558945","vwap":"60.62778678911000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.491698874409298,"ltc":"164.6591217188940092165898618","mid_cost_bps":10.966393928940183,"side":"buy","target_ltc":null,"vwap":"60.73152762876991561922341639"},{"budget_eur":10000,"eur":"9989.833690260123660346248971","filled_fraction":1.0,"full":true,"impact_bps":10.16630973987634,"ltc":"164.8804616652926628194558945","mid_cost_bps":12.636391423778125,"side":"sell","target_ltc":"164.8804616652926628194558945","vwap":"60.58834133142765000000000000"}],"spread_bps":4.945190801945109},"raw_file":"1790895601-okx.json","request_at":1790895601.4281588,"response_at":1790895601.7349064,"sequence":null,"sha256":"497dc23cb74c04aad2b32176406b23d88cdb7edcbe85a4ed471a999d9c9d38c6","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790896501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 23:15:01 GMT"},"metrics":{"ask":"60.51000","ask_levels":100,"bid":"60.49000","bid_levels":100,"depth_1pct_eur":{"buy":"305432.19418000","sell":"796420.19866000"},"mid":"60.50000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.652619401751776565856883160","mid_cost_bps":1.6528925619834711,"side":"buy","target_ltc":null,"vwap":"60.50999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.653165812530996858984956191","mid_cost_bps":1.6528925619834711,"side":"sell","target_ltc":"1.653165812530996858984956191","vwap":"60.49000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.52619401751776565856883160","mid_cost_bps":1.6528925619834711,"side":"buy","target_ltc":null,"vwap":"60.50999999999999999999999999"},{"budget_eur":1000,"eur":"999.9361934187469003141015043","filled_fraction":1.0,"full":true,"impact_bps":0.6380658125309968,"ltc":"16.53165812530996858984956191","mid_cost_bps":2.290852909090909,"side":"sell","target_ltc":"16.53165812530996858984956191","vwap":"60.48614033990000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.3921562723147085,"ltc":"165.2058997522708505367464905","mid_cost_bps":5.045609521285339,"side":"buy","target_ltc":null,"vwap":"60.53052593760377630027734587"},{"budget_eur":10000,"eur":"9997.852778374938006282030087","filled_fraction":1.0,"full":true,"impact_bps":2.1472216250619938,"ltc":"165.3165812530996858984956191","mid_cost_bps":3.799759274380165,"side":"sell","target_ltc":"165.3165812530996858984956191","vwap":"60.47701145639000000000000000"}],"spread_bps":3.3057851239669422},"raw_file":"1790896501-kraken.json","request_at":1790896501.3723488,"response_at":1790896501.5758498,"sequence":null,"sha256":"66f59e797dec1c0dc680edc8b72fe7e7dc2c9eebc4dc6ba6de5b6543143e2e57","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 23:15:01 GMT"},"metrics":{"ask":"60.53","ask_levels":628,"bid":"60.472","bid_levels":222,"depth_1pct_eur":{"buy":"11148.44786406187","sell":"101701.61427055706"},"mid":"60.501","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.652073352056831323310754998","mid_cost_bps":4.793309201500802,"side":"buy","target_ltc":null,"vwap":"60.52999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.653657891255457071041143008","mid_cost_bps":4.793309201500802,"side":"sell","target_ltc":"1.653657891255457071041143008","vwap":"60.47200000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.4549339822693046,"ltc":"16.51998197044982984768890210","mid_cost_bps":5.248461247694435,"side":"buy","target_ltc":null,"vwap":"60.53275371539467610060679684"},{"budget_eur":1000,"eur":"999.9870672536474454292895884","filled_fraction":1.0,"full":true,"impact_bps":0.1293274635255457,"ltc":"16.53657891255457071041143008","mid_cost_bps":4.922574674374255,"side":"sell","target_ltc":"16.53657891255457071041143008","vwap":"60.47121793096256832000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.068859484181866,"ltc":"164.9917098584636158303054110","mid_cost_bps":17.868432994124532,"side":"buy","target_ltc":null,"vwap":"60.60910580645775283863941700"},{"budget_eur":10000,"eur":"9996.731290052996991665564226","filled_fraction":1.0,"full":true,"impact_bps":3.2687099470030083,"ltc":"165.3657891255457071041143008","mid_cost_bps":8.06045235475721,"side":"sell","target_ltc":"165.3657891255457071041143008","vwap":"60.45223345720848340800000000"}],"spread_bps":9.586618403001603},"raw_file":"1790896501-coinbase.json","request_at":1790896501.3734152,"response_at":1790896501.570149,"sequence":10012662109,"sha256":"e8a3f9dc3c713d1ae126c692c98e60d7376f6d5424254e546e9e067b77e31fab","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790896501.558,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 23:15:01 GMT"},"metrics":{"ask":"60.52","ask_levels":100,"bid":"60.49","bid_levels":100,"depth_1pct_eur":{"buy":"67074.29458149","sell":"76055.30039603"},"mid":"60.505","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.652346331791143423661599471","mid_cost_bps":2.4791339558714154,"side":"buy","target_ltc":null,"vwap":"60.52000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.653165812530996858984956191","mid_cost_bps":2.4791339558714154,"side":"sell","target_ltc":"1.653165812530996858984956191","vwap":"60.49000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7521763452512227,"ltc":"16.51891702064409578860445912","mid_cost_bps":5.231992602505644,"side":"buy","target_ltc":null,"vwap":"60.53665617124146039834681818"},{"budget_eur":1000,"eur":"999.6327550749876012564060175","filled_fraction":1.0,"full":true,"impact_bps":3.6724492501239876,"ltc":"16.53165812530996858984956191","mid_cost_bps":6.150672756631684,"side":"sell","target_ltc":"16.53165812530996858984956191","vwap":"60.46778535448600000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.474527298641558,"ltc":"165.0782293600660066006600660","mid_cost_bps":11.956010116747162,"side":"buy","target_ltc":null,"vwap":"60.57733983921137870702555049"},{"budget_eur":10000,"eur":"9989.323395487221028269135394","filled_fraction":1.0,"full":true,"impact_bps":10.676604512778972,"ltc":"165.3165812530996858984956191","mid_cost_bps":13.153091595372283,"side":"sell","target_ltc":"165.3165812530996858984956191","vwap":"60.42541721930220000000000000"}],"spread_bps":4.958267911742831},"raw_file":"1790896501-okx.json","request_at":1790896501.373646,"response_at":1790896501.6847165,"sequence":null,"sha256":"21ab3a08d01255e96becc099473cb86dcfacf0761b0e5a4c4b734a20d6aa1557","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790897401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 23:30:01 GMT"},"metrics":{"ask":"60.49000","ask_levels":100,"bid":"60.48000","bid_levels":100,"depth_1pct_eur":{"buy":"312653.35142000","sell":"530117.70511000"},"mid":"60.48500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5061436722190154,"ltc":"1.652916859504132231404958678","mid_cost_bps":2.3329194136154126,"side":"buy","target_ltc":null,"vwap":"60.49911066307325282318349919"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.653439153439153439153439153","mid_cost_bps":0.8266512358435976,"side":"sell","target_ltc":"1.653439153439153439153439153","vwap":"60.48000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.974808135097396,"ltc":"16.52839408460013218770654329","mid_cost_bps":2.801622618699537,"side":"buy","target_ltc":null,"vwap":"60.50194561440920414938978060"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.53439153439153439153439153","mid_cost_bps":0.8266512358435976,"side":"sell","target_ltc":"16.53439153439153439153439153","vwap":"60.48000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.795750772839845,"ltc":"165.1713006935270805812417437","mid_cost_bps":9.623129110508096,"side":"buy","target_ltc":null,"vwap":"60.54320549642490821973457030"},{"budget_eur":10000,"eur":"9998.313952539682539682539680","filled_fraction":1.0,"full":true,"impact_bps":1.6860474603174602,"ltc":"165.3439153439153439153439153","mid_cost_bps":2.5125593188393816,"side":"sell","target_ltc":"165.3439153439153439153439153","vwap":"60.46980278496000000000000000"}],"spread_bps":1.6533024716871951},"raw_file":"1790897401-kraken.json","request_at":1790897401.7620206,"response_at":1790897401.9691193,"sequence":null,"sha256":"6c64b49a17162e101ff8b92cc156dd1582fc37602a4930521baca560bf9b75f7","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 23:30:01 GMT"},"metrics":{"ask":"60.518","ask_levels":632,"bid":"60.456","bid_levels":227,"depth_1pct_eur":{"buy":"12474.51128151207","sell":"95252.34360899148"},"mid":"60.487","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.652400938563733104200403186","mid_cost_bps":5.125068196471969,"side":"buy","target_ltc":null,"vwap":"60.51799999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.654095540558422654492523488","mid_cost_bps":5.125068196471969,"side":"sell","target_ltc":"1.654095540558422654492523488","vwap":"60.45600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.154067190297033,"ltc":"16.52375480878967631070207036","mid_cost_bps":5.2792143472547135,"side":"buy","target_ltc":null,"vwap":"60.51893238382223958424614754"},{"budget_eur":1000,"eur":"999.9090244087397419610956728","filled_fraction":1.0,"full":true,"impact_bps":0.9097559126025804,"ltc":"16.54095540558422654492523488","mid_cost_bps":6.034357852965126,"side":"sell","target_ltc":"16.54095540558422654492523488","vwap":"60.45049997965476984000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.320831111725577,"ltc":"165.1357143602747651227954508","mid_cost_bps":11.449138777248145,"side":"buy","target_ltc":null,"vwap":"60.55625240572194085049228534"},{"budget_eur":10000,"eur":"9997.412899264591470160116447","filled_fraction":1.0,"full":true,"impact_bps":2.58710073540853,"ltc":"165.4095540558422654492523488","mid_cost_bps":7.710843025110488,"side":"sell","target_ltc":"165.4095540558422654492523488","vwap":"60.44035942379401419200000000"}],"spread_bps":10.250136392943938},"raw_file":"1790897401-coinbase.json","request_at":1790897401.7630956,"response_at":1790897401.911224,"sequence":10012681615,"sha256":"2777b4d27dab336851d82f0cf258092f3a8312fdb78a7c0c00b9ed604a2fd804","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790897401.908,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 23:30:02 GMT"},"metrics":{"ask":"60.5","ask_levels":100,"bid":"60.47","bid_levels":100,"depth_1pct_eur":{"buy":"78568.09307890","sell":"80149.80474923"},"mid":"60.485","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.652892561983471074380165289","mid_cost_bps":2.4799537075307927,"side":"buy","target_ltc":null,"vwap":"60.50000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.653712584752769968579460890","mid_cost_bps":2.4799537075307927,"side":"sell","target_ltc":"1.653712584752769968579460890","vwap":"60.46999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8355051028446088,"ltc":"16.52589228387309980171844018","mid_cost_bps":4.315914007143901,"side":"buy","target_ltc":null,"vwap":"60.51110480587220988315752178"},{"budget_eur":1000,"eur":"999.7594974045741690094261619","filled_fraction":1.0,"full":true,"impact_bps":2.40502595425831,"ltc":"16.53712584752769968579460890","mid_cost_bps":4.884383226485905,"side":"sell","target_ltc":"16.53712584752769968579460890","vwap":"60.45545680805460000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.967239706731478,"ltc":"165.0916870191324426851393700","mid_cost_bps":14.450161234310233,"side":"buy","target_ltc":null,"vwap":"60.57240180022572544343767298"},{"budget_eur":10000,"eur":"9990.452359741977840251364315","filled_fraction":1.0,"full":true,"impact_bps":9.54764025802216,"ltc":"165.3712584752769968579460890","mid_cost_bps":12.025226194967347,"side":"sell","target_ltc":"165.3712584752769968579460890","vwap":"60.41226541935974000000000000"}],"spread_bps":4.959907415061585},"raw_file":"1790897401-okx.json","request_at":1790897401.7633228,"response_at":1790897402.0368898,"sequence":null,"sha256":"6c7f55bf0a1d62085f544187c41b2e51aeb7960e4510a197e54bb44bd65a6e98","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790898301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Thu, 01 Oct 2026 23:45:02 GMT"},"metrics":{"ask":"60.52000","ask_levels":100,"bid":"60.51000","bid_levels":100,"depth_1pct_eur":{"buy":"312723.87259000","sell":"813876.36554000"},"mid":"60.51500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.652346331791143423661599471","mid_cost_bps":0.8262414277451872,"side":"buy","target_ltc":null,"vwap":"60.52000000000000000000000000"},{"budget_eur":100,"eur":"99.98597380598248223434143118","filled_fraction":1.0,"full":true,"impact_bps":1.4026194017517766,"ltc":"1.652619401751776565856883160","mid_cost_bps":2.2287449392712553,"side":"sell","target_ltc":"1.652619401751776565856883160","vwap":"60.50151275000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.18291945360663048,"ltc":"16.52316107715182554105402280","mid_cost_bps":1.0091759949148686,"side":"buy","target_ltc":null,"vwap":"60.52110702853322732757648591"},{"budget_eur":1000,"eur":"999.8372380598248223434143118","filled_fraction":1.0,"full":true,"impact_bps":1.6276194017517767,"ltc":"16.52619401751776565856883160","mid_cost_bps":2.453726348839131,"side":"sell","target_ltc":"16.52619401751776565856883160","vwap":"60.50015127500000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.175062915804454,"ltc":"165.1656754704522944866292506","mid_cost_bps":5.001649304544089,"side":"buy","target_ltc":null,"vwap":"60.54526748076644855758755720"},{"budget_eur":10000,"eur":"9997.020131196496446868286235","filled_fraction":1.0,"full":true,"impact_bps":2.979868803503553,"ltc":"165.2619401751776565856883160","mid_cost_bps":3.8058640221432705,"side":"sell","target_ltc":"165.2619401751776565856883160","vwap":"60.49196881387000000000000000"}],"spread_bps":1.6524828554903743},"raw_file":"1790898301-kraken.json","request_at":1790898301.8654652,"response_at":1790898302.0582213,"sequence":null,"sha256":"2f59e6152c74239e61461731593c969f83b37a06df300936d82e2746f8166710","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Thu, 01 Oct 2026 23:45:02 GMT"},"metrics":{"ask":"60.554","ask_levels":630,"bid":"60.489","bid_levels":223,"depth_1pct_eur":{"buy":"12718.18844948579","sell":"91558.61643351483"},"mid":"60.5215","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.651418568550384780526472240","mid_cost_bps":5.369992482010526,"side":"buy","target_ltc":null,"vwap":"60.55399999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.653193142554844682504256972","mid_cost_bps":5.369992482010526,"side":"sell","target_ltc":"1.653193142554844682504256972","vwap":"60.48900000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.637153559414093,"ltc":"16.50818140642766361310555418","mid_cost_bps":9.009099190151614,"side":"buy","target_ltc":null,"vwap":"60.57602441966367609766720245"},{"budget_eur":1000,"eur":"999.9721389825333546595248721","filled_fraction":1.0,"full":true,"impact_bps":0.2786101746664534,"ltc":"16.53193142554844682504256972","mid_cost_bps":5.648453043222641,"side":"sell","target_ltc":"16.53193142554844682504256972","vwap":"60.48731471491446009000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.274248079023105,"ltc":"164.9888421098387362456348422","mid_cost_bps":14.649220825279695,"side":"buy","target_ltc":null,"vwap":"60.61015928181771650254086471"},{"budget_eur":10000,"eur":"9996.646458627976105738233396","filled_fraction":1.0,"full":true,"impact_bps":3.3535413720238942,"ltc":"165.3193142554844682504256972","mid_cost_bps":8.721733004838832,"side":"sell","target_ltc":"165.3193142554844682504256972","vwap":"60.46871476359476466600000000"}],"spread_bps":10.739984964021051},"raw_file":"1790898301-coinbase.json","request_at":1790898301.866468,"response_at":1790898302.0045617,"sequence":10012703090,"sha256":"c46929ba8d052696b551d5f0d27ac91cea0a0effb0d5e5122d2277a9ab2eddec","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790898302.058,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Thu, 01 Oct 2026 23:45:02 GMT"},"metrics":{"ask":"60.52","ask_levels":100,"bid":"60.49","bid_levels":100,"depth_1pct_eur":{"buy":"76559.80135261","sell":"78650.47653215"},"mid":"60.505","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.652346331791143423661599471","mid_cost_bps":2.4791339558714154,"side":"buy","target_ltc":null,"vwap":"60.52000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.653165812530996858984956191","mid_cost_bps":2.4791339558714154,"side":"sell","target_ltc":"1.653165812530996858984956191","vwap":"60.49000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8349612230401129,"ltc":"16.52043188272216716220680542","mid_cost_bps":4.314550090379103,"side":"buy","target_ltc":null,"vwap":"60.53110518532183876372309496"},{"budget_eur":1000,"eur":"999.7062572749876012564060175","filled_fraction":1.0,"full":true,"impact_bps":2.9374272501239873,"ltc":"16.53165812530996858984956191","mid_cost_bps":5.415832978431535,"side":"sell","target_ltc":"16.53165812530996858984956191","vwap":"60.47223150256400000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.074847662330708,"ltc":"165.0518407798119742701632855","mid_cost_bps":13.556727221291704,"side":"buy","target_ltc":null,"vwap":"60.58702497805242544832727529"},{"budget_eur":10000,"eur":"9988.123769267097040833195569","filled_fraction":1.0,"full":true,"impact_bps":11.87623073290296,"ltc":"165.3165812530996858984956191","mid_cost_bps":14.352420412086605,"side":"sell","target_ltc":"165.3165812530996858984956191","vwap":"60.41816068029667000000000000"}],"spread_bps":4.958267911742831},"raw_file":"1790898301-okx.json","request_at":1790898301.866669,"response_at":1790898302.1923833,"sequence":null,"sha256":"019d05b37aee445991ce0523f61e370b50cedf3aa960a46dfd2c02c405e88b8f","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790899201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 00:00:01 GMT"},"metrics":{"ask":"60.55000","ask_levels":100,"bid":"60.52000","bid_levels":100,"depth_1pct_eur":{"buy":"307165.63292000","sell":"526442.57947000"},"mid":"60.53500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.651527663088356729975227085","mid_cost_bps":2.4779053440158587,"side":"buy","target_ltc":null,"vwap":"60.55000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.652346331791143423661599471","mid_cost_bps":2.4779053440158587,"side":"sell","target_ltc":"1.652346331791143423661599471","vwap":"60.52000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.51527663088356729975227085","mid_cost_bps":2.4779053440158587,"side":"buy","target_ltc":null,"vwap":"60.55000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.52346331791143423661599471","mid_cost_bps":2.4779053440158587,"side":"sell","target_ltc":"16.52346331791143423661599471","vwap":"60.52000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.793566197404365,"ltc":"165.1396613835231963017995707","mid_cost_bps":3.2716681796123614,"side":"buy","target_ltc":null,"vwap":"60.55480504332528342995420504"},{"budget_eur":10000,"eur":"9996.138014672835426305353601","filled_fraction":1.0,"full":true,"impact_bps":3.861985327164574,"ltc":"165.2346331791143423661599471","mid_cost_bps":6.338933707772363,"side":"sell","target_ltc":"165.2346331791143423661599471","vwap":"60.49662726480000000000000000"}],"spread_bps":4.955810688031717},"raw_file":"1790899201-kraken.json","request_at":1790899201.380593,"response_at":1790899201.6117458,"sequence":null,"sha256":"c0f77aad757c93dd3d98ac7eb21ef67171291e37c66d33c92f574853439410c8","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 00:00:01 GMT"},"metrics":{"ask":"60.582","ask_levels":629,"bid":"60.496","bid_levels":217,"depth_1pct_eur":{"buy":"12363.72917657607","sell":"91578.24939431991"},"mid":"60.539","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.650655310158132778713149120","mid_cost_bps":7.102859313830754,"side":"buy","target_ltc":null,"vwap":"60.58200000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.653001851362073525522348585","mid_cost_bps":7.102859313830754,"side":"sell","target_ltc":"1.653001851362073525522348585","vwap":"60.49600000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.50655310158132778713149120","mid_cost_bps":7.102859313830754,"side":"buy","target_ltc":null,"vwap":"60.58200000000000000000000000"},{"budget_eur":1000,"eur":"999.9879616843563792647447765","filled_fraction":1.0,"full":true,"impact_bps":0.12038315643620735,"ltc":"16.53001851362073525522348585","mid_cost_bps":7.223156963804569,"side":"sell","target_ltc":"16.53001851362073525522348585","vwap":"60.49527173005682352000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.178763613635175,"ltc":"164.9800917262126874886807053","mid_cost_bps":12.285301330402651,"side":"buy","target_ltc":null,"vwap":"60.61337398572412461616836829"},{"budget_eur":10000,"eur":"9997.923652236382060301507538","filled_fraction":1.0,"full":true,"impact_bps":2.0763477636179397,"ltc":"165.3001851362073525522348585","mid_cost_bps":9.177732276843537,"side":"sell","target_ltc":"165.3001851362073525522348585","vwap":"60.48343892656921691200000000"}],"spread_bps":14.205718627661508},"raw_file":"1790899201-coinbase.json","request_at":1790899201.3822522,"response_at":1790899201.5869246,"sequence":10012725904,"sha256":"a40483eafc6bb7f153ec99e5591e211587716d8dbb42bea612acb78726b82740","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790899201.608,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 00:00:01 GMT"},"metrics":{"ask":"60.55","ask_levels":100,"bid":"60.52","bid_levels":100,"depth_1pct_eur":{"buy":"77206.08850292","sell":"79078.94568739"},"mid":"60.535","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.651527663088356729975227085","mid_cost_bps":2.4779053440158587,"side":"buy","target_ltc":null,"vwap":"60.55000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.652346331791143423661599471","mid_cost_bps":2.4779053440158587,"side":"sell","target_ltc":"1.652346331791143423661599471","vwap":"60.52000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9172406174752576,"ltc":"16.51376192156538969616908851","mid_cost_bps":3.395373245033895,"side":"buy","target_ltc":null,"vwap":"60.55555389193881268525318771"},{"budget_eur":1000,"eur":"999.7111070972835426305353601","filled_fraction":1.0,"full":true,"impact_bps":2.888929027164574,"ltc":"16.52346331791143423661599471","mid_cost_bps":5.366118521912943,"side":"sell","target_ltc":"16.52346331791143423661599471","vwap":"60.50251620152760000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.075309633395145,"ltc":"165.0030209582714827643080983","mid_cost_bps":11.555463753234923,"side":"buy","target_ltc":null,"vwap":"60.60495099983020760792420867"},{"budget_eur":10000,"eur":"9987.892072048506278916060805","filled_fraction":1.0,"full":true,"impact_bps":12.107927951493721,"ltc":"165.2346331791143423661599471","mid_cost_bps":14.582833065571982,"side":"sell","target_ltc":"165.2346331791143423661599471","vwap":"60.44672282003756000000000000"}],"spread_bps":4.955810688031717},"raw_file":"1790899201-okx.json","request_at":1790899201.3826048,"response_at":1790899201.762374,"sequence":null,"sha256":"e87f716f050cdc3222ef8dbd7c4fc3456be8b51d299d4a96dbe46b6fb25fe3e5","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790900101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 00:15:02 GMT"},"metrics":{"ask":"60.89000","ask_levels":100,"bid":"60.86000","bid_levels":100,"depth_1pct_eur":{"buy":"300151.99235000","sell":"495740.98144000"},"mid":"60.87500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.4422769518004286,"ltc":"1.642068965517241379310344828","mid_cost_bps":3.906698046737217,"side":"buy","target_ltc":null,"vwap":"60.89878202435951280974380511"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.643115346697338153138350312","mid_cost_bps":2.4640657084188913,"side":"sell","target_ltc":"1.643115346697338153138350312","vwap":"60.86000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.622302552734359,"ltc":"16.42039408866995073891625616","mid_cost_bps":4.086768007162138,"side":"buy","target_ltc":null,"vwap":"60.89987820024359951280097439"},{"budget_eur":1000,"eur":"999.9818484653302661846861649","filled_fraction":1.0,"full":true,"impact_bps":0.18151534669733815,"ltc":"16.43115346697338153138350312","mid_cost_bps":2.6455363285420943,"side":"sell","target_ltc":"16.43115346697338153138350312","vwap":"60.85889529760000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.917499944098228,"ltc":"164.1498590416803413193304890","mid_cost_bps":7.38277735681546,"side":"buy","target_ltc":null,"vwap":"60.91994265715961411149031882"},{"budget_eur":10000,"eur":"9998.503044653302661846861649","filled_fraction":1.0,"full":true,"impact_bps":1.4969553466973382,"ltc":"164.3115346697338153138350312","mid_cost_bps":3.960652195482546,"side":"sell","target_ltc":"164.3115346697338153138350312","vwap":"60.85088952976000000000000000"}],"spread_bps":4.9281314168377826},"raw_file":"1790900101-kraken.json","request_at":1790900101.8735573,"response_at":1790900102.0750859,"sequence":null,"sha256":"092b7c3efd527ad52f5fbb20b7e28b4e97ff8c353c01d620c5ad7b8d33fbbf4a","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 00:15:02 GMT"},"metrics":{"ask":"60.904","ask_levels":632,"bid":"60.816","bid_levels":216,"depth_1pct_eur":{"buy":"13758.08221061123","sell":"93533.75537503407"},"mid":"60.860","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.641928280572704584263759359","mid_cost_bps":7.229707525468288,"side":"buy","target_ltc":null,"vwap":"60.90400000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.644304130491975795843199158","mid_cost_bps":7.229707525468288,"side":"sell","target_ltc":"1.644304130491975795843199158","vwap":"60.81600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7689103885978579,"ltc":"16.41802040708192415038581514","mid_cost_bps":7.999173813788431,"side":"buy","target_ltc":null,"vwap":"60.90868297183071639340871984"},{"budget_eur":1000,"eur":"999.9544231331376479873717442","filled_fraction":1.0,"full":true,"impact_bps":0.4557686686235201,"ltc":"16.44304130491975795843199158","mid_cost_bps":7.685146686674466,"side":"sell","target_ltc":"16.44304130491975795843199158","vwap":"60.81322819726489920000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.3982902572068925,"ltc":"164.0878398945381236478069888","mid_cost_bps":13.632623559397446,"side":"buy","target_ltc":null,"vwap":"60.94296814698249286024305579"},{"budget_eur":10000,"eur":"9994.666926556898887134964482","filled_fraction":1.0,"full":true,"impact_bps":5.333073443101113,"ltc":"164.4304130491975795843199158","mid_cost_bps":12.558925312448855,"side":"sell","target_ltc":"164.4304130491975795843199158","vwap":"60.78356638054843627200000000"}],"spread_bps":14.459415050936576},"raw_file":"1790900101-coinbase.json","request_at":1790900101.874586,"response_at":1790900102.011308,"sequence":10012768626,"sha256":"27352a0037770cfb54caf3fd58ef64670ccc06c5110e5ff91eedffdbbaa850a0","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790900101.951,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 00:15:02 GMT"},"metrics":{"ask":"60.89","ask_levels":100,"bid":"60.87","bid_levels":100,"depth_1pct_eur":{"buy":"77177.13310112","sell":"70292.71684856"},"mid":"60.88","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.642305797339464608310067335","mid_cost_bps":1.6425755584756898,"side":"buy","target_ltc":null,"vwap":"60.88999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.642845408247083949400361426","mid_cost_bps":1.6425755584756898,"side":"sell","target_ltc":"1.642845408247083949400361426","vwap":"60.87000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7231186348475385,"ltc":"16.41858699737360472751149048","mid_cost_bps":4.366141486134471,"side":"buy","target_ltc":null,"vwap":"60.90658106936758666163081989"},{"budget_eur":1000,"eur":"999.6351242767011664202398554","filled_fraction":1.0,"full":true,"impact_bps":3.648757232988336,"ltc":"16.42845408247083949400361426","mid_cost_bps":5.290733455519054,"side":"sell","target_ltc":"16.42845408247083949400361426","vwap":"60.84779001472280000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.757454822127077,"ltc":"164.0868813888797769394784320","mid_cost_bps":10.401468858727295,"side":"buy","target_ltc":null,"vwap":"60.94332414241193177136761632"},{"budget_eur":10000,"eur":"9987.884966827529160505996386","filled_fraction":1.0,"full":true,"impact_bps":12.11503317247084,"ltc":"164.2845408247083949400361426","mid_cost_bps":13.755618745208608,"side":"sell","target_ltc":"164.2845408247083949400361426","vwap":"60.79625579307917000000000000"}],"spread_bps":3.2851511169513796},"raw_file":"1790900101-okx.json","request_at":1790900101.8749065,"response_at":1790900102.0801182,"sequence":null,"sha256":"bdbe9948cadec89f8c327712364cfc015a4d349ec2f7769383ce62fc0b3fe920","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790901001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 00:30:01 GMT"},"metrics":{"ask":"61.15000","ask_levels":100,"bid":"61.12000","bid_levels":100,"depth_1pct_eur":{"buy":"221474.52858000","sell":"834471.38265000"},"mid":"61.13500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.635322976287816843826655765","mid_cost_bps":2.4535863253455465,"side":"buy","target_ltc":null,"vwap":"61.14999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.636125654450261780104712042","mid_cost_bps":2.4535863253455465,"side":"sell","target_ltc":"1.636125654450261780104712042","vwap":"61.12000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.35322976287816843826655765","mid_cost_bps":2.4535863253455465,"side":"buy","target_ltc":null,"vwap":"61.14999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.36125654450261780104712042","mid_cost_bps":2.4535863253455465,"side":"sell","target_ltc":"16.36125654450261780104712042","vwap":"61.12000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.2319680719344848,"ltc":"163.4794615887544949329846355","mid_cost_bps":5.686347388546556,"side":"buy","target_ltc":null,"vwap":"61.16976348475987937322640805"},{"budget_eur":10000,"eur":"9999.348264345549738219895289","filled_fraction":1.0,"full":true,"impact_bps":0.6517356544502618,"ltc":"163.6125654450261780104712042","mid_cost_bps":3.1051620708268586,"side":"sell","target_ltc":"163.6125654450261780104712042","vwap":"61.11601659168000000000000000"}],"spread_bps":4.907172650691093},"raw_file":"1790901001-kraken.json","request_at":1790901001.5831728,"response_at":1790901001.7868466,"sequence":null,"sha256":"cb6b76d5e5d40216e7f4fc2f75fa54bba6f0247ce7911fc71adf7b4cd347cfe5","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 00:30:01 GMT"},"metrics":{"ask":"61.163","ask_levels":618,"bid":"61.089","bid_levels":217,"depth_1pct_eur":{"buy":"16366.67822650551","sell":"94756.93861982752"},"mid":"61.126","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.634975393620326014093487893","mid_cost_bps":6.053070706409711,"side":"buy","target_ltc":null,"vwap":"61.16300000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.636955916777161191049125047","mid_cost_bps":6.053070706409711,"side":"sell","target_ltc":"1.636955916777161191049125047","vwap":"61.08900000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.1457003418600346,"ltc":"16.34951572320024851219671702","mid_cost_bps":6.198859241716868,"side":"buy","target_ltc":null,"vwap":"61.16389114700091852975375827"},{"budget_eur":1000,"eur":"999.9965794368322283880895087","filled_fraction":1.0,"full":true,"impact_bps":0.03420563167771612,"ltc":"16.36955916777161191049125047","mid_cost_bps":6.087255633176717,"side":"sell","target_ltc":"16.36955916777161191049125047","vwap":"61.08879104121664400000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.8085772807589575,"ltc":"163.4352937673609477124183006","mid_cost_bps":9.863953345925795,"side":"buy","target_ltc":null,"vwap":"61.18629440122230601236794934"},{"budget_eur":10000,"eur":"9995.254401935099071354908412","filled_fraction":1.0,"full":true,"impact_bps":4.745598064900928,"ltc":"163.6955916777161191049125047","mid_cost_bps":10.795796227247536,"side":"sell","target_ltc":"163.6955916777161191049125047","vwap":"61.06000961598132671700000000"}],"spread_bps":12.106141412819422},"raw_file":"1790901001-coinbase.json","request_at":1790901001.584477,"response_at":1790901001.750864,"sequence":10012842161,"sha256":"a6f5dcf48befad811e4f39e1aa05ccc23a0aeef31b62b08e055ac8b139ae8680","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790901001.701,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 00:30:01 GMT"},"metrics":{"ask":"61.14","ask_levels":100,"bid":"61.12","bid_levels":100,"depth_1pct_eur":{"buy":"77602.95378202","sell":"73260.29754239"},"mid":"61.13","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.635590448151782793588485443","mid_cost_bps":1.635858007524947,"side":"buy","target_ltc":null,"vwap":"61.14000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.636125654450261780104712042","mid_cost_bps":1.635858007524947,"side":"sell","target_ltc":"1.636125654450261780104712042","vwap":"61.12000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9078785867477271,"ltc":"16.35441969877350776778413737","mid_cost_bps":2.543885110318273,"side":"buy","target_ltc":null,"vwap":"61.14555076967937560349954910"},{"budget_eur":1000,"eur":"999.6186564027748691099476440","filled_fraction":1.0,"full":true,"impact_bps":3.813435972251309,"ltc":"16.36125654450261780104712042","mid_cost_bps":5.448670155799117,"side":"sell","target_ltc":"16.36125654450261780104712042","vwap":"61.09669227933760000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.057392711210074,"ltc":"163.3620727486535008976660682","mid_cost_bps":13.695223136976672,"side":"buy","target_ltc":null,"vwap":"61.21371889903633839359493598"},{"budget_eur":10000,"eur":"9986.835993602146596858638744","filled_fraction":1.0,"full":true,"impact_bps":13.164006397853402,"ltc":"163.6125654450261780104712042","mid_cost_bps":14.797710960850646,"side":"sell","target_ltc":"163.6125654450261780104712042","vwap":"61.03954159289632000000000000"}],"spread_bps":3.271716015049894},"raw_file":"1790901001-okx.json","request_at":1790901001.5847907,"response_at":1790901001.8320305,"sequence":null,"sha256":"d2a761e44a683406cacd1a72c96b1c7a5512b087a70000e064026c6a78b429b2","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790901901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 00:45:01 GMT"},"metrics":{"ask":"61.12000","ask_levels":100,"bid":"61.11000","bid_levels":100,"depth_1pct_eur":{"buy":"217159.50737000","sell":"837431.57718000"},"mid":"61.11500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.636125654450261780104712042","mid_cost_bps":0.8181297553792032,"side":"buy","target_ltc":null,"vwap":"61.12000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.636393388970708558337424317","mid_cost_bps":0.8181297553792032,"side":"sell","target_ltc":"1.636393388970708558337424317","vwap":"61.10999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.19609741642229697,"ltc":"16.36093571078030426958939964","mid_cost_bps":1.014243215114633,"side":"buy","target_ltc":null,"vwap":"61.12119854740917307907661297"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.36393388970708558337424317","mid_cost_bps":0.8181297553792032,"side":"sell","target_ltc":"16.36393388970708558337424317","vwap":"61.10999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.434910645445916,"ltc":"163.5236917797025657787220134","mid_cost_bps":6.253485047036806,"side":"buy","target_ltc":null,"vwap":"61.15321817386496543923726196"},{"budget_eur":10000,"eur":"9996.866749833087874324987728","filled_fraction":1.0,"full":true,"impact_bps":3.1332501669121258,"ltc":"163.6393388970708558337424317","mid_cost_bps":3.951123581772069,"side":"sell","target_ltc":"163.6393388970708558337424317","vwap":"61.09085270823000000000000000"}],"spread_bps":1.6362595107584064},"raw_file":"1790901901-kraken.json","request_at":1790901901.4133434,"response_at":1790901901.6002927,"sequence":null,"sha256":"f72e2a0518b977a6c206f4f68dffdbf30c46a57693030da39f3a547244ba3d38","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 00:45:01 GMT"},"metrics":{"ask":"61.165","ask_levels":616,"bid":"61.086","bid_levels":225,"depth_1pct_eur":{"buy":"8534.48845424790","sell":"88083.98239138783"},"mid":"61.1255","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.634921932477724188669991008","mid_cost_bps":6.462114829326549,"side":"buy","target_ltc":null,"vwap":"61.16500000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.637036309465343941328618669","mid_cost_bps":6.462114829326549,"side":"sell","target_ltc":"1.637036309465343941328618669","vwap":"61.08599999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.34921932477724188669991008","mid_cost_bps":6.462114829326549,"side":"buy","target_ltc":null,"vwap":"61.16500000000000000000000000"},{"budget_eur":1000,"eur":"999.9979245492453465605867140","filled_fraction":1.0,"full":true,"impact_bps":0.020754507546534393,"ltc":"16.37036309465343941328618669","mid_cost_bps":6.482855925071985,"side":"sell","target_ltc":"16.37036309465343941328618669","vwap":"61.08587321901520124000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":47.287092560860856,"ltc":"162.7227247928688312528297005","mid_cost_bps":53.779764852394734,"side":"buy","target_ltc":null,"vwap":"61.45423150164850542784128899"},{"budget_eur":10000,"eur":"9996.609736984285555446419803","filled_fraction":1.0,"full":true,"impact_bps":3.3902630157144444,"ltc":"163.7036309465343941328618669","mid_cost_bps":9.850187018150077,"side":"sell","target_ltc":"163.7036309465343941328618669","vwap":"61.06529023934220674400000000"}],"spread_bps":12.924229658653099},"raw_file":"1790901901-coinbase.json","request_at":1790901901.4144151,"response_at":1790901901.5311544,"sequence":10012894180,"sha256":"b13664d6f92804d4c9bd94b61cbf5ce9b70b622cae3bfdcb1425b03d18d89824","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790901901.501,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 00:45:01 GMT"},"metrics":{"ask":"61.12","ask_levels":100,"bid":"61.09","bid_levels":100,"depth_1pct_eur":{"buy":"76667.28930107","sell":"78508.33288846"},"mid":"61.105","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.636125654450261780104712042","mid_cost_bps":2.4547909336388183,"side":"buy","target_ltc":null,"vwap":"61.12000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.636929120969062039613684727","mid_cost_bps":2.4547909336388183,"side":"sell","target_ltc":"1.636929120969062039613684727","vwap":"61.09000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6736032034112804,"ltc":"16.35851877755969905135754007","mid_cost_bps":4.128804971647123,"side":"buy","target_ltc":null,"vwap":"61.13022906277924974651226200"},{"budget_eur":1000,"eur":"999.6914642595154689801931574","filled_fraction":1.0,"full":true,"impact_bps":3.0853574048453103,"ltc":"16.36929120969062039613684727","mid_cost_bps":5.539390947745684,"side":"sell","target_ltc":"16.36929120969062039613684727","vwap":"61.07115155161380000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.435558006341253,"ltc":"163.4093567915102040816326531","mid_cost_bps":14.893401609484943,"side":"buy","target_ltc":null,"vwap":"61.19600613053475774446838239"},{"budget_eur":10000,"eur":"9987.686644547402193485022096","filled_fraction":1.0,"full":true,"impact_bps":12.313355452597806,"ltc":"163.6929120969062039613684727","mid_cost_bps":14.765123714903854,"side":"sell","target_ltc":"163.6929120969062039613684727","vwap":"61.01477771154008000000000000"}],"spread_bps":4.909581867277637},"raw_file":"1790901901-okx.json","request_at":1790901901.4146318,"response_at":1790901901.6255205,"sequence":null,"sha256":"4dcfa09d85196f3efb6686cd150c66e213a4b2b9728a341ef1a10caefa584ba0","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790902801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 01:00:01 GMT"},"metrics":{"ask":"61.46000","ask_levels":100,"bid":"61.45000","bid_levels":100,"depth_1pct_eur":{"buy":"215250.48056000","sell":"488413.41128000"},"mid":"61.45500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.627074520013016596160104133","mid_cost_bps":0.8136034496786266,"side":"buy","target_ltc":null,"vwap":"61.45999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.627339300244100895036615134","mid_cost_bps":0.8136034496786266,"side":"sell","target_ltc":"1.627339300244100895036615134","vwap":"61.45000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.35744550236181905,"ltc":"16.27016363044892648015614834","mid_cost_bps":1.171078033929825,"side":"buy","target_ltc":null,"vwap":"61.46219686005751573999075428"},{"budget_eur":1000,"eur":"999.8715560699755899104963383","filled_fraction":1.0,"full":true,"impact_bps":1.2844393002441008,"ltc":"16.27339300244100895036615134","mid_cost_bps":2.0979382474981696,"side":"sell","target_ltc":"16.27339300244100895036615134","vwap":"61.44210712050000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.666701331173136,"ltc":"162.6315567110822229444263893","mid_cost_bps":5.480684465281929,"side":"buy","target_ltc":null,"vwap":"61.48868154638139009182935923"},{"budget_eur":10000,"eur":"9996.572522099267697314890153","filled_fraction":1.0,"full":true,"impact_bps":3.4274779007323026,"ltc":"162.7339300244100895036615134","mid_cost_bps":4.240802489626556,"side":"sell","target_ltc":"162.7339300244100895036615134","vwap":"61.42893814830000000000000000"}],"spread_bps":1.6272068993572533},"raw_file":"1790902801-kraken.json","request_at":1790902801.7468898,"response_at":1790902801.9428303,"sequence":null,"sha256":"0d9875d0ffb8c1b4b16f9a4430fb5c99434f4877ef347908d52d004f85196c05","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 01:00:01 GMT"},"metrics":{"ask":"61.451","ask_levels":623,"bid":"61.419","bid_levels":223,"depth_1pct_eur":{"buy":"8672.09553501374","sell":"84631.84401206699"},"mid":"61.435","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.627312818343070088363086036","mid_cost_bps":2.604378611540653,"side":"buy","target_ltc":null,"vwap":"61.45100000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.628160666894609160031911949","mid_cost_bps":2.604378611540653,"side":"sell","target_ltc":"1.628160666894609160031911949","vwap":"61.41900000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.534933308803432,"ltc":"16.26412609810280404197940020","mid_cost_bps":8.14075342653666,"side":"buy","target_ltc":null,"vwap":"61.48501271867592797431133669"},{"budget_eur":1000,"eur":"999.9112555812373773587977661","filled_fraction":1.0,"full":true,"impact_bps":0.8874441876262265,"ltc":"16.28160666894609160031911949","mid_cost_bps":3.4915916751007603,"side":"sell","target_ltc":"16.28160666894609160031911949","vwap":"61.41354940654401848000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":56.21752881757822,"ltc":"161.8215610073832030685775731","mid_cost_bps":58.83654860208349,"side":"buy","target_ltc":null,"vwap":"61.79646233633689993665997931"},{"budget_eur":10000,"eur":"9994.061589517808814047770234","filled_fraction":1.0,"full":true,"impact_bps":5.938410482191186,"ltc":"162.8160666894609160031911949","mid_cost_bps":8.541242506807201,"side":"sell","target_ltc":"162.8160666894609160031911949","vwap":"61.38252687665942995500000000"}],"spread_bps":5.208757223081306},"raw_file":"1790902801-coinbase.json","request_at":1790902801.7479043,"response_at":1790902801.8872495,"sequence":10012941893,"sha256":"f0940f5547bf48b8897688e905fb6ab41d4cf78f6c7d90e9cb47c07ec25e5b3a","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790902801.851,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 01:00:01 GMT"},"metrics":{"ask":"61.46","ask_levels":100,"bid":"61.42","bid_levels":100,"depth_1pct_eur":{"buy":"74281.98815686","sell":"74939.32649753"},"mid":"61.44","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.627074520013016596160104133","mid_cost_bps":3.2552083333333335,"side":"buy","target_ltc":null,"vwap":"61.45999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.628134158254640182351025725","mid_cost_bps":3.2552083333333335,"side":"sell","target_ltc":"1.628134158254640182351025725","vwap":"61.41999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.610433802944831,"ltc":"16.26487287544715447154471545","mid_cost_bps":6.866817407698394,"side":"buy","target_ltc":null,"vwap":"61.48218972615289893211601059"},{"budget_eur":1000,"eur":"999.8800453883490719635297952","filled_fraction":1.0,"full":true,"impact_bps":1.1995461165092804,"ltc":"16.28134158254640182351025725","mid_cost_bps":4.454363972591146,"side":"sell","target_ltc":"16.28134158254640182351025725","vwap":"61.41263238775240000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.31430147856257,"ltc":"162.4748805590001623113130985","mid_cost_bps":17.57416941524179,"side":"buy","target_ltc":null,"vwap":"61.54797569688724555763497605"},{"budget_eur":10000,"eur":"9991.052490235708238358840771","filled_fraction":1.0,"full":true,"impact_bps":8.947509764291762,"ltc":"162.8134158254640182351025725","mid_cost_bps":12.199805496790365,"side":"sell","target_ltc":"162.8134158254640182351025725","vwap":"61.36504439502772000000000000"}],"spread_bps":6.510416666666667},"raw_file":"1790902801-okx.json","request_at":1790902801.7482204,"response_at":1790902801.9794955,"sequence":null,"sha256":"7110c0dc0d94f31ffb0b12fb8e66fd64065a1569493159a9f89ebe5268a45cb2","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790903701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 01:15:02 GMT"},"metrics":{"ask":"61.33000","ask_levels":100,"bid":"61.30000","bid_levels":100,"depth_1pct_eur":{"buy":"218968.65012000","sell":"385334.02430000"},"mid":"61.31500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.630523398010761454426871026","mid_cost_bps":2.446383429829569,"side":"buy","target_ltc":null,"vwap":"61.32999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.631321370309951060358890701","mid_cost_bps":2.446383429829569,"side":"sell","target_ltc":"1.631321370309951060358890701","vwap":"61.30000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.30523398010761454426871026","mid_cost_bps":2.446383429829569,"side":"buy","target_ltc":null,"vwap":"61.32999999999999999999999998"},{"budget_eur":1000,"eur":"999.9168678629690048939641106","filled_fraction":1.0,"full":true,"impact_bps":0.831321370309951,"ltc":"16.31321370309951060358890701","mid_cost_bps":3.277501427057001,"side":"sell","target_ltc":"16.31321370309951060358890701","vwap":"61.29490400000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0854870934655854,"ltc":"163.0346426010430247718383312","mid_cost_bps":3.5321360750590287,"side":"buy","target_ltc":null,"vwap":"61.33665729234422443553924012"},{"budget_eur":10000,"eur":"9998.448678629690048939641106","filled_fraction":1.0,"full":true,"impact_bps":1.551321370309951,"ltc":"163.1321370309951060358890701","mid_cost_bps":3.997325287450053,"side":"sell","target_ltc":"163.1321370309951060358890701","vwap":"61.29049040000000000000000000"}],"spread_bps":4.892766859659138},"raw_file":"1790903701-kraken.json","request_at":1790903701.802537,"response_at":1790903702.0111227,"sequence":null,"sha256":"54b3387214ff7f1d387216309d11ccada01943ab56d08f6cd9806092f0137250","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 01:15:01 GMT"},"metrics":{"ask":"61.355","ask_levels":619,"bid":"61.279","bid_levels":225,"depth_1pct_eur":{"buy":"8947.22470971015","sell":"91190.37788892275"},"mid":"61.317","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.629859017195012631407383261","mid_cost_bps":6.197302542524912,"side":"buy","target_ltc":null,"vwap":"61.35500000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.631880415803129946637510403","mid_cost_bps":6.197302542524912,"side":"sell","target_ltc":"1.631880415803129946637510403","vwap":"61.27900000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.14518870512806,"ltc":"16.29835353826553230327922290","mid_cost_bps":6.342581225486115,"side":"buy","target_ltc":null,"vwap":"61.35589080530031321220933215"},{"budget_eur":1000,"eur":"999.9260913907018122032017492","filled_fraction":1.0,"full":true,"impact_bps":0.739086092981878,"ltc":"16.31880415803129946637510403","mid_cost_bps":6.935930601494471,"side":"sell","target_ltc":"16.31880415803129946637510403","vwap":"61.27447095433081635000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":30.498213030852668,"ltc":"162.4903352335604838709677419","mid_cost_bps":36.71441623869344,"side":"buy","target_ltc":null,"vwap":"61.54212178605079654247712920"},{"budget_eur":10000,"eur":"9995.635110125067793208113708","filled_fraction":1.0,"full":true,"impact_bps":4.3648898749322065,"ltc":"163.1880415803129946637510403","mid_cost_bps":10.559487363145143,"side":"sell","target_ltc":"163.1880415803129946637510403","vwap":"61.25225239133540293000000000"}],"spread_bps":12.394605085049824},"raw_file":"1790903701-coinbase.json","request_at":1790903701.803563,"response_at":1790903701.9526453,"sequence":10012984894,"sha256":"3c0fd354b6ecb07b751522fbaa04fd4d0454c29d2135f769de5b3286e8c553d5","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790903701.958,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 01:15:02 GMT"},"metrics":{"ask":"61.33","ask_levels":100,"bid":"61.3","bid_levels":100,"depth_1pct_eur":{"buy":"76699.70391767","sell":"74911.32636274"},"mid":"61.315","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.630523398010761454426871026","mid_cost_bps":2.446383429829569,"side":"buy","target_ltc":null,"vwap":"61.32999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.631321370309951060358890701","mid_cost_bps":2.446383429829569,"side":"sell","target_ltc":"1.631321370309951060358890701","vwap":"61.30000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8093061792100842,"ltc":"16.30228439771801140994295028","mid_cost_bps":4.256132234705284,"side":"buy","target_ltc":null,"vwap":"61.34109647479709544614960139"},{"budget_eur":1000,"eur":"999.7104978818760195758564434","filled_fraction":1.0,"full":true,"impact_bps":2.8950211812398043,"ltc":"16.31321370309951060358890701","mid_cost_bps":5.340696377884694,"side":"sell","target_ltc":"16.31321370309951060358890701","vwap":"61.28225352015900000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.529455109648445,"ltc":"162.8808351568755085435313263","mid_cost_bps":12.978414447928552,"side":"buy","target_ltc":null,"vwap":"61.39457714818747391651708321"},{"budget_eur":10000,"eur":"9988.321672846900489396411090","filled_fraction":1.0,"full":true,"impact_bps":11.678327153099511,"ltc":"163.1321370309951060358890701","mid_cost_bps":14.121853616325533,"side":"sell","target_ltc":"163.1321370309951060358890701","vwap":"61.22841185455150000000000000"}],"spread_bps":4.892766859659138},"raw_file":"1790903701-okx.json","request_at":1790903701.8037972,"response_at":1790903702.0841517,"sequence":null,"sha256":"8279f03080502e19937c287ba9263bdf9e6a74d92a5df0f8328c683db2778c1a","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790904601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 01:30:02 GMT"},"metrics":{"ask":"61.27000","ask_levels":100,"bid":"61.25000","bid_levels":100,"depth_1pct_eur":{"buy":"212025.96265000","sell":"876534.11993000"},"mid":"61.26000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6311199609291334,"ltc":"1.631853949086161879895561358","mid_cost_bps":3.263772771892393,"side":"buy","target_ltc":null,"vwap":"61.27999387200061279993871999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.632653061224489795918367347","mid_cost_bps":1.632386549134835,"side":"sell","target_ltc":"1.632653061224489795918367347","vwap":"61.25000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.6320201077209284,"ltc":"16.31853802219321148825065274","mid_cost_bps":3.2646730656229397,"side":"buy","target_ltc":null,"vwap":"61.27999938720000612799993872"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.32653061224489795918367347","mid_cost_bps":1.632386549134835,"side":"sell","target_ltc":"16.32653061224489795918367347","vwap":"61.25000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7823523442142575,"ltc":"163.1666137030995106035889070","mid_cost_bps":4.415193080803258,"side":"buy","target_ltc":null,"vwap":"61.28704747281300075479448023"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"163.2653061224489795918367347","mid_cost_bps":1.632386549134835,"side":"sell","target_ltc":"163.2653061224489795918367347","vwap":"61.25000000000000000000000000"}],"spread_bps":3.26477309826967},"raw_file":"1790904601-kraken.json","request_at":1790904601.6792643,"response_at":1790904602.0502453,"sequence":null,"sha256":"2521d4f745ddd42b8df68a23360c3a22c4c5c5e13500fea86b1fe2c069b7e438","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 01:30:01 GMT"},"metrics":{"ask":"61.299","ask_levels":620,"bid":"61.22","bid_levels":227,"depth_1pct_eur":{"buy":"11025.34210554624","sell":"86852.31174270986"},"mid":"61.2595","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.631347982838219220541933800","mid_cost_bps":6.4479794970576,"side":"buy","target_ltc":null,"vwap":"61.29900000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.633453119895459000326690624","mid_cost_bps":6.4479794970576,"side":"sell","target_ltc":"1.633453119895459000326690624","vwap":"61.22000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.14533760142739086,"ltc":"16.31324273562512234910277325","mid_cost_bps":6.593410811872405,"side":"buy","target_ltc":null,"vwap":"61.29989090496298976315978977"},{"budget_eur":1000,"eur":"999.9952114335810454099967331","filled_fraction":1.0,"full":true,"impact_bps":0.0478856641895459,"ltc":"16.33453119895459000326690624","mid_cost_bps":6.495834284669056,"side":"sell","target_ltc":"16.33453119895459000326690624","vwap":"61.21970684396383160000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":17.663815663266522,"ltc":"162.8471480833186813186813187","mid_cost_bps":24.123184752447777,"side":"buy","target_ltc":null,"vwap":"61.40727742363425745529398707"},{"budget_eur":10000,"eur":"9991.737747810964057497549820","filled_fraction":1.0,"full":true,"impact_bps":8.262252189035943,"ltc":"163.3453119895459000326690624","mid_cost_bps":14.7049042028221,"side":"sell","target_ltc":"163.3453119895459000326690624","vwap":"61.16941849209872196000000000"}],"spread_bps":12.8959589941152},"raw_file":"1790904601-coinbase.json","request_at":1790904601.68029,"response_at":1790904601.9368517,"sequence":10013037059,"sha256":"ef53737e41de1a90d6bc22488ab27a166f80c3af4569c5cbe909a287197145ba","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790904601.808,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 01:30:01 GMT"},"metrics":{"ask":"61.28","ask_levels":100,"bid":"61.25","bid_levels":100,"depth_1pct_eur":{"buy":"78304.06697672","sell":"74322.92401753"},"mid":"61.265","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.631853785900783289817232376","mid_cost_bps":2.4483799885742266,"side":"buy","target_ltc":null,"vwap":"61.28000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.632653061224489795918367347","mid_cost_bps":2.4483799885742266,"side":"sell","target_ltc":"1.632653061224489795918367347","vwap":"61.25000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8108727295355354,"ltc":"16.31558331451876019575856444","mid_cost_bps":4.259696088565047,"side":"buy","target_ltc":null,"vwap":"61.29109702808659376059453043"},{"budget_eur":1000,"eur":"999.6375694555102040816326531","filled_fraction":1.0,"full":true,"impact_bps":3.624305444897959,"ltc":"16.32653061224489795918367347","mid_cost_bps":6.071798065779809,"side":"sell","target_ltc":"16.32653061224489795918367347","vwap":"61.22780112915000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.912686991962163,"ltc":"163.0400660824641460234680574","mid_cost_bps":11.363249144983945,"side":"buy","target_ltc":null,"vwap":"61.33461694588674413245709261"},{"budget_eur":10000,"eur":"9987.326447662857142857142858","filled_fraction":1.0,"full":true,"impact_bps":12.673552337142857,"ltc":"163.2653061224489795918367347","mid_cost_bps":15.118829358524444,"side":"sell","target_ltc":"163.2653061224489795918367347","vwap":"61.17237449193500000000000000"}],"spread_bps":4.896759977148453},"raw_file":"1790904601-okx.json","request_at":1790904601.6805456,"response_at":1790904601.9435287,"sequence":null,"sha256":"6705b48e7da17601a189bdf56bb774de335b9f15ba871f962e23de1f49f62ed7","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790905501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 01:45:01 GMT"},"metrics":{"ask":"61.11000","ask_levels":100,"bid":"61.07000","bid_levels":100,"depth_1pct_eur":{"buy":"198470.56617000","sell":"860574.48663000"},"mid":"61.09000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.636393388970708558337424317","mid_cost_bps":3.273858241938124,"side":"buy","target_ltc":null,"vwap":"61.10999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.637465203864417881120026199","mid_cost_bps":3.273858241938124,"side":"sell","target_ltc":"1.637465203864417881120026199","vwap":"61.07000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.36393388970708558337424317","mid_cost_bps":3.273858241938124,"side":"buy","target_ltc":null,"vwap":"61.10999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.37465203864417881120026199","mid_cost_bps":3.273858241938124,"side":"sell","target_ltc":"16.37465203864417881120026199","vwap":"61.07000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7228250227099617,"ltc":"163.5947948969578017664376840","mid_cost_bps":5.997574678962281,"side":"buy","target_ltc":null,"vwap":"61.12663918371378057669666795"},{"budget_eur":10000,"eur":"9998.462389592271164237759945","filled_fraction":1.0,"full":true,"impact_bps":1.5376104077288357,"ltc":"163.7465203864417881120026199","mid_cost_bps":4.810965257816337,"side":"sell","target_ltc":"163.7465203864417881120026199","vwap":"61.06060981324000000000000000"}],"spread_bps":6.547716483876248},"raw_file":"1790905501-kraken.json","request_at":1790905501.66262,"response_at":1790905501.8680954,"sequence":null,"sha256":"f3940344346fdd3cff5ec8d2439c9d183f372c6146f8a1a3ecb3e1c7f12c3119","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 01:45:01 GMT"},"metrics":{"ask":"61.167","ask_levels":623,"bid":"61.072","bid_levels":224,"depth_1pct_eur":{"buy":"11828.80697846670","sell":"43624.85155723585"},"mid":"61.1195","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.634868474831199829973678618","mid_cost_bps":7.771660435703826,"side":"buy","target_ltc":null,"vwap":"61.16699999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.637411579774692166623002358","mid_cost_bps":7.771660435703826,"side":"sell","target_ltc":"1.637411579774692166623002358","vwap":"61.07200000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.14568965000015024,"ltc":"16.34844656836613915772953178","mid_cost_bps":7.917463310752856,"side":"buy","target_ltc":null,"vwap":"61.16789113988215591897158273"},{"budget_eur":1000,"eur":"999.9598698028153392716793294","filled_fraction":1.0,"full":true,"impact_bps":0.40130197184660726,"ltc":"16.37411579774692166623002358","mid_cost_bps":8.172650529284697,"side":"sell","target_ltc":"16.37411579774692166623002358","vwap":"61.06954916859753840000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.833443189927757,"ltc":"163.3752059642600312662845232","mid_cost_bps":14.610414345639462,"side":"buy","target_ltc":null,"vwap":"61.20879812195983110868822384"},{"budget_eur":10000,"eur":"9988.109767557805732250458476","filled_fraction":1.0,"full":true,"impact_bps":11.890232442194268,"ltc":"163.7411579774692166623002358","mid_cost_bps":19.652652192993862,"side":"sell","target_ltc":"163.7411579774692166623002358","vwap":"60.99938397242903116800000000"}],"spread_bps":15.543320871407651},"raw_file":"1790905501-coinbase.json","request_at":1790905501.6636777,"response_at":1790905501.8428187,"sequence":10013066117,"sha256":"a4b7901b29e78df5591404415987bc77fd164eec6c452da8eb1abb3af37118e3","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790905501.858,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 01:45:01 GMT"},"metrics":{"ask":"61.14","ask_levels":100,"bid":"61.04","bid_levels":100,"depth_1pct_eur":{"buy":"69452.29061494","sell":"79024.52452803"},"mid":"61.09","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.635590448151782793588485443","mid_cost_bps":8.18464560484531,"side":"buy","target_ltc":null,"vwap":"61.14000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.638269986893840104849279161","mid_cost_bps":8.18464560484531,"side":"sell","target_ltc":"1.638269986893840104849279161","vwap":"61.04000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0787021710006517,"ltc":"16.35577575801177240026160889","mid_cost_bps":8.26341219078376,"side":"buy","target_ltc":null,"vwap":"61.14048118507349798450947602"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.38269986893840104849279161","mid_cost_bps":8.18464560484531,"side":"sell","target_ltc":"16.38269986893840104849279161","vwap":"61.04000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.411051615363773,"ltc":"163.3726194758406790728044401","mid_cost_bps":19.605036761554118,"side":"buy","target_ltc":null,"vwap":"61.20976716957633411104553699"},{"budget_eur":10000,"eur":"9996.397572242424639580602882","filled_fraction":1.0,"full":true,"impact_bps":3.6024277575753603,"ltc":"163.8269986893840104849279161","mid_cost_bps":11.78412490296939,"side":"sell","target_ltc":"163.8269986893840104849279161","vwap":"61.01801078096776000000000000"}],"spread_bps":16.36929120969062},"raw_file":"1790905501-okx.json","request_at":1790905501.6639209,"response_at":1790905502.001639,"sequence":null,"sha256":"921ac884a36bfa458884f593d41ebbb6c96db3495d1621a73a6465b24bc11ba2","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790906401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 02:00:01 GMT"},"metrics":{"ask":"61.18000","ask_levels":100,"bid":"61.17000","bid_levels":100,"depth_1pct_eur":{"buy":"215266.41909000","sell":"808693.72464000"},"mid":"61.17500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.634521085322000653808434129","mid_cost_bps":0.8173273395995097,"side":"buy","target_ltc":null,"vwap":"61.17999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.634788294915808402811835867","mid_cost_bps":0.8173273395995097,"side":"sell","target_ltc":"1.634788294915808402811835867","vwap":"61.17000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.34521085322000653808434129","mid_cost_bps":0.8173273395995097,"side":"buy","target_ltc":null,"vwap":"61.17999999999999999999999999"},{"budget_eur":1000,"eur":"999.8516623410168383194376327","filled_fraction":1.0,"full":true,"impact_bps":1.483376589831617,"ltc":"16.34788294915808402811835867","mid_cost_bps":2.3005826890069474,"side":"sell","target_ltc":"16.34788294915808402811835867","vwap":"61.16092618540000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.224720013981565,"ltc":"163.4157531025473546701502286","mid_cost_bps":3.0422291860301125,"side":"buy","target_ltc":null,"vwap":"61.19361083704553921399696689"},{"budget_eur":10000,"eur":"9995.331176820336766388752655","filled_fraction":1.0,"full":true,"impact_bps":4.668823179663233,"ltc":"163.4788294915808402811835867","mid_cost_bps":5.485768923579894,"side":"sell","target_ltc":"163.4788294915808402811835867","vwap":"61.14144080861000000000000000"}],"spread_bps":1.6346546791990193},"raw_file":"1790906401-kraken.json","request_at":1790906401.7505987,"response_at":1790906401.9548361,"sequence":null,"sha256":"a658f87e5dd4dccdc837d4b4501b13c72c45fceafaa9f749e97e8d62978b224f","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 02:00:02 GMT"},"metrics":{"ask":"61.211","ask_levels":622,"bid":"61.136","bid_levels":226,"depth_1pct_eur":{"buy":"9060.53490700106","sell":"75692.75215761128"},"mid":"61.1735","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.633693290421656238257829475","mid_cost_bps":6.130105356077387,"side":"buy","target_ltc":null,"vwap":"61.21100000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.635697461397539911018058100","mid_cost_bps":6.130105356077387,"side":"sell","target_ltc":"1.635697461397539911018058100","vwap":"61.13600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.07786108687088221,"ltc":"16.33680570407175063712997452","mid_cost_bps":6.208014172614835,"side":"buy","target_ltc":null,"vwap":"61.21147659549884535705845193"},{"budget_eur":1000,"eur":"999.9833761416820492017796389","filled_fraction":1.0,"full":true,"impact_bps":0.166238583179508,"ltc":"16.35697461397539911018058100","mid_cost_bps":6.296242033253981,"side":"sell","target_ltc":"16.35697461397539911018058100","vwap":"61.13498368379787376000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":20.91904694655363,"ltc":"163.0282893982118712599061944","mid_cost_bps":27.06197589880413,"side":"buy","target_ltc":null,"vwap":"61.33904757826454942773064628"},{"budget_eur":10000,"eur":"9995.330715595756974613975399","filled_fraction":1.0,"full":true,"impact_bps":4.669284404243025,"ltc":"163.5697461397539911018058100","mid_cost_bps":10.796527439786862,"side":"sell","target_ltc":"163.5697461397539911018058100","vwap":"61.10745386286621984000000000"}],"spread_bps":12.260210712154773},"raw_file":"1790906401-coinbase.json","request_at":1790906401.751646,"response_at":1790906402.0830817,"sequence":10013098495,"sha256":"39efa1994345d52992e1cd622437dc840004bd2e96e312c182cb069673c8565b","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790906401.958,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 02:00:02 GMT"},"metrics":{"ask":"61.18","ask_levels":100,"bid":"61.15","bid_levels":100,"depth_1pct_eur":{"buy":"68692.36762029","sell":"76263.21783425"},"mid":"61.165","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.634521085322000653808434129","mid_cost_bps":2.452382898716586,"side":"buy","target_ltc":null,"vwap":"61.17999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.635322976287816843826655765","mid_cost_bps":2.452382898716586,"side":"sell","target_ltc":"1.635322976287816843826655765","vwap":"61.14999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.721083946578059,"ltc":"16.34076439405325927136088874","mid_cost_bps":5.174134159268301,"side":"buy","target_ltc":null,"vwap":"61.19664759158516456482623755"},{"budget_eur":1000,"eur":"999.7276797471136549468520036","filled_fraction":1.0,"full":true,"impact_bps":2.7232025288634505,"ltc":"16.35322976287816843826655765","mid_cost_bps":5.1749175940488845,"side":"sell","target_ltc":"16.35322976287816843826655765","vwap":"61.13334761653600000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.716837404153413,"ltc":"163.2445131391290164736584570","mid_cost_bps":15.17233895832757,"side":"buy","target_ltc":null,"vwap":"61.25780161123861057731160482"},{"budget_eur":10000,"eur":"9989.210545367121831561733445","filled_fraction":1.0,"full":true,"impact_bps":10.789454632878169,"ltc":"163.5322976287816843826655765","mid_cost_bps":13.23919154419194,"side":"sell","target_ltc":"163.5322976287816843826655765","vwap":"61.08402248491995000000000000"}],"spread_bps":4.904765797433172},"raw_file":"1790906401-okx.json","request_at":1790906401.7518895,"response_at":1790906402.0955863,"sequence":null,"sha256":"e7565bc1703bc13e96572d4d6c482e05c34c82405ed75cfea469726790b13f41","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790907301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 02:15:02 GMT"},"metrics":{"ask":"61.32000","ask_levels":100,"bid":"61.31000","bid_levels":100,"depth_1pct_eur":{"buy":"218759.12235000","sell":"450806.74120000"},"mid":"61.31500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.630789302022178734507501631","mid_cost_bps":0.8154611432765229,"side":"buy","target_ltc":null,"vwap":"61.31999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.631055292774425053009297015","mid_cost_bps":0.8154611432765229,"side":"sell","target_ltc":"1.631055292774425053009297015","vwap":"61.31000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.30789302022178734507501631","mid_cost_bps":0.8154611432765229,"side":"buy","target_ltc":null,"vwap":"61.31999999999999999999999999"},{"budget_eur":1000,"eur":"999.8421489414451149893981405","filled_fraction":1.0,"full":true,"impact_bps":1.5785105855488502,"ltc":"16.31055292774425053009297015","mid_cost_bps":2.3938430074206964,"side":"sell","target_ltc":"16.31055292774425053009297015","vwap":"61.30032215160000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.499215995580285,"ltc":"163.0218853233425639354943802","mid_cost_bps":4.314962486324441,"side":"buy","target_ltc":null,"vwap":"61.34145719248489830578612293"},{"budget_eur":10000,"eur":"9995.052288828902299787962811","filled_fraction":1.0,"full":true,"impact_bps":4.9477111710977,"ltc":"163.1055292774425053009297015","mid_cost_bps":5.762768847753405,"side":"sell","target_ltc":"163.1055292774425053009297015","vwap":"61.27966558281000000000000000"}],"spread_bps":1.6309222865530457},"raw_file":"1790907301-kraken.json","request_at":1790907301.9060042,"response_at":1790907302.119358,"sequence":null,"sha256":"250c31a9c6507185d605f8309024bcb0be944c888432d1eb2253b2b15c4a3c2f","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 02:15:02 GMT"},"metrics":{"ask":"61.345","ask_levels":622,"bid":"61.259","bid_levels":225,"depth_1pct_eur":{"buy":"11162.14095945480","sell":"41992.23807228926"},"mid":"61.302","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.630124704539897302143613986","mid_cost_bps":7.014453035790023,"side":"buy","target_ltc":null,"vwap":"61.34500000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.632413196428279926214923521","mid_cost_bps":7.014453035790023,"side":"sell","target_ltc":"1.632413196428279926214923521","vwap":"61.25900000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.20091976524822935,"ltc":"16.30091952770648931488092327","mid_cost_bps":7.215513735263982,"side":"buy","target_ltc":null,"vwap":"61.34623254229991526297439976"},{"budget_eur":1000,"eur":"999.9953134737357172007378505","filled_fraction":1.0,"full":true,"impact_bps":0.04686526264282799,"ltc":"16.32413196428279926214923521","mid_cost_bps":7.06128542501447,"side":"sell","target_ltc":"16.32413196428279926214923521","vwap":"61.25871290808757630000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":16.52753942351095,"ltc":"162.7434955002097608274078862","mid_cost_bps":23.553585624209312,"side":"buy","target_ltc":null,"vwap":"61.44638819059352792856728909"},{"budget_eur":10000,"eur":"9987.469760289376413261724805","filled_fraction":1.0,"full":true,"impact_bps":12.530239710623587,"ltc":"163.2413196428279926214923521","mid_cost_bps":19.535903468615874,"side":"sell","target_ltc":"163.2413196428279926214923521","vwap":"61.18224100455669097000000000"}],"spread_bps":14.028906071580046},"raw_file":"1790907301-coinbase.json","request_at":1790907301.9075196,"response_at":1790907302.099657,"sequence":10013128107,"sha256":"df2621faffed59effc18847848402146b013f42fdb8c92bcb3bbcc8dc6f951ed","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790907302.007,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 02:15:02 GMT"},"metrics":{"ask":"61.32","ask_levels":100,"bid":"61.29","bid_levels":100,"depth_1pct_eur":{"buy":"68363.27029212","sell":"67949.57367639"},"mid":"61.305","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.630789302022178734507501631","mid_cost_bps":2.446782481037436,"side":"buy","target_ltc":null,"vwap":"61.31999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.631587534671235111763746125","mid_cost_bps":2.446782481037436,"side":"sell","target_ltc":"1.631587534671235111763746125","vwap":"61.29000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7152313235875027,"ltc":"16.30346625199674001629991850","mid_cost_bps":5.16267816266839,"side":"buy","target_ltc":null,"vwap":"61.33664979847623856562454396"},{"budget_eur":1000,"eur":"999.7282653895986294664708762","filled_fraction":1.0,"full":true,"impact_bps":2.7173461040137052,"ltc":"16.31587534671235111763746125","mid_cost_bps":5.163463709566919,"side":"sell","target_ltc":"16.31587534671235111763746125","vwap":"61.27334538572850000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.264028479209358,"ltc":"162.8954443098339303158580267","mid_cost_bps":13.713567023001678,"side":"buy","target_ltc":null,"vwap":"61.38907102263451178301708319"},{"budget_eur":10000,"eur":"9989.794133119273943547071300","filled_fraction":1.0,"full":true,"impact_bps":10.205866880726056,"ltc":"163.1587534671235111763746125","mid_cost_bps":12.650152208134736,"side":"sell","target_ltc":"163.1587534671235111763746125","vwap":"61.22744824188803000000000000"}],"spread_bps":4.893564962074872},"raw_file":"1790907301-okx.json","request_at":1790907301.9077616,"response_at":1790907302.1497643,"sequence":null,"sha256":"c3e978ab0bbf37ab8fb16e833f88b722b5bed6a642ddadda3da00caebe474d51","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790908201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 02:30:01 GMT"},"metrics":{"ask":"61.29000","ask_levels":100,"bid":"61.26000","bid_levels":100,"depth_1pct_eur":{"buy":"227341.55923000","sell":"790447.09466000"},"mid":"61.27500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.631587534671235111763746125","mid_cost_bps":2.4479804161566707,"side":"buy","target_ltc":null,"vwap":"61.29000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.632386549134835128958537382","mid_cost_bps":2.4479804161566707,"side":"sell","target_ltc":"1.632386549134835128958537382","vwap":"61.25999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.19505951437199556,"ltc":"16.31555709624796084828711256","mid_cost_bps":2.6430876807157833,"side":"buy","target_ltc":null,"vwap":"61.29119551976358596087672006"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.32386549134835128958537382","mid_cost_bps":2.4479804161566707,"side":"sell","target_ltc":"16.32386549134835128958537382","vwap":"61.25999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.032334651855618,"ltc":"163.0929889160554197229013855","mid_cost_bps":6.481302175638202,"side":"buy","target_ltc":null,"vwap":"61.31471417908122308417095970"},{"budget_eur":10000,"eur":"9996.652700352595494613124390","filled_fraction":1.0,"full":true,"impact_bps":3.3472996474045056,"ltc":"163.2386549134835128958537382","mid_cost_bps":5.79446065116279,"side":"sell","target_ltc":"163.2386549134835128958537382","vwap":"61.23949444236000000000000000"}],"spread_bps":4.8959608323133414},"raw_file":"1790908201-kraken.json","request_at":1790908201.2739809,"response_at":1790908201.4790428,"sequence":null,"sha256":"ebd9c33693767b87ef55cb70dff0cad1671766740f13569d4d6a2c82fa2e2616","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 02:30:01 GMT"},"metrics":{"ask":"61.308","ask_levels":625,"bid":"61.24","bid_levels":227,"depth_1pct_eur":{"buy":"22236.65783576743","sell":"84707.49464373185"},"mid":"61.274","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.631108501337508971096757356","mid_cost_bps":5.5488461664001045,"side":"buy","target_ltc":null,"vwap":"61.30800000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.632919660352710646636185500","mid_cost_bps":5.5488461664001045,"side":"sell","target_ltc":"1.632919660352710646636185500","vwap":"61.23999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.063026253803152,"ltc":"16.30772068778323115053482912","mid_cost_bps":7.6130171617352165,"side":"buy","target_ltc":null,"vwap":"61.32064800135681636563683873"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.32919660352710646636185500","mid_cost_bps":5.5488461664001045,"side":"sell","target_ltc":"16.32919660352710646636185500","vwap":"61.23999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.717135861549053,"ltc":"163.0176507280466177669111654","mid_cost_bps":11.269154378689972,"side":"buy","target_ltc":null,"vwap":"61.34305061653998493490508105"},{"budget_eur":10000,"eur":"9995.644657512549157413455260","filled_fraction":1.0,"full":true,"impact_bps":4.355342487450843,"ltc":"163.2919660352710646636185500","mid_cost_bps":9.901771941304462,"side":"sell","target_ltc":"163.2919660352710646636185500","vwap":"61.21332788260685104000000000"}],"spread_bps":11.097692332800209},"raw_file":"1790908201-coinbase.json","request_at":1790908201.2749956,"response_at":1790908201.4718983,"sequence":10013157967,"sha256":"7b37c670e8fc4946d682d4e5a325e0339ce774f714525c8048a159ce7fe145bc","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790908201.357,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 02:30:01 GMT"},"metrics":{"ask":"61.29","ask_levels":100,"bid":"61.26","bid_levels":100,"depth_1pct_eur":{"buy":"59529.86327825","sell":"77043.87188991"},"mid":"61.275","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.631587534671235111763746125","mid_cost_bps":2.4479804161566707,"side":"buy","target_ltc":null,"vwap":"61.29000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.632386549134835128958537382","mid_cost_bps":2.4479804161566707,"side":"sell","target_ltc":"1.632386549134835128958537382","vwap":"61.25999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8115199467503844,"ltc":"16.31292022867395204697439243","mid_cost_bps":4.259943819442367,"side":"buy","target_ltc":null,"vwap":"61.30110280575363310617880304"},{"budget_eur":1000,"eur":"999.8187199901730329742082927","filled_fraction":1.0,"full":true,"impact_bps":1.8128000982696704,"ltc":"16.32386549134835128958537382","mid_cost_bps":4.260336744512444,"side":"sell","target_ltc":"16.32386549134835128958537382","vwap":"61.24889478659800000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.056946360651224,"ltc":"162.9948304404432132963988920","mid_cost_bps":12.507388697581616,"side":"buy","target_ltc":null,"vwap":"61.35163902424443135503770228"},{"budget_eur":10000,"eur":"9990.309534858651648710414628","filled_fraction":1.0,"full":true,"impact_bps":9.690465141348351,"ltc":"163.2386549134835128958537382","mid_cost_bps":12.136073350616075,"side":"sell","target_ltc":"163.2386549134835128958537382","vwap":"61.20063621054410000000000000"}],"spread_bps":4.8959608323133414},"raw_file":"1790908201-okx.json","request_at":1790908201.2752416,"response_at":1790908201.486492,"sequence":null,"sha256":"f04e5a15f9b60c2837f64955a1cbf159a3fdd0a8436bec68bc98d3e3f12dbbcd","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790909101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 02:45:02 GMT"},"metrics":{"ask":"61.21000","ask_levels":100,"bid":"61.18000","bid_levels":100,"depth_1pct_eur":{"buy":"226930.21268000","sell":"448958.34836000"},"mid":"61.19500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.633719980395360235255677177","mid_cost_bps":2.4511806520140533,"side":"buy","target_ltc":null,"vwap":"61.21000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.634521085322000653808434129","mid_cost_bps":2.4511806520140533,"side":"sell","target_ltc":"1.634521085322000653808434129","vwap":"61.17999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7483537286397638,"ltc":"16.33597729500163345311989546","mid_cost_bps":3.1997178156718675,"side":"buy","target_ltc":null,"vwap":"61.21458067317300399395641503"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.34521085322000653808434129","mid_cost_bps":2.4511806520140533,"side":"sell","target_ltc":"16.34521085322000653808434129","vwap":"61.17999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.3514189986764755,"ltc":"163.3009389587073608617594255","mid_cost_bps":6.803666262096365,"side":"buy","target_ltc":null,"vwap":"61.23663503569089870676692192"},{"budget_eur":10000,"eur":"9998.591658914677999346191567","filled_fraction":1.0,"full":true,"impact_bps":1.4083410853220006,"ltc":"163.4521085322000653808434129","mid_cost_bps":3.859176527494076,"side":"sell","target_ltc":"163.4521085322000653808434129","vwap":"61.17138376924000000000000000"}],"spread_bps":4.902361304028107},"raw_file":"1790909101-kraken.json","request_at":1790909101.8619254,"response_at":1790909102.0577397,"sequence":null,"sha256":"935c7452593600e10934df9cb6abee0b941e582df00ee516ea56653d4e5f7bed","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 02:45:01 GMT"},"metrics":{"ask":"61.241","ask_levels":623,"bid":"61.161","bid_levels":222,"depth_1pct_eur":{"buy":"10954.43786873319","sell":"83447.50334614748"},"mid":"61.201","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.632892996521937917408272236","mid_cost_bps":6.535840917632065,"side":"buy","target_ltc":null,"vwap":"61.24100000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.635028858259348277497097824","mid_cost_bps":6.535840917632065,"side":"sell","target_ltc":"1.635028858259348277497097824","vwap":"61.16099999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.14549210252079808,"ltc":"16.32869239564057346265634695","mid_cost_bps":6.6814281114765475,"side":"buy","target_ltc":null,"vwap":"61.24189100818504761950133517"},{"budget_eur":1000,"eur":"999.9817351261248130344500582","filled_fraction":1.0,"full":true,"impact_bps":0.18264873875186965,"ltc":"16.35028858259348277497097824","mid_cost_bps":6.718370280073906,"side":"sell","target_ltc":"16.35028858259348277497097824","vwap":"61.15988290204891969000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.39031969610658,"ltc":"163.0709424469427956850123724","mid_cost_bps":19.934912313675643,"side":"buy","target_ltc":null,"vwap":"61.32300365685092630301240231"},{"budget_eur":10000,"eur":"9995.824853728647323784764802","filled_fraction":1.0,"full":true,"impact_bps":4.175146271352676,"ltc":"163.5028858259348277497097824","mid_cost_bps":10.708258379801,"side":"sell","target_ltc":"163.5028858259348277497097824","vwap":"61.13546438788977989700000000"}],"spread_bps":13.07168183526413},"raw_file":"1790909101-coinbase.json","request_at":1790909101.8635805,"response_at":1790909101.9875786,"sequence":10013190421,"sha256":"462a6df83d898210ce6f4fd63936d67863fdcc4239dbad7a8a84161f246f5739","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790909101.957,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 02:45:02 GMT"},"metrics":{"ask":"61.22","ask_levels":100,"bid":"61.19","bid_levels":100,"depth_1pct_eur":{"buy":"79002.89989334","sell":"78284.43850222"},"mid":"61.205","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.633453119895459000326690624","mid_cost_bps":2.450780165019198,"side":"buy","target_ltc":null,"vwap":"61.22000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.634253963065860434711554176","mid_cost_bps":2.450780165019198,"side":"sell","target_ltc":"1.634253963065860434711554176","vwap":"61.18999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9068967347092343,"ltc":"16.33304995998693450922750286","mid_cost_bps":3.3578991601813466,"side":"buy","target_ltc":null,"vwap":"61.22555202180988993221581995"},{"budget_eur":1000,"eur":"999.6370108547736558261153786","filled_fraction":1.0,"full":true,"impact_bps":3.6298914522634416,"ltc":"16.34253963065860434711554176","mid_cost_bps":6.079782010685402,"side":"sell","target_ltc":"16.34253963065860434711554176","vwap":"61.16778869420360000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.710907506249245,"ltc":"163.2357659768276762402088773","mid_cost_bps":9.163332367169001,"side":"buy","target_ltc":null,"vwap":"61.26108417575325787607337955"},{"budget_eur":10000,"eur":"9987.255239487077953914038244","filled_fraction":1.0,"full":true,"impact_bps":12.744760512922046,"ltc":"163.4253963065860434711554176","mid_cost_bps":15.192417217313945,"side":"sell","target_ltc":"163.4253963065860434711554176","vwap":"61.11201481042143000000000000"}],"spread_bps":4.901560330038396},"raw_file":"1790909101-okx.json","request_at":1790909101.8638701,"response_at":1790909102.0917456,"sequence":null,"sha256":"de9f667f38c0ada1a175dcc1a4dcef356e3afcad3fe04ce2b8e93df098c4d7f2","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790910001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 03:00:01 GMT"},"metrics":{"ask":"61.34000","ask_levels":100,"bid":"61.33000","bid_levels":100,"depth_1pct_eur":{"buy":"212413.58500000","sell":"708081.20816000"},"mid":"61.33500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.630257580697750244538637105","mid_cost_bps":0.8151952392598028,"side":"buy","target_ltc":null,"vwap":"61.33999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.630523398010761454426871026","mid_cost_bps":0.8151952392598028,"side":"sell","target_ltc":"1.630523398010761454426871026","vwap":"61.32999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.30257580697750244538637105","mid_cost_bps":0.8151952392598028,"side":"buy","target_ltc":null,"vwap":"61.33999999999999999999999999"},{"budget_eur":1000,"eur":"999.8115553203978477091146260","filled_fraction":1.0,"full":true,"impact_bps":1.884446796021523,"ltc":"16.30523398010761454426871026","mid_cost_bps":2.69948841607565,"side":"sell","target_ltc":"16.30523398010761454426871026","vwap":"61.31844268780000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.016142256351025,"ltc":"162.9928963831867057673509286","mid_cost_bps":2.8315018505677325,"side":"buy","target_ltc":null,"vwap":"61.35236701660045718728376178"},{"budget_eur":10000,"eur":"9995.925319805967715636719389","filled_fraction":1.0,"full":true,"impact_bps":4.074680194032284,"ltc":"163.0523398010761454426871026","mid_cost_bps":4.8895432673025185,"side":"sell","target_ltc":"163.0523398010761454426871026","vwap":"61.30500998637000000000000000"}],"spread_bps":1.6303904785196055},"raw_file":"1790910001-kraken.json","request_at":1790910001.449009,"response_at":1790910001.6424499,"sequence":null,"sha256":"99855e0fd988257b2ff343d9f555ed6dd8d6b883a181237869ec544a4073faba","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 03:00:01 GMT"},"metrics":{"ask":"61.353","ask_levels":627,"bid":"61.319","bid_levels":223,"depth_1pct_eur":{"buy":"22751.49867738496","sell":"91671.75752770525"},"mid":"61.336","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.629912147735237070721888090","mid_cost_bps":2.7716186252771617,"side":"buy","target_ltc":null,"vwap":"61.35300000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.630815897193365840930217388","mid_cost_bps":2.7716186252771617,"side":"sell","target_ltc":"1.630815897193365840930217388","vwap":"61.31899999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":2.133114485032699,"ltc":"16.29564542962148245914194000","mid_cost_bps":4.905324328293517,"side":"buy","target_ltc":null,"vwap":"61.36608729730002111710496619"},{"budget_eur":1000,"eur":"999.6958787397655258565860502","filled_fraction":1.0,"full":true,"impact_bps":3.0412126023447414,"ltc":"16.30815897193365840930217388","mid_cost_bps":5.811988319472695,"side":"sell","target_ltc":"16.30815897193365840930217388","vwap":"61.30035158844368228000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.069648101301332,"ltc":"162.8760671256534766324702817","mid_cost_bps":9.843226163413666,"side":"buy","target_ltc":null,"vwap":"61.39637441199591406209406493"},{"budget_eur":10000,"eur":"9992.921868436719141538511719","filled_fraction":1.0,"full":true,"impact_bps":7.078131563280858,"ltc":"163.0815897193365840930217388","mid_cost_bps":9.847788400430725,"side":"sell","target_ltc":"163.0815897193365840930217388","vwap":"61.27559760506711810400000000"}],"spread_bps":5.5432372505543235},"raw_file":"1790910001-coinbase.json","request_at":1790910001.45005,"response_at":1790910001.5828283,"sequence":10013222961,"sha256":"7e145e3c09bead3b166eb910b856565c4a07981e3824c7063e1afab3cd396e22","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790910001.557,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 03:00:01 GMT"},"metrics":{"ask":"61.34","ask_levels":100,"bid":"61.31","bid_levels":100,"depth_1pct_eur":{"buy":"67448.49820571","sell":"74443.26075072"},"mid":"61.325","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.630257580697750244538637105","mid_cost_bps":2.445984508764778,"side":"buy","target_ltc":null,"vwap":"61.33999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.631055292774425053009297015","mid_cost_bps":2.445984508764778,"side":"sell","target_ltc":"1.631055292774425053009297015","vwap":"61.31000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7153600995778486,"ltc":"16.29815027228287436858399870","mid_cost_bps":5.162008781216555,"side":"buy","target_ltc":null,"vwap":"61.35665601885081052406693465"},{"budget_eur":1000,"eur":"999.7102247428902299787962811","filled_fraction":1.0,"full":true,"impact_bps":2.8977525710977003,"ltc":"16.31055292774425053009297015","mid_cost_bps":5.343028294072564,"side":"sell","target_ltc":"16.31055292774425053009297015","vwap":"61.29223387898660000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.995344953017698,"ltc":"162.8141754324764074194598113","mid_cost_bps":15.444508103026589,"side":"buy","target_ltc":null,"vwap":"61.41971344594181055897863700"},{"budget_eur":10000,"eur":"9989.719203685030174522916326","filled_fraction":1.0,"full":true,"impact_bps":10.280796314969825,"ltc":"163.1055292774425053009297015","mid_cost_bps":12.724266156882186,"side":"sell","target_ltc":"163.1055292774425053009297015","vwap":"61.24696843779292000000000000"}],"spread_bps":4.891969017529556},"raw_file":"1790910001-okx.json","request_at":1790910001.4503748,"response_at":1790910001.683839,"sequence":null,"sha256":"b42b39200fd407105ad36005fcb0671c5975d3e42cb66974c6c1b3addc811b68","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790910901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 03:15:01 GMT"},"metrics":{"ask":"61.16000","ask_levels":100,"bid":"61.12000","bid_levels":100,"depth_1pct_eur":{"buy":"210165.24152000","sell":"349145.96888000"},"mid":"61.14000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.635055591890124264224983649","mid_cost_bps":3.271180896303566,"side":"buy","target_ltc":null,"vwap":"61.16000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.636125654450261780104712042","mid_cost_bps":3.271180896303566,"side":"sell","target_ltc":"1.636125654450261780104712042","vwap":"61.12000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.35055591890124264224983649","mid_cost_bps":3.271180896303566,"side":"buy","target_ltc":null,"vwap":"61.16000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.36125654450261780104712042","mid_cost_bps":3.271180896303566,"side":"sell","target_ltc":"16.36125654450261780104712042","vwap":"61.12000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.2336411073899574,"ltc":"163.4690460709034471491586342","mid_cost_bps":5.5055526681054925,"side":"buy","target_ltc":null,"vwap":"61.17366094901279697919765024"},{"budget_eur":10000,"eur":"9999.077954345549738219895289","filled_fraction":1.0,"full":true,"impact_bps":0.9220456544502618,"ltc":"163.6125654450261780104712042","mid_cost_bps":4.192924932940792,"side":"sell","target_ltc":"163.6125654450261780104712042","vwap":"61.11436445696000000000000000"}],"spread_bps":6.542361792607132},"raw_file":"1790910901-kraken.json","request_at":1790910901.4972672,"response_at":1790910901.69382,"sequence":null,"sha256":"fc19517dbfbf5aedb8ed9d7e6950eaed8d6336e6c6033ea46d13dc6a09cbf212","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 03:15:01 GMT"},"metrics":{"ask":"61.173","ask_levels":625,"bid":"61.104","bid_levels":223,"depth_1pct_eur":{"buy":"19217.63215806084","sell":"83207.55052169559"},"mid":"61.1385","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.634708122864662514508034590","mid_cost_bps":5.642925488849088,"side":"buy","target_ltc":null,"vwap":"61.17300000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.636554071746530505367897355","mid_cost_bps":5.642925488849088,"side":"sell","target_ltc":"1.636554071746530505367897355","vwap":"61.10400000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1590236954224337,"ltc":"16.34682127545386187167960768","mid_cost_bps":5.802038920157945,"side":"buy","target_ltc":null,"vwap":"61.17397279565200765363405354"},{"budget_eur":1000,"eur":"999.9053648490902775595705680","filled_fraction":1.0,"full":true,"impact_bps":0.9463515090972244,"ltc":"16.36554071746530505367897355","mid_cost_bps":6.588742978841103,"side":"sell","target_ltc":"16.36554071746530505367897355","vwap":"61.09821741373881232000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.182348701041527,"ltc":"163.4188067237359477124183007","mid_cost_bps":8.827069965550566,"side":"buy","target_ltc":null,"vwap":"61.19246738170888133057145617"},{"budget_eur":10000,"eur":"9992.724256315764001047394604","filled_fraction":1.0,"full":true,"impact_bps":7.275743684235999,"ltc":"163.6554071746530505367897355","mid_cost_bps":12.914563525136476,"side":"sell","target_ltc":"163.6554071746530505367897355","vwap":"61.05954229579184435200000000"}],"spread_bps":11.285850977698177},"raw_file":"1790910901-coinbase.json","request_at":1790910901.4983184,"response_at":1790910901.622555,"sequence":10013258614,"sha256":"381fab28f296aa349f1d4fdba287344e1c0b912fc5e10f2ee21dc1e2aa560bcf","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790910901.657,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 03:15:01 GMT"},"metrics":{"ask":"61.15","ask_levels":100,"bid":"61.12","bid_levels":100,"depth_1pct_eur":{"buy":"72693.74560371","sell":"70255.51625448"},"mid":"61.135","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.635322976287816843826655765","mid_cost_bps":2.4535863253455465,"side":"buy","target_ltc":null,"vwap":"61.14999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.636125654450261780104712042","mid_cost_bps":2.4535863253455465,"side":"sell","target_ltc":"1.636125654450261780104712042","vwap":"61.12000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.6322300506184986,"ltc":"16.34729205033502206242850139","mid_cost_bps":6.0867075749623165,"side":"buy","target_ltc":null,"vwap":"61.17221108675953211947431888"},{"budget_eur":1000,"eur":"999.6364684182198952879581153","filled_fraction":1.0,"full":true,"impact_bps":3.635315817801047,"ltc":"16.36125654450261780104712042","mid_cost_bps":6.088010187028707,"side":"sell","target_ltc":"16.36125654450261780104712042","vwap":"61.09778094972160000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.384510191507161,"ltc":"163.3463358262857142857142857","mid_cost_bps":13.840889804705371,"side":"buy","target_ltc":null,"vwap":"61.21961627982106628796236851"},{"budget_eur":10000,"eur":"9989.365551479947643979057592","filled_fraction":1.0,"full":true,"impact_bps":10.634448520052356,"ltc":"163.6125654450261780104712042","mid_cost_bps":13.085425591651264,"side":"sell","target_ltc":"163.6125654450261780104712042","vwap":"61.05500225064544000000000000"}],"spread_bps":4.907172650691093},"raw_file":"1790910901-okx.json","request_at":1790910901.4986389,"response_at":1790910901.7834466,"sequence":null,"sha256":"6d53369d72fc9ece28d1d5817a84097deca2c6db8b958e0a9e806f3680882f5c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790911801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 03:30:01 GMT"},"metrics":{"ask":"60.99000","ask_levels":100,"bid":"60.96000","bid_levels":100,"depth_1pct_eur":{"buy":"208143.29774000","sell":"751516.69902000"},"mid":"60.97500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.639613051319888506312510248","mid_cost_bps":2.4600246002460024,"side":"buy","target_ltc":null,"vwap":"60.98999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.640419947506561679790026247","mid_cost_bps":2.4600246002460024,"side":"sell","target_ltc":"1.640419947506561679790026247","vwap":"60.95999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.19688464677189874,"ltc":"16.39580770491803278688524590","mid_cost_bps":2.6569576811253484,"side":"buy","target_ltc":null,"vwap":"60.99120079946066181032062505"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.40419947506561679790026247","mid_cost_bps":2.4600246002460024,"side":"sell","target_ltc":"16.40419947506561679790026247","vwap":"60.95999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.390387328395344,"ltc":"163.9221213958060288335517693","mid_cost_bps":4.850999969804543,"side":"buy","target_ltc":null,"vwap":"61.00457897231588320105285589"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"164.0419947506561679790026247","mid_cost_bps":2.4600246002460024,"side":"sell","target_ltc":"164.0419947506561679790026247","vwap":"60.95999999999999999999999999"}],"spread_bps":4.920049200492005},"raw_file":"1790911801-kraken.json","request_at":1790911801.607297,"response_at":1790911801.8008406,"sequence":null,"sha256":"ac8e7e305feebd785485bc678636c134f4903b25829dde7b78bfda1aab0b07cc","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 03:30:01 GMT"},"metrics":{"ask":"61.043","ask_levels":625,"bid":"60.95","bid_levels":228,"depth_1pct_eur":{"buy":"21836.28195747114","sell":"85057.18084397049"},"mid":"60.9965","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.638189472994446537686548826","mid_cost_bps":7.623388227193364,"side":"buy","target_ltc":null,"vwap":"61.04300000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.640689089417555373256767842","mid_cost_bps":7.623388227193364,"side":"sell","target_ltc":"1.640689089417555373256767842","vwap":"60.95000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.4015796433579361,"ltc":"16.38123689281754742325459490","mid_cost_bps":8.025274010303844,"side":"buy","target_ltc":null,"vwap":"61.04545136261694984937397568"},{"budget_eur":1000,"eur":"999.9247724749924200164068906","filled_fraction":1.0,"full":true,"impact_bps":0.7522752500757999,"ltc":"16.40689089417555373256767842","mid_cost_bps":8.37508998864066,"side":"sell","target_ltc":"16.40689089417555373256767842","vwap":"60.94541488235078800000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9065772506292735,"ltc":"163.8040971926371826371826372","mid_cost_bps":8.530656596856586,"side":"buy","target_ltc":null,"vwap":"61.04853401951101627422175468"},{"budget_eur":10000,"eur":"9996.864432624865578342904017","filled_fraction":1.0,"full":true,"impact_bps":3.1355673751344217,"ltc":"164.0689089417555373256767842","mid_cost_bps":10.756565237586468,"side":"sell","target_ltc":"164.0689089417555373256767842","vwap":"60.93088871684855570000000000"}],"spread_bps":15.246776454386728},"raw_file":"1790911801-coinbase.json","request_at":1790911801.608358,"response_at":1790911801.7300131,"sequence":10013287053,"sha256":"342eae79887095382451205e2af0efc5c6b3445f1a9d25440736e3f4069ea133","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790911801.757,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 03:30:01 GMT"},"metrics":{"ask":"61","ask_levels":100,"bid":"60.97","bid_levels":100,"depth_1pct_eur":{"buy":"75935.94001405","sell":"77201.31124224"},"mid":"60.985","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.639344262295081967213114754","mid_cost_bps":2.459621218332377,"side":"buy","target_ltc":null,"vwap":"61.00000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.640150893882237165819255371","mid_cost_bps":2.459621218332377,"side":"sell","target_ltc":"1.640150893882237165819255371","vwap":"60.97000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.731539400698317,"ltc":"16.38896591233819433065705391","mid_cost_bps":5.19183247425756,"side":"buy","target_ltc":null,"vwap":"61.01666239034425973269240686"},{"budget_eur":1000,"eur":"999.7266318718353288502542231","filled_fraction":1.0,"full":true,"impact_bps":2.7336812816467115,"ltc":"16.40150893882237165819255371","mid_cost_bps":5.192630117930639,"side":"sell","target_ltc":"16.40150893882237165819255371","vwap":"60.95333274522580000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.430524530103737,"ltc":"163.7799731240995415848068107","mid_cost_bps":11.892465300259538,"side":"buy","target_ltc":null,"vwap":"61.05752619963363279051911088"},{"budget_eur":10000,"eur":"9988.427481999530916844349677","filled_fraction":1.0,"full":true,"impact_bps":11.572518000469083,"ltc":"164.0150893882237165819255371","mid_cost_bps":14.029292817719112,"side":"sell","target_ltc":"164.0150893882237165819255371","vwap":"60.89944235775114000000000000"}],"spread_bps":4.919242436664754},"raw_file":"1790911801-okx.json","request_at":1790911801.6086516,"response_at":1790911801.886399,"sequence":null,"sha256":"b299cf66568caa0d8545580b3bdd1848c644389f5df40a3bdced18d5adc6bcda","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790912701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 03:45:01 GMT"},"metrics":{"ask":"61.06000","ask_levels":100,"bid":"61.03000","bid_levels":100,"depth_1pct_eur":{"buy":"214827.86289000","sell":"724121.14732000"},"mid":"61.04500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.637733377006223386832623649","mid_cost_bps":2.457203702186911,"side":"buy","target_ltc":null,"vwap":"61.06000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.638538423726036375553006718","mid_cost_bps":2.457203702186911,"side":"sell","target_ltc":"1.638538423726036375553006718","vwap":"61.03000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.37733377006223386832623649","mid_cost_bps":2.457203702186911,"side":"buy","target_ltc":null,"vwap":"61.06000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.38538423726036375553006718","mid_cost_bps":2.457203702186911,"side":"sell","target_ltc":"16.38538423726036375553006718","vwap":"61.03000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.1946736340876405,"ltc":"163.7374026845637583892617450","mid_cost_bps":4.652416612292429,"side":"buy","target_ltc":null,"vwap":"61.07340067720973913337172349"},{"budget_eur":10000,"eur":"9999.502141576273963624446993","filled_fraction":1.0,"full":true,"impact_bps":0.4978584237260364,"ltc":"163.8538423726036375553006718","mid_cost_bps":2.954939791956753,"side":"sell","target_ltc":"163.8538423726036375553006718","vwap":"61.02696157004000000000000000"}],"spread_bps":4.914407404373822},"raw_file":"1790912701-kraken.json","request_at":1790912701.3624434,"response_at":1790912701.559024,"sequence":null,"sha256":"ef5f942f8693a1382298235d5de8261ade0e084d00fe57db4e93bf1e621db597","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 03:45:01 GMT"},"metrics":{"ask":"61.089","ask_levels":626,"bid":"61.01","bid_levels":223,"depth_1pct_eur":{"buy":"21298.77136721968","sell":"87227.66640705174"},"mid":"61.0495","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.636955916777161191049125047","mid_cost_bps":6.470159460765444,"side":"buy","target_ltc":null,"vwap":"61.08900000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.639075561383379773807572529","mid_cost_bps":6.470159460765444,"side":"sell","target_ltc":"1.639075561383379773807572529","vwap":"61.01000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.029926021259813286,"ltc":"16.36951018034064495007366181","mid_cost_bps":6.500104844638216,"side":"buy","target_ltc":null,"vwap":"61.08918281507127407338948531"},{"budget_eur":1000,"eur":"999.9784247332223324045238485","filled_fraction":1.0,"full":true,"impact_bps":0.21575266777667595,"ltc":"16.39075561383379773807572529","mid_cost_bps":6.68577253312566,"side":"sell","target_ltc":"16.39075561383379773807572529","vwap":"61.00868369297389450000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.5064139634064513,"ltc":"163.6545730670050728195058092","mid_cost_bps":8.978195113973689,"side":"buy","target_ltc":null,"vwap":"61.10431143226105367001010592"},{"budget_eur":10000,"eur":"9995.705325451333101130962137","filled_fraction":1.0,"full":true,"impact_bps":4.294674548666899,"ltc":"163.9075561383379773807572529","mid_cost_bps":10.762055286516146,"side":"sell","target_ltc":"163.9075561383379773807572529","vwap":"60.98379819057858325000000000"}],"spread_bps":12.940318921530888},"raw_file":"1790912701-coinbase.json","request_at":1790912701.3634465,"response_at":1790912701.4737804,"sequence":10013330444,"sha256":"e9e355e863f25ff0ab143afa97a43491264099c55fd3cf3662de5440e7c5d467","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790912701.507,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 03:45:01 GMT"},"metrics":{"ask":"61.07","ask_levels":100,"bid":"61.04","bid_levels":100,"depth_1pct_eur":{"buy":"77320.14286283","sell":"75603.70727750"},"mid":"61.055","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.637465203864417881120026199","mid_cost_bps":2.4568012447792973,"side":"buy","target_ltc":null,"vwap":"61.07000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.638269986893840104849279161","mid_cost_bps":2.4568012447792973,"side":"sell","target_ltc":"1.638269986893840104849279161","vwap":"61.04000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7285997036513803,"ltc":"16.37018527037643207855973813","mid_cost_bps":5.186071311145521,"side":"buy","target_ltc":null,"vwap":"61.08666355839019898059075346"},{"budget_eur":1000,"eur":"999.7269285439318479685452161","filled_fraction":1.0,"full":true,"impact_bps":2.73071456068152,"ltc":"16.38269986893840104849279161","mid_cost_bps":5.1868449231676355,"side":"sell","target_ltc":"16.38269986893840104849279161","vwap":"61.02333171832160000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.07831180446707,"ltc":"163.5653176275343361674296926","mid_cost_bps":13.537834770269495,"side":"buy","target_ltc":null,"vwap":"61.13765525018988039951599705"},{"budget_eur":10000,"eur":"9989.568679147955439056356486","filled_fraction":1.0,"full":true,"impact_bps":10.43132085204456,"ltc":"163.8269986893840104849279161","mid_cost_bps":12.88555932861846,"side":"sell","target_ltc":"163.8269986893840104849279161","vwap":"60.97632721751912000000000000"}],"spread_bps":4.913602489558595},"raw_file":"1790912701-okx.json","request_at":1790912701.363651,"response_at":1790912701.6327562,"sequence":null,"sha256":"f3640186be4f9443605a70e8e434b47fbfb61228a8686992a7803a7ccd0898fe","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790913601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 04:00:01 GMT"},"metrics":{"ask":"61.17000","ask_levels":100,"bid":"61.14000","bid_levels":100,"depth_1pct_eur":{"buy":"214513.39246000","sell":"371745.86508000"},"mid":"61.15500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.634788294915808402811835867","mid_cost_bps":2.452783909737552,"side":"buy","target_ltc":null,"vwap":"61.17000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.635590448151782793588485443","mid_cost_bps":2.452783909737552,"side":"sell","target_ltc":"1.635590448151782793588485443","vwap":"61.14000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.34788294915808402811835867","mid_cost_bps":2.452783909737552,"side":"buy","target_ltc":null,"vwap":"61.17000000000000000000000000"},{"budget_eur":1000,"eur":"999.9818109551848217206411513","filled_fraction":1.0,"full":true,"impact_bps":0.1818904481517828,"ltc":"16.35590448151782793588485443","mid_cost_bps":2.6346297440928788,"side":"sell","target_ltc":"16.35590448151782793588485443","vwap":"61.13888792180000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.112091891253539,"ltc":"163.4116331264292714799085266","mid_cost_bps":6.565884408273714,"side":"buy","target_ltc":null,"vwap":"61.19515366609879789827493822"},{"budget_eur":10000,"eur":"9997.731809103696434412823028","filled_fraction":1.0,"full":true,"impact_bps":2.2681908963035657,"ltc":"163.5590448151782793588485443","mid_cost_bps":4.720418467827651,"side":"sell","target_ltc":"163.5590448151782793588485443","vwap":"61.12613228086000000000000000"}],"spread_bps":4.905567819475104},"raw_file":"1790913601-kraken.json","request_at":1790913601.293943,"response_at":1790913601.47957,"sequence":null,"sha256":"ef008b81a6218989aa799856db743d045f66ebd00d4d2bd4c7504e6544cd39d1","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 04:00:01 GMT"},"metrics":{"ask":"61.171","ask_levels":623,"bid":"61.116","bid_levels":224,"depth_1pct_eur":{"buy":"17678.79851775605","sell":"90677.73988863342"},"mid":"61.1435","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.634761570025011852021382681","mid_cost_bps":4.497616263380408,"side":"buy","target_ltc":null,"vwap":"61.17100000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.636232737744616794292820211","mid_cost_bps":4.497616263380408,"side":"sell","target_ltc":"1.636232737744616794292820211","vwap":"61.11599999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.5180737077000113,"ltc":"16.34350028641381789659454866","mid_cost_bps":7.016822504006433,"side":"buy","target_ltc":null,"vwap":"61.18640330867737173805421607"},{"budget_eur":1000,"eur":"999.8758640829208613129131489","filled_fraction":1.0,"full":true,"impact_bps":1.241359170791387,"ltc":"16.36232737744616794292820211","mid_cost_bps":5.73841711845227,"side":"sell","target_ltc":"16.36232737744616794292820211","vwap":"61.10841330929179136000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.190387325503449,"ltc":"163.3586957729415319287930753","mid_cost_bps":11.691237549181377,"side":"buy","target_ltc":null,"vwap":"61.21498431830883715133328252"},{"budget_eur":10000,"eur":"9995.901770419149379540545849","filled_fraction":1.0,"full":true,"impact_bps":4.098229580850621,"ltc":"163.6232737744616794292820211","mid_cost_bps":8.59400261782964,"side":"sell","target_ltc":"163.6232737744616794292820211","vwap":"61.09095326009367334800000000"}],"spread_bps":8.995232526760816},"raw_file":"1790913601-coinbase.json","request_at":1790913601.2949605,"response_at":1790913601.483994,"sequence":10013364676,"sha256":"87d6a293ae234c4a048ae55f32ebdeb1574e59de1bb6099280a5f10ba485b6c8","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790913601.457,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 04:00:01 GMT"},"metrics":{"ask":"61.17","ask_levels":100,"bid":"61.14","bid_levels":100,"depth_1pct_eur":{"buy":"74146.70524542","sell":"69609.16194108"},"mid":"61.155","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.634788294915808402811835867","mid_cost_bps":2.452783909737552,"side":"buy","target_ltc":null,"vwap":"61.17000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.635590448151782793588485443","mid_cost_bps":2.452783909737552,"side":"sell","target_ltc":"1.635590448151782793588485443","vwap":"61.14000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.632219300902178,"ltc":"16.34194719555628165332462016","mid_cost_bps":6.0858941155455195,"side":"buy","target_ltc":null,"vwap":"61.19221828546361862366556525"},{"budget_eur":1000,"eur":"999.7273509255544651619234542","filled_fraction":1.0,"full":true,"impact_bps":2.7264907444553486,"ltc":"16.35590448151782793588485443","mid_cost_bps":5.178605904930095,"side":"sell","target_ltc":"16.35590448151782793588485443","vwap":"61.12333023558840000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.4205988504783,"ltc":"163.2597251635948458652748328","mid_cost_bps":15.876674543107802,"side":"buy","target_ltc":null,"vwap":"61.25209380316837576043518286"},{"budget_eur":10000,"eur":"9990.113949864785737651292115","filled_fraction":1.0,"full":true,"impact_bps":9.886050135214262,"ltc":"163.5590448151782793588485443","mid_cost_bps":12.336409210481563,"side":"sell","target_ltc":"163.5590448151782793588485443","vwap":"61.07955668947330000000000000"}],"spread_bps":4.905567819475104},"raw_file":"1790913601-okx.json","request_at":1790913601.2952113,"response_at":1790913601.5856738,"sequence":null,"sha256":"6abc812d514c2a153facf6678e8b357468f397680fa3f3dbe20a1848a3313029","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790914501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 04:15:01 GMT"},"metrics":{"ask":"61.03000","ask_levels":100,"bid":"61.00000","bid_levels":100,"depth_1pct_eur":{"buy":"233844.61028000","sell":"711720.75006000"},"mid":"61.01500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.638538423726036375553006718","mid_cost_bps":2.458411865934606,"side":"buy","target_ltc":null,"vwap":"61.03000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.639344262295081967213114754","mid_cost_bps":2.458411865934606,"side":"sell","target_ltc":"1.639344262295081967213114754","vwap":"61.00000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1941103864218216,"ltc":"16.38506618610747051114023591","mid_cost_bps":2.652569972684156,"side":"buy","target_ltc":null,"vwap":"61.03118465568833237727142692"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.39344262295081967213114754","mid_cost_bps":2.458411865934606,"side":"sell","target_ltc":"16.39344262295081967213114754","vwap":"61.00000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.773165455001148,"ltc":"163.8084155886687407892582283","mid_cost_bps":5.232259079221832,"side":"buy","target_ltc":null,"vwap":"61.04692462877187200501333697"},{"budget_eur":10000,"eur":"9999.501405737704918032786885","filled_fraction":1.0,"full":true,"impact_bps":0.49859426229508197,"ltc":"163.9344262295081967213114754","mid_cost_bps":2.9568835532246167,"side":"sell","target_ltc":"163.9344262295081967213114754","vwap":"60.99695857500000000000000000"}],"spread_bps":4.916823731869212},"raw_file":"1790914501-kraken.json","request_at":1790914501.6469545,"response_at":1790914501.8291266,"sequence":null,"sha256":"d60f9c6b26f693770155e13c7e532ddb56180a7f713cc6588fc93a5896e40a0c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 04:15:01 GMT"},"metrics":{"ask":"61.039","ask_levels":626,"bid":"60.992","bid_levels":228,"depth_1pct_eur":{"buy":"19791.09619187962","sell":"53741.00441027717"},"mid":"61.0155","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.638296826619046838906273039","mid_cost_bps":3.8514803615474755,"side":"buy","target_ltc":null,"vwap":"61.03899999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.639559286463798530954879328","mid_cost_bps":3.8514803615474755,"side":"sell","target_ltc":"1.639559286463798530954879328","vwap":"60.99200000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.047466113343184,"ltc":"16.37961459560705570204890512","mid_cost_bps":5.899735052443307,"side":"buy","target_ltc":null,"vwap":"61.05149752840923546203588411"},{"budget_eur":1000,"eur":"999.9643099696114480587618046","filled_fraction":1.0,"full":true,"impact_bps":0.3569003038855194,"ltc":"16.39559286463798530954879328","mid_cost_bps":4.208243205981851,"side":"sell","target_ltc":"16.39559286463798530954879328","vwap":"60.98982319366654144000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.221613782349696,"ltc":"163.6950988738042873506791033","mid_cost_bps":12.076260682299466,"side":"buy","target_ltc":null,"vwap":"61.08918390836608430458681258"},{"budget_eur":10000,"eur":"9993.390268947194449108079746","filled_fraction":1.0,"full":true,"impact_bps":6.609731052805551,"ltc":"163.9559286463798530954879328","mid_cost_bps":10.458665689418527,"side":"sell","target_ltc":"163.9559286463798530954879328","vwap":"60.95168592836272838400000000"}],"spread_bps":7.702960723094951},"raw_file":"1790914501-coinbase.json","request_at":1790914501.6479936,"response_at":1790914501.75396,"sequence":10013398170,"sha256":"a9898da08e533f8549e646baf8544df20e059e592509ce9c258af864d3528149","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790914501.705,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 04:15:01 GMT"},"metrics":{"ask":"61.03","ask_levels":100,"bid":"61","bid_levels":100,"depth_1pct_eur":{"buy":"78045.54285698","sell":"69414.49432574"},"mid":"61.015","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.638538423726036375553006718","mid_cost_bps":2.458411865934606,"side":"buy","target_ltc":null,"vwap":"61.03000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.639344262295081967213114754","mid_cost_bps":2.458411865934606,"side":"sell","target_ltc":"1.639344262295081967213114754","vwap":"61.00000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.640508565912811,"ltc":"16.37942129490748321598166039","mid_cost_bps":6.099815418793065,"side":"buy","target_ltc":null,"vwap":"61.05221802377776588405081550"},{"budget_eur":1000,"eur":"999.7267280013114754098360655","filled_fraction":1.0,"full":true,"impact_bps":2.732719986885246,"ltc":"16.39344262295081967213114754","mid_cost_bps":5.190460037695648,"side":"sell","target_ltc":"16.39344262295081967213114754","vwap":"60.98333040808000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.022674960233182,"ltc":"163.6243971988552739165985282","mid_cost_bps":16.484534177219228,"side":"buy","target_ltc":null,"vwap":"61.11558038528230311469255652"},{"budget_eur":10000,"eur":"9990.889082803934426229508196","filled_fraction":1.0,"full":true,"impact_bps":9.110917196065573,"ltc":"163.9344262295081967213114754","mid_cost_bps":11.567089223305745,"side":"sell","target_ltc":"163.9344262295081967213114754","vwap":"60.94442340510400000000000000"}],"spread_bps":4.916823731869212},"raw_file":"1790914501-okx.json","request_at":1790914501.6483302,"response_at":1790914501.83251,"sequence":null,"sha256":"0d14c4b26f1b48b34446535c7bcf5245c16d7b2b6816556f0eeb318b18fef6f0","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790915401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 04:30:02 GMT"},"metrics":{"ask":"61.70000","ask_levels":100,"bid":"61.64000","bid_levels":100,"depth_1pct_eur":{"buy":"222873.33049000","sell":"702059.61605000"},"mid":"61.67000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.620745542949756888168557536","mid_cost_bps":4.864601913410086,"side":"buy","target_ltc":null,"vwap":"61.70000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.622323166774821544451654770","mid_cost_bps":4.864601913410086,"side":"sell","target_ltc":"1.622323166774821544451654770","vwap":"61.63999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.4419457512358442,"ltc":"16.20349862303580106917220152","mid_cost_bps":7.3077355740433205,"side":"buy","target_ltc":null,"vwap":"61.71506680528512515826545452"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.22323166774821544451654770","mid_cost_bps":4.864601913410086,"side":"sell","target_ltc":"16.22323166774821544451654770","vwap":"61.63999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.6201548349627295,"ltc":"161.9997079215940385549975701","mid_cost_bps":9.487004269777856,"side":"buy","target_ltc":null,"vwap":"61.72850635533172003837023154"},{"budget_eur":10000,"eur":"9999.066093666450356911096693","filled_fraction":1.0,"full":true,"impact_bps":0.9339063335496431,"ltc":"162.2323166774821544451654770","mid_cost_bps":5.7980539387060155,"side":"sell","target_ltc":"162.2323166774821544451654770","vwap":"61.63424340136000000000000000"}],"spread_bps":9.729203826820171},"raw_file":"1790915401-kraken.json","request_at":1790915401.9606636,"response_at":1790915402.159155,"sequence":null,"sha256":"1979a04c945b25d1da6a73f6cc5fbce01262a88b11e60570ead7aad1f6594103","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 04:30:02 GMT"},"metrics":{"ask":"61.66","ask_levels":624,"bid":"61.582","bid_levels":228,"depth_1pct_eur":{"buy":"15253.82103638424","sell":"85340.11351924653"},"mid":"61.621","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.621796951021732079143691210","mid_cost_bps":6.329011213709612,"side":"buy","target_ltc":null,"vwap":"61.65999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.623851125328829852879088045","mid_cost_bps":6.329011213709612,"side":"sell","target_ltc":"1.623851125328829852879088045","vwap":"61.58200000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.21796951021732079143691210","mid_cost_bps":6.329011213709612,"side":"buy","target_ltc":null,"vwap":"61.65999999999999999999999999"},{"budget_eur":1000,"eur":"999.8608977110906755220681367","filled_fraction":1.0,"full":true,"impact_bps":1.3910228890932448,"ltc":"16.23851125328829852879088045","mid_cost_bps":7.719153722856497,"side":"sell","target_ltc":"16.23851125328829852879088045","vwap":"61.57343380284438598000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.003331556167463,"ltc":"162.0176235015903361344537815","mid_cost_bps":16.338673889636418,"side":"buy","target_ltc":null,"vwap":"61.72168054237532857747569443"},{"budget_eur":10000,"eur":"9997.199868092982340294241823","filled_fraction":1.0,"full":true,"impact_bps":2.8001319070176596,"ltc":"162.3851125328829852879088045","mid_cost_bps":9.127370914103334,"side":"sell","target_ltc":"162.3851125328829852879088045","vwap":"61.56475622769020384800000000"}],"spread_bps":12.658022427419224},"raw_file":"1790915401-coinbase.json","request_at":1790915401.961716,"response_at":1790915402.069521,"sequence":10013455896,"sha256":"ba4b03b1446b0ddf3c9c812c1d447c1040a4cf61847ed3cd4195098235cecee1","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790915402.155,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 04:30:02 GMT"},"metrics":{"ask":"61.69","ask_levels":100,"bid":"61.66","bid_levels":100,"depth_1pct_eur":{"buy":"80943.98887900","sell":"74365.15285849"},"mid":"61.675","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.621008267142162425028367645","mid_cost_bps":2.432103769760843,"side":"buy","target_ltc":null,"vwap":"61.68999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.621796951021732079143691210","mid_cost_bps":2.432103769760843,"side":"sell","target_ltc":"1.621796951021732079143691210","vwap":"61.65999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8012372624902133,"ltc":"16.20716337676227515799708313","mid_cost_bps":4.23377911184469,"side":"buy","target_ltc":null,"vwap":"61.70111183267230212618756447"},{"budget_eur":1000,"eur":"999.6395019795913071683425236","filled_fraction":1.0,"full":true,"impact_bps":3.604980204086928,"ltc":"16.21796951021732079143691210","mid_cost_bps":6.036207205253344,"side":"sell","target_ltc":"16.21796951021732079143691210","vwap":"61.63777169206160000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.161589404455591,"ltc":"161.9848198372733160621761658","mid_cost_bps":9.59543494707524,"side":"buy","target_ltc":null,"vwap":"61.73417984503608654072623362"},{"budget_eur":10000,"eur":"9987.516509269782679208563089","filled_fraction":1.0,"full":true,"impact_bps":12.483490730217321,"ltc":"162.1796951021732079143691210","mid_cost_bps":14.91255838549169,"side":"sell","target_ltc":"162.1796951021732079143691210","vwap":"61.58302679615748000000000000"}],"spread_bps":4.864207539521686},"raw_file":"1790915401-okx.json","request_at":1790915401.9619505,"response_at":1790915402.2792983,"sequence":null,"sha256":"35e8db162fbb58d7e4c3f21016147573c8f52bf78a0ce7b089360e8c6ef975e4","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790916301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 04:45:02 GMT"},"metrics":{"ask":"61.81000","ask_levels":100,"bid":"61.77000","bid_levels":100,"depth_1pct_eur":{"buy":"207758.70663000","sell":"704884.82467000"},"mid":"61.79000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.617861187510111632421938198","mid_cost_bps":3.2367697038355723,"side":"buy","target_ltc":null,"vwap":"61.80999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.618908855431439209972478549","mid_cost_bps":3.2367697038355723,"side":"sell","target_ltc":"1.618908855431439209972478549","vwap":"61.77000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.07914900885211956,"ltc":"16.17848382400517631834357813","mid_cost_bps":3.315944331399086,"side":"buy","target_ltc":null,"vwap":"61.81048922002371495098049263"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.18908855431439209972478549","mid_cost_bps":3.2367697038355723,"side":"sell","target_ltc":"16.18908855431439209972478549","vwap":"61.77000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.203691857170263,"ltc":"161.7181374292643492320129345","mid_cost_bps":7.44182219925059,"side":"buy","target_ltc":null,"vwap":"61.83598301936916939668116032"},{"budget_eur":10000,"eur":"9998.775122289137121580055040","filled_fraction":1.0,"full":true,"impact_bps":1.2248777108628783,"ltc":"161.8908855431439209972478549","mid_cost_bps":4.461250949991908,"side":"sell","target_ltc":"161.8908855431439209972478549","vwap":"61.76243393038000000000000000"}],"spread_bps":6.4735394076711446},"raw_file":"1790916301-kraken.json","request_at":1790916301.8298435,"response_at":1790916302.019235,"sequence":null,"sha256":"7f1437eb6de8fb3f270ceaacc5813ba83e15a7271ba75067d0c228478d6ae723","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 04:45:01 GMT"},"metrics":{"ask":"61.804","ask_levels":623,"bid":"61.749","bid_levels":222,"depth_1pct_eur":{"buy":"14558.92701417824","sell":"80321.49191785851"},"mid":"61.7765","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.618018251245874053459323021","mid_cost_bps":4.451530921952522,"side":"buy","target_ltc":null,"vwap":"61.80400000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.619459424444120552559555620","mid_cost_bps":4.451530921952522,"side":"sell","target_ltc":"1.619459424444120552559555620","vwap":"61.74900000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":6.6817352145809625,"ltc":"16.16937856184528332390267561","mid_cost_bps":11.136240531625486,"side":"buy","target_ltc":null,"vwap":"61.84529579632019617983525627"},{"budget_eur":1000,"eur":"999.9072667379300583005392798","filled_fraction":1.0,"full":true,"impact_bps":0.927332620699417,"ltc":"16.19459424444120552559555620","mid_cost_bps":5.3784507376683415,"side":"sell","target_ltc":"16.19459424444120552559555620","vwap":"61.74327381380044317000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.37186270058195,"ltc":"161.6018934807576051152877349","mid_cost_bps":16.82890099547185,"side":"buy","target_ltc":null,"vwap":"61.88046306023467668003460628"},{"budget_eur":10000,"eur":"9996.256259045585286563345153","filled_fraction":1.0,"full":true,"impact_bps":3.7437409544147133,"ltc":"161.9459424444120552559555620","mid_cost_bps":8.193605338505,"side":"sell","target_ltc":"161.9459424444120552559555620","vwap":"61.72588277398058458600000000"}],"spread_bps":8.903061843905045},"raw_file":"1790916301-coinbase.json","request_at":1790916301.830859,"response_at":1790916301.930485,"sequence":10013509228,"sha256":"b3d814f167ee52e621b118b7b53397ed529149ba2afa0b659a10dc4d53dcf94e","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790916301.905,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 04:45:02 GMT"},"metrics":{"ask":"61.8","ask_levels":100,"bid":"61.77","bid_levels":100,"depth_1pct_eur":{"buy":"81848.51555538","sell":"70206.61407416"},"mid":"61.785","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.618122977346278317152103560","mid_cost_bps":2.4277737314882253,"side":"buy","target_ltc":null,"vwap":"61.80000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.618908855431439209972478549","mid_cost_bps":2.4277737314882253,"side":"sell","target_ltc":"1.618908855431439209972478549","vwap":"61.77000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.314707026713864,"ltc":"16.17748515960543337645536869","mid_cost_bps":4.743042716693644,"side":"buy","target_ltc":null,"vwap":"61.81430488942509167889595843"},{"budget_eur":1000,"eur":"999.7301043233705682370082562","filled_fraction":1.0,"full":true,"impact_bps":2.6989567662943177,"ltc":"16.18908855431439209972478549","mid_cost_bps":5.1260752521485795,"side":"sell","target_ltc":"16.18908855431439209972478549","vwap":"61.75332854405460000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.676454733328068,"ltc":"161.6397238151857835218093700","mid_cost_bps":13.106820466450992,"side":"buy","target_ltc":null,"vwap":"61.86598049025196746166768507"},{"budget_eur":10000,"eur":"9989.979463380254168690302733","filled_fraction":1.0,"full":true,"impact_bps":10.020536619745831,"ltc":"161.8908855431439209972478549","mid_cost_bps":12.445877591675973,"side":"sell","target_ltc":"161.8908855431439209972478549","vwap":"61.70810314529983000000000000"}],"spread_bps":4.855547462976451},"raw_file":"1790916301-okx.json","request_at":1790916301.8310933,"response_at":1790916302.0342672,"sequence":null,"sha256":"b6d7d6755829ddc6a918850eabfd5062aa1cafc26c74fbb79d305f54c8da72ce","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790917201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 05:00:01 GMT"},"metrics":{"ask":"61.97000","ask_levels":100,"bid":"61.93000","bid_levels":100,"depth_1pct_eur":{"buy":"211586.34826000","sell":"382908.70221000"},"mid":"61.95000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613684040664837824753913184","mid_cost_bps":3.228410008071025,"side":"buy","target_ltc":null,"vwap":"61.96999999999999999999999999"},{"budget_eur":100,"eur":"99.99686273696108509607621510","filled_fraction":1.0,"full":true,"impact_bps":0.31372630389149037,"ltc":"1.614726303891490392378491846","mid_cost_bps":3.5420350282485877,"side":"sell","target_ltc":"1.614726303891490392378491846","vwap":"61.92805709300000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.13684040664837824753913184","mid_cost_bps":3.228410008071025,"side":"buy","target_ltc":null,"vwap":"61.96999999999999999999999999"},{"budget_eur":1000,"eur":"999.8515373696108509607621510","filled_fraction":1.0,"full":true,"impact_bps":1.4846263038914904,"ltc":"16.14726303891490392378491846","mid_cost_bps":4.712557013720742,"side":"sell","target_ltc":"16.14726303891490392378491846","vwap":"61.92080570930000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.113956182257338,"ltc":"161.3181702951136913401064344","mid_cost_bps":6.343371503058712,"side":"buy","target_ltc":null,"vwap":"61.98929718646144872412380949"},{"budget_eur":10000,"eur":"9996.137931088325528822864527","filled_fraction":1.0,"full":true,"impact_bps":3.8620689116744713,"ltc":"161.4726303891490392378491846","mid_cost_bps":7.089232085552865,"side":"sell","target_ltc":"161.4726303891490392378491846","vwap":"61.90608220723000000000000000"}],"spread_bps":6.45682001614205},"raw_file":"1790917201-kraken.json","request_at":1790917201.2899568,"response_at":1790917201.4869168,"sequence":null,"sha256":"800e3225dddf9433c4c081a0b016de364bad3f42c41e4de7bf840bec6a6008d1","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 05:00:01 GMT"},"metrics":{"ask":"62.012","ask_levels":618,"bid":"61.926","bid_levels":220,"depth_1pct_eur":{"buy":"11981.60933653422","sell":"79799.90621401214"},"mid":"61.969","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612591111397793975359607818","mid_cost_bps":6.938953347641562,"side":"buy","target_ltc":null,"vwap":"62.01199999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614830604269612117688854439","mid_cost_bps":6.938953347641562,"side":"sell","target_ltc":"1.614830604269612117688854439","vwap":"61.92600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.12591111397793975359607818","mid_cost_bps":6.938953347641562,"side":"buy","target_ltc":null,"vwap":"62.01199999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.14830604269612117688854439","mid_cost_bps":6.938953347641562,"side":"sell","target_ltc":"16.14830604269612117688854439","vwap":"61.92600000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.45370923300136,"ltc":"161.0585335251777809738402288","mid_cost_bps":19.401304151380213,"side":"buy","target_ltc":null,"vwap":"62.08922794169568803412173870"},{"budget_eur":10000,"eur":"9994.932548538105861835093498","filled_fraction":1.0,"full":true,"impact_bps":5.067451461894138,"ltc":"161.4830604269612117688854439","mid_cost_bps":12.00288852860715,"side":"sell","target_ltc":"161.4830604269612117688854439","vwap":"61.89461930007707436000000000"}],"spread_bps":13.877906695283125},"raw_file":"1790917201-coinbase.json","request_at":1790917201.2909443,"response_at":1790917201.4004118,"sequence":10013541798,"sha256":"2708e0473eb16ccc88f8b864187d48fe7a3a7af68a31d381aab37e98add0dc2c","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790917201.455,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 05:00:01 GMT"},"metrics":{"ask":"61.95","ask_levels":100,"bid":"61.92","bid_levels":100,"depth_1pct_eur":{"buy":"74219.00103085","sell":"74935.09694992"},"mid":"61.935","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614205004035512510088781275","mid_cost_bps":2.4218939210462582,"side":"buy","target_ltc":null,"vwap":"61.95000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614987080103359173126614987","mid_cost_bps":2.4218939210462582,"side":"sell","target_ltc":"1.614987080103359173126614987","vwap":"61.92000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.690212025799415,"ltc":"16.13770865456598902871894159","mid_cost_bps":5.112757487660834,"side":"buy","target_ltc":null,"vwap":"61.96666586349982737611062455"},{"budget_eur":1000,"eur":"999.6410224879586563307493540","filled_fraction":1.0,"full":true,"impact_bps":3.5897751204134365,"ltc":"16.14987080103359173126614987","mid_cost_bps":6.01079963600549,"side":"sell","target_ltc":"16.14987080103359173126614987","vwap":"61.89777211245440000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.159961527895248,"ltc":"161.2244520900741218175958750","mid_cost_bps":14.584800462631963,"side":"buy","target_ltc":null,"vwap":"62.02533096166531106077046967"},{"budget_eur":10000,"eur":"9989.633325149069767441860465","filled_fraction":1.0,"full":true,"impact_bps":10.366674850930233,"ltc":"161.4987080103359173126614987","mid_cost_bps":12.786058073296198,"side":"sell","target_ltc":"161.4987080103359173126614987","vwap":"61.85580954932304000000000000"}],"spread_bps":4.8437878420925164},"raw_file":"1790917201-okx.json","request_at":1790917201.291184,"response_at":1790917201.5790803,"sequence":null,"sha256":"0bb4ea71802d6a60ed252187b54dd2f449ae218be88577ba232a3491f85ffd2c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790918101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 05:15:01 GMT"},"metrics":{"ask":"62.03000","ask_levels":100,"bid":"62.00000","bid_levels":100,"depth_1pct_eur":{"buy":"579374.55084000","sell":"319051.59018000"},"mid":"62.01500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612123166209898436240528776","mid_cost_bps":2.4187696525034266,"side":"buy","target_ltc":null,"vwap":"62.03000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612903225806451612903225806","mid_cost_bps":2.4187696525034266,"side":"sell","target_ltc":"1.612903225806451612903225806","vwap":"62.00000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1789975140761562,"ltc":"16.12094310122501611863313991","mid_cost_bps":2.597810461955075,"side":"buy","target_ltc":null,"vwap":"62.03111032157981439679879476"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.12903225806451612903225806","mid_cost_bps":2.4187696525034266,"side":"sell","target_ltc":"16.12903225806451612903225806","vwap":"62.00000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.291713885521884,"ltc":"161.1592676010955372966006122","mid_cost_bps":5.711279727790413,"side":"buy","target_ltc":null,"vwap":"62.05041850123189224683609695"},{"budget_eur":10000,"eur":"9998.611733548387096774193546","filled_fraction":1.0,"full":true,"impact_bps":1.3882664516129033,"ltc":"161.2903225806451612903225806","mid_cost_bps":3.8067003144400546,"side":"sell","target_ltc":"161.2903225806451612903225806","vwap":"61.99139274800000000000000000"}],"spread_bps":4.837539305006853},"raw_file":"1790918101-kraken.json","request_at":1790918101.5427928,"response_at":1790918101.7392495,"sequence":null,"sha256":"b243d9802ccf71c21582bfb06017070417fa0c44c7c670a7e23fdb72a6af8538","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 05:15:01 GMT"},"metrics":{"ask":"62.048","ask_levels":623,"bid":"61.967","bid_levels":221,"depth_1pct_eur":{"buy":"12482.98793029067","sell":"63187.86183679297"},"mid":"62.0075","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.611655492521918514698298092","mid_cost_bps":6.531467967584566,"side":"buy","target_ltc":null,"vwap":"62.04799999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613762163732309132280084561","mid_cost_bps":6.531467967584566,"side":"sell","target_ltc":"1.613762163732309132280084561","vwap":"61.96700000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.11655492521918514698298092","mid_cost_bps":6.531467967584566,"side":"buy","target_ltc":null,"vwap":"62.04799999999999999999999999"},{"budget_eur":1000,"eur":"999.8963835368540921780947923","filled_fraction":1.0,"full":true,"impact_bps":1.0361646314590782,"ltc":"16.13762163732309132280084561","mid_cost_bps":7.566955831433693,"side":"sell","target_ltc":"16.13762163732309132280084561","vwap":"61.96057919862823753000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.479320483941326,"ltc":"161.0772898428185005307002026","mid_cost_bps":12.014367252148391,"side":"buy","target_ltc":null,"vwap":"62.08199808773875913532553724"},{"budget_eur":10000,"eur":"9992.895393488682607032775509","filled_fraction":1.0,"full":true,"impact_bps":7.104606511317393,"ltc":"161.3762163732309132280084561","mid_cost_bps":13.631434127916863,"side":"sell","target_ltc":"161.3762163732309132280084561","vwap":"61.92297488483131951100000000"}],"spread_bps":13.062935935169133},"raw_file":"1790918101-coinbase.json","request_at":1790918101.5438612,"response_at":1790918101.6529841,"sequence":10013617825,"sha256":"7e22c5d034342481a8f0e55010c134e523cdcf601bd2889ae7e400f6903f6945","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790918101.707,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 05:15:01 GMT"},"metrics":{"ask":"62.03","ask_levels":100,"bid":"62","bid_levels":100,"depth_1pct_eur":{"buy":"68707.49702933","sell":"76766.98935063"},"mid":"62.015","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612123166209898436240528776","mid_cost_bps":2.4187696525034266,"side":"buy","target_ltc":null,"vwap":"62.03000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612903225806451612903225806","mid_cost_bps":2.4187696525034266,"side":"sell","target_ltc":"1.612903225806451612903225806","vwap":"62.00000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7911384889264743,"ltc":"16.11834464335213537469782434","mid_cost_bps":4.210341376571946,"side":"buy","target_ltc":null,"vwap":"62.04111043204681092085158845"},{"budget_eur":1000,"eur":"999.5519258370967741935483868","filled_fraction":1.0,"full":true,"impact_bps":4.480741629032258,"ltc":"16.12903225806451612903225806","mid_cost_bps":6.898427493348383,"side":"sell","target_ltc":"16.12903225806451612903225806","vwap":"61.97221940190000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.629874085878885,"ltc":"161.0572205455423237850016093","mid_cost_bps":12.050972983101946,"side":"buy","target_ltc":null,"vwap":"62.08973410895470672477752314"},{"budget_eur":10000,"eur":"9988.987925587741935483870965","filled_fraction":1.0,"full":true,"impact_bps":11.012074412258064,"ltc":"161.2903225806451612903225806","mid_cost_bps":13.428180497621543,"side":"sell","target_ltc":"161.2903225806451612903225806","vwap":"61.93172513864400000000000000"}],"spread_bps":4.837539305006853},"raw_file":"1790918101-okx.json","request_at":1790918101.5441053,"response_at":1790918101.8326,"sequence":null,"sha256":"d85d9a56f24058e6e651d60e5670a6491904f90a99091bc6b5b4a074dddf37a3","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790919001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 05:30:01 GMT"},"metrics":{"ask":"62.25000","ask_levels":100,"bid":"62.21000","bid_levels":100,"depth_1pct_eur":{"buy":"580435.15260000","sell":"356910.67059000"},"mid":"62.23000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606425702811244979919678715","mid_cost_bps":3.213883978788366,"side":"buy","target_ltc":null,"vwap":"62.24999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.607458607940845523227776885","mid_cost_bps":3.213883978788366,"side":"sell","target_ltc":"1.607458607940845523227776885","vwap":"62.20999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.06425702811244979919678715","mid_cost_bps":3.213883978788366,"side":"buy","target_ltc":null,"vwap":"62.24999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.07458607940845523227776885","mid_cost_bps":3.213883978788366,"side":"sell","target_ltc":"16.07458607940845523227776885","vwap":"62.20999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.950077777220507,"ltc":"160.5951934499919730293787125","mid_cost_bps":6.164909876779311,"side":"buy","target_ltc":null,"vwap":"62.26836423416319765534267462"},{"budget_eur":10000,"eur":"9995.376725568236617907088894","filled_fraction":1.0,"full":true,"impact_bps":4.623274431763382,"ltc":"160.7458607940845523227776885","mid_cost_bps":7.835672543789169,"side":"sell","target_ltc":"160.7458607940845523227776885","vwap":"62.18123860976000000000000000"}],"spread_bps":6.427767957576732},"raw_file":"1790919001-kraken.json","request_at":1790919001.6841133,"response_at":1790919001.8745644,"sequence":null,"sha256":"28160e6bf9e3eb3465fe947a5244f33d54897025b2e6219648c617949e36390c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 05:30:01 GMT"},"metrics":{"ask":"62.283","ask_levels":619,"bid":"62.165","bid_levels":226,"depth_1pct_eur":{"buy":"10200.27552079566","sell":"74915.87075264178"},"mid":"62.224","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.605574554854454666602443684","mid_cost_bps":9.481871946515813,"side":"buy","target_ltc":null,"vwap":"62.28300000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.608622215072790155232043755","mid_cost_bps":9.481871946515813,"side":"sell","target_ltc":"1.608622215072790155232043755","vwap":"62.16499999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.38845810029991995,"ltc":"16.05512187433020806575905471","mid_cost_bps":9.870698377812097,"side":"buy","target_ltc":null,"vwap":"62.28541943358609799138819652"},{"budget_eur":1000,"eur":"999.9859845146592720984476799","filled_fraction":1.0,"full":true,"impact_bps":0.140154853407279,"ltc":"16.08622215072790155232043755","mid_cost_bps":9.621893906885823,"side":"sell","target_ltc":"16.08622215072790155232043755","vwap":"62.16412872735379365000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":19.469179088229623,"ltc":"160.2454707087149041828484115","mid_cost_bps":28.969511461047276,"side":"buy","target_ltc":null,"vwap":"62.40425988811522056001240427"},{"budget_eur":10000,"eur":"9991.230975921073866323493930","filled_fraction":1.0,"full":true,"impact_bps":8.769024078926133,"ltc":"160.8622215072790155232043755","mid_cost_bps":18.242581349100718,"side":"sell","target_ltc":"160.8622215072790155232043755","vwap":"62.11048736181335569000000000"}],"spread_bps":18.963743893031626},"raw_file":"1790919001-coinbase.json","request_at":1790919001.685184,"response_at":1790919001.8152056,"sequence":10013686719,"sha256":"146b089c7f12b6054246ab562cb357dabbe42d5626acd337ef3419e625c1a5ef","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790919001.807,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 05:30:01 GMT"},"metrics":{"ask":"62.25","ask_levels":100,"bid":"62.22","bid_levels":100,"depth_1pct_eur":{"buy":"79098.15731351","sell":"73761.78733622"},"mid":"62.235","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606425702811244979919678715","mid_cost_bps":2.4102193299590264,"side":"buy","target_ltc":null,"vwap":"62.24999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607200257152041144326583092","mid_cost_bps":2.4102193299590264,"side":"sell","target_ltc":"1.607200257152041144326583092","vwap":"62.22000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.676735260172722,"ltc":"16.05995820247270391779062299","mid_cost_bps":5.0875997420382735,"side":"buy","target_ltc":null,"vwap":"62.26666267699457519452624435"},{"budget_eur":1000,"eur":"999.5535374214239794278367083","filled_fraction":1.0,"full":true,"impact_bps":4.464625785760206,"ltc":"16.07200257152041144326583092","mid_cost_bps":6.873769042982245,"side":"sell","target_ltc":"16.07200257152041144326583092","vwap":"62.19222109836100000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.696214418291568,"ltc":"160.4548987910519563822963438","mid_cost_bps":14.109252792458426,"side":"buy","target_ltc":null,"vwap":"62.32280893475386500774128264"},{"budget_eur":10000,"eur":"9985.833217522719382835101252","filled_fraction":1.0,"full":true,"impact_bps":14.166782477280616,"ltc":"160.7200257152041144326583092","mid_cost_bps":16.573587301942638,"side":"sell","target_ltc":"160.7200257152041144326583092","vwap":"62.13185427942636000000000000"}],"spread_bps":4.820438659918053},"raw_file":"1790919001-okx.json","request_at":1790919001.6854782,"response_at":1790919001.9373481,"sequence":null,"sha256":"267ff2c13d4cedb569a144261f043d376188b10a58bafff7cbc8b76bfdd92ac0","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790919901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 05:45:01 GMT"},"metrics":{"ask":"62.25000","ask_levels":100,"bid":"62.22000","bid_levels":100,"depth_1pct_eur":{"buy":"249531.47106000","sell":"693684.90640000"},"mid":"62.23500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606425702811244979919678715","mid_cost_bps":2.4102193299590264,"side":"buy","target_ltc":null,"vwap":"62.24999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607200257152041144326583092","mid_cost_bps":2.4102193299590264,"side":"sell","target_ltc":"1.607200257152041144326583092","vwap":"62.22000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.19479820509661355,"ltc":"16.06394410536460006424670736","mid_cost_bps":2.6050644856955762,"side":"buy","target_ltc":null,"vwap":"62.25121261882672641929865179"},{"budget_eur":1000,"eur":"999.9642399485695917711346832","filled_fraction":1.0,"full":true,"impact_bps":0.3576005143040823,"ltc":"16.07200257152041144326583092","mid_cost_bps":2.7677336546959106,"side":"sell","target_ltc":"16.07200257152041144326583092","vwap":"62.21777500960000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.217538846440132,"ltc":"160.5748472155352270903546782","mid_cost_bps":6.628774695764413,"side":"buy","target_ltc":null,"vwap":"62.27625417931908982683826168"},{"budget_eur":10000,"eur":"9995.150208971391835422693666","filled_fraction":1.0,"full":true,"impact_bps":4.8497910286081645,"ltc":"160.7200257152041144326583092","mid_cost_bps":7.258841452558849,"side":"sell","target_ltc":"160.7200257152041144326583092","vwap":"62.18982460022000000000000000"}],"spread_bps":4.820438659918053},"raw_file":"1790919901-kraken.json","request_at":1790919901.2642777,"response_at":1790919901.4583836,"sequence":null,"sha256":"2cccca2a6250f8a2e5e79a7b02dabb28855e88d4b6a846086507e4148bcd8c8b","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 05:45:01 GMT"},"metrics":{"ask":"62.31","ask_levels":615,"bid":"62.192","bid_levels":221,"depth_1pct_eur":{"buy":"9537.87566526969","sell":"78350.78213435455"},"mid":"62.251","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604878831648210560102712245","mid_cost_bps":9.4777593934234,"side":"buy","target_ltc":null,"vwap":"62.31000000000000000000000000"},{"budget_eur":100,"eur":"99.99883779021273475688191407","filled_fraction":1.0,"full":true,"impact_bps":0.11622097872652432,"ltc":"1.607923848726524311808592745","mid_cost_bps":9.59387022070264,"side":"sell","target_ltc":"1.607923848726524311808592745","vwap":"62.19127719848910400000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.013879811875858598,"ltc":"16.04876604109675659193400844","mid_cost_bps":9.491652360250995,"side":"buy","target_ltc":null,"vwap":"62.31008648510779847492124398"},{"budget_eur":1000,"eur":"999.8519621793700823257010548","filled_fraction":1.0,"full":true,"impact_bps":1.4803782062991768,"ltc":"16.07923848726524311808592745","mid_cost_bps":10.956734532877519,"side":"sell","target_ltc":"16.07923848726524311808592745","vwap":"62.18279323185938416000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.998397220874834,"ltc":"160.2795454450135014931062965","mid_cost_bps":22.48847618243419,"side":"buy","target_ltc":null,"vwap":"62.39099301308327109124176281"},{"budget_eur":10000,"eur":"9996.635532529643689220478518","filled_fraction":1.0,"full":true,"impact_bps":3.3644674703563107,"ltc":"160.7923848726524311808592745","mid_cost_bps":12.839038102462606,"side":"sell","target_ltc":"160.7923848726524311808592745","vwap":"62.17107570390836003200000000"}],"spread_bps":18.9555187868468},"raw_file":"1790919901-coinbase.json","request_at":1790919901.2652376,"response_at":1790919901.3651552,"sequence":10013759144,"sha256":"2b90ea4d38b923f5749f93a158599435a96014710f7b060a5f22a23f1e3a9def","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790919901.407,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 05:45:01 GMT"},"metrics":{"ask":"62.27","ask_levels":100,"bid":"62.23","bid_levels":100,"depth_1pct_eur":{"buy":"73872.12086111","sell":"77829.58996199"},"mid":"62.25","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.605909747872169584069375301","mid_cost_bps":3.21285140562249,"side":"buy","target_ltc":null,"vwap":"62.27000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606941989394182869998393058","mid_cost_bps":3.21285140562249,"side":"sell","target_ltc":"1.606941989394182869998393058","vwap":"62.23000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.05909747872169584069375301","mid_cost_bps":3.21285140562249,"side":"buy","target_ltc":null,"vwap":"62.27000000000000000000000000"},{"budget_eur":1000,"eur":"999.6428665642423268520006428","filled_fraction":1.0,"full":true,"impact_bps":3.5713343575767316,"ltc":"16.06941989394182869998393058","mid_cost_bps":6.783038346538152,"side":"sell","target_ltc":"16.06941989394182869998393058","vwap":"62.20777558629280000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.0651873374029615,"ltc":"160.4936323925248636509464228","mid_cost_bps":9.279987397591686,"side":"buy","target_ltc":null,"vwap":"62.30776792155000824081773928"},{"budget_eur":10000,"eur":"9989.961644755452354170014462","filled_fraction":1.0,"full":true,"impact_bps":10.038355244547645,"ltc":"160.6941989394182869998393058","mid_cost_bps":13.247981475794377,"side":"sell","target_ltc":"160.6941989394182869998393058","vwap":"62.16753131531318000000000000"}],"spread_bps":6.42570281124498},"raw_file":"1790919901-okx.json","request_at":1790919901.2654397,"response_at":1790919901.534377,"sequence":null,"sha256":"22dc8dee262a0397619e85276c38c2b2b4c30d28125de9e12c9987baff20d164","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790920801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 06:00:01 GMT"},"metrics":{"ask":"62.34000","ask_levels":100,"bid":"62.28000","bid_levels":100,"depth_1pct_eur":{"buy":"584116.85000000","sell":"342866.87172000"},"mid":"62.31000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604106512672441450112287456","mid_cost_bps":4.814636494944632,"side":"buy","target_ltc":null,"vwap":"62.34000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.605651894669235709698137444","mid_cost_bps":4.814636494944632,"side":"sell","target_ltc":"1.605651894669235709698137444","vwap":"62.27999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.04106512672441450112287456","mid_cost_bps":4.814636494944632,"side":"buy","target_ltc":null,"vwap":"62.34000000000000000000000000"},{"budget_eur":1000,"eur":"999.9822048105330764290301864","filled_fraction":1.0,"full":true,"impact_bps":0.17795189466923572,"ltc":"16.05651894669235709698137444","mid_cost_bps":4.9925027122452255,"side":"sell","target_ltc":"16.05651894669235709698137444","vwap":"62.27889171560000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5845657885193405,"ltc":"160.3852371712636305323925593","mid_cost_bps":6.399965194291377,"side":"buy","target_ltc":null,"vwap":"62.34987818312562956842149204"},{"budget_eur":10000,"eur":"9995.797482421323057161207451","filled_fraction":1.0,"full":true,"impact_bps":4.202517578676943,"ltc":"160.5651894669235709698137444","mid_cost_bps":9.01513071417108,"side":"sell","target_ltc":"160.5651894669235709698137444","vwap":"62.25382672052000000000000000"}],"spread_bps":9.629272989889264},"raw_file":"1790920801-kraken.json","request_at":1790920801.3667254,"response_at":1790920801.571138,"sequence":null,"sha256":"cce84ee2f498e5da6413ca54ce3a427cd1e9fb636d1fca22fe0c45ff9a67c165","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 06:00:01 GMT"},"metrics":{"ask":"62.338","ask_levels":614,"bid":"62.229","bid_levels":227,"depth_1pct_eur":{"buy":"9676.16577617903","sell":"83273.59902377157"},"mid":"62.2835","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604157977477621996214187173","mid_cost_bps":8.750311077572713,"side":"buy","target_ltc":null,"vwap":"62.33800000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.606967812434716932619839625","mid_cost_bps":8.750311077572713,"side":"sell","target_ltc":"1.606967812434716932619839625","vwap":"62.22899999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.14261860573031096,"ltc":"16.04135099526492244020597058","mid_cost_bps":8.893054479019582,"side":"buy","target_ltc":null,"vwap":"62.33888905586440161248969225"},{"budget_eur":1000,"eur":"999.9879303218756528306738018","filled_fraction":1.0,"full":true,"impact_bps":0.12069678124347169,"ltc":"16.06967812434716932619839625","mid_cost_bps":8.870902245377989,"side":"sell","target_ltc":"16.06967812434716932619839625","vwap":"62.22824891600000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":22.240138041793514,"ltc":"160.0598224930431749353882256","mid_cost_bps":31.00990993199361,"side":"buy","target_ltc":null,"vwap":"62.47664057252493241448947858"},{"budget_eur":10000,"eur":"9997.338222771930151054974371","filled_fraction":1.0,"full":true,"impact_bps":2.661777228069849,"ltc":"160.6967812434716932619839625","mid_cost_bps":11.40975916776608,"side":"sell","target_ltc":"160.6967812434716932619839625","vwap":"62.21243602648744413700000000"}],"spread_bps":17.500622155145425},"raw_file":"1790920801-coinbase.json","request_at":1790920801.367795,"response_at":1790920801.4761739,"sequence":10013833276,"sha256":"eba2c52365064111e800c9eb34211e176508d6f8cdd82b6c7babdcb5c64d8809","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790920801.507,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 06:00:01 GMT"},"metrics":{"ask":"62.31","ask_levels":100,"bid":"62.28","bid_levels":100,"depth_1pct_eur":{"buy":"75633.65060211","sell":"71317.33593835"},"mid":"62.295","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604878831648210560102712245","mid_cost_bps":2.4078979051288227,"side":"buy","target_ltc":null,"vwap":"62.31000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.605651894669235709698137444","mid_cost_bps":2.4078979051288227,"side":"sell","target_ltc":"1.605651894669235709698137444","vwap":"62.27999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5646304282643224,"ltc":"16.04306955509222133119486768","mid_cost_bps":5.973386660007223,"side":"buy","target_ltc":null,"vwap":"62.33221121219851499332924236"},{"budget_eur":1000,"eur":"999.6432401621323057161207451","filled_fraction":1.0,"full":true,"impact_bps":3.567598378676943,"ltc":"16.05651894669235709698137444","mid_cost_bps":5.974637242539529,"side":"sell","target_ltc":"16.05651894669235709698137444","vwap":"62.25778099729760000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.664971423731178,"ltc":"160.3008926316463805253042921","mid_cost_bps":14.07567813488546,"side":"buy","target_ltc":null,"vwap":"62.38268443694126897281281063"},{"budget_eur":10000,"eur":"9986.711421954630700064226077","filled_fraction":1.0,"full":true,"impact_bps":13.2885780453693,"ltc":"160.5651894669235709698137444","mid_cost_bps":15.693276196574365,"side":"sell","target_ltc":"160.5651894669235709698137444","vwap":"62.19723873593344000000000000"}],"spread_bps":4.8157958102576455},"raw_file":"1790920801-okx.json","request_at":1790920801.3681366,"response_at":1790920801.6308875,"sequence":null,"sha256":"c16ba38bf3b13603b4b2c36116657bdd838728be6db87078217ff764e63fa10e","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790921701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 06:15:01 GMT"},"metrics":{"ask":"62.20000","ask_levels":100,"bid":"62.16000","bid_levels":100,"depth_1pct_eur":{"buy":"209356.78476000","sell":"379722.37703000"},"mid":"62.18000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607717041800643086816720257","mid_cost_bps":3.21646831778707,"side":"buy","target_ltc":null,"vwap":"62.20000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.608751608751608751608751609","mid_cost_bps":3.21646831778707,"side":"sell","target_ltc":"1.608751608751608751608751609","vwap":"62.15999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.07717041800643086816720257","mid_cost_bps":3.21646831778707,"side":"buy","target_ltc":null,"vwap":"62.20000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.08751608751608751608751609","mid_cost_bps":3.21646831778707,"side":"sell","target_ltc":"16.08751608751608751608751609","vwap":"62.15999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.1119202156461698,"ltc":"160.7538296367727418836387014","mid_cost_bps":4.328746179047793,"side":"buy","target_ltc":null,"vwap":"62.20691614374131917582038804"},{"budget_eur":10000,"eur":"9998.302486782496782496782498","filled_fraction":1.0,"full":true,"impact_bps":1.6975132175032175,"ltc":"160.8751608751608751608751609","mid_cost_bps":4.913435535541975,"side":"sell","target_ltc":"160.8751608751608751608751609","vwap":"62.14944825784000000000000000"}],"spread_bps":6.43293663557414},"raw_file":"1790921701-kraken.json","request_at":1790921701.3671608,"response_at":1790921701.5737753,"sequence":null,"sha256":"0a332427dba65527878f86d84b7cd3fa0f6fcee8263768513fbf8fccfcbcc986","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 06:15:01 GMT"},"metrics":{"ask":"62.191","ask_levels":617,"bid":"62.139","bid_levels":232,"depth_1pct_eur":{"buy":"10066.25565330244","sell":"83491.34028438260"},"mid":"62.165","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607949703333279735009888891","mid_cost_bps":4.182417759189255,"side":"buy","target_ltc":null,"vwap":"62.19099999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.609295289592687362204090829","mid_cost_bps":4.182417759189255,"side":"sell","target_ltc":"1.609295289592687362204090829","vwap":"62.13899999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.1247561951328899,"ltc":"16.07929643414844352971443272","mid_cost_bps":4.307226132574754,"side":"buy","target_ltc":null,"vwap":"62.19177587125315095552658388"},{"budget_eur":1000,"eur":"999.5346641876492175606302003","filled_fraction":1.0,"full":true,"impact_bps":4.653358123507824,"ltc":"16.09295289592687362204090829","mid_cost_bps":8.833829653931517,"side":"sell","target_ltc":"16.09295289592687362204090829","vwap":"62.11008449795633473000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":16.165322805154933,"ltc":"160.5354595807483036539135421","mid_cost_bps":20.354501577662518,"side":"buy","target_ltc":null,"vwap":"62.29153375905753904143287022"},{"budget_eur":10000,"eur":"9989.700815953075320169297867","filled_fraction":1.0,"full":true,"impact_bps":10.29918404692468,"ltc":"160.9295289592687362204090829","mid_cost_bps":14.477294257087632,"side":"sell","target_ltc":"160.9295289592687362204090829","vwap":"62.07500190025081473200000000"}],"spread_bps":8.36483551837851},"raw_file":"1790921701-coinbase.json","request_at":1790921701.3687441,"response_at":1790921701.4895227,"sequence":10013872889,"sha256":"140fbbd86ab1b3cf924504f29f7c984c3d2dd5ea6307d77eb239e266355fac29","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790921701.506,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 06:15:01 GMT"},"metrics":{"ask":"62.22","ask_levels":100,"bid":"62.18","bid_levels":100,"depth_1pct_eur":{"buy":"78463.20626944","sell":"72161.35832560"},"mid":"62.20","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607200257152041144326583092","mid_cost_bps":3.215434083601286,"side":"buy","target_ltc":null,"vwap":"62.22000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.608234158893534898681247990","mid_cost_bps":3.215434083601286,"side":"sell","target_ltc":"1.608234158893534898681247990","vwap":"62.17999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.07200257152041144326583092","mid_cost_bps":3.215434083601286,"side":"buy","target_ltc":null,"vwap":"62.22000000000000000000000000"},{"budget_eur":1000,"eur":"999.5351536046638790607912514","filled_fraction":1.0,"full":true,"impact_bps":4.648463953361209,"ltc":"16.08234158893534898681247990","mid_cost_bps":7.862403354019293,"side":"sell","target_ltc":"16.08234158893534898681247990","vwap":"62.15109585113800000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.09516100185367,"ltc":"160.6221239446139027131160700","mid_cost_bps":9.312554944297995,"side":"buy","target_ltc":null,"vwap":"62.25792409175353353330887372"},{"budget_eur":10000,"eur":"9984.155528028809906722418786","filled_fraction":1.0,"full":true,"impact_bps":15.844471971190094,"ltc":"160.8234158893534898681247990","mid_cost_bps":19.054811369270098,"side":"sell","target_ltc":"160.8234158893534898681247990","vwap":"62.08147907328314000000000000"}],"spread_bps":6.430868167202572},"raw_file":"1790921701-okx.json","request_at":1790921701.3691113,"response_at":1790921701.6301224,"sequence":null,"sha256":"2708f7bffd1f5b522c4a5dfe16c791cf9de942cfe9a73decfb8087fc66e755b6","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790922601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 06:30:02 GMT"},"metrics":{"ask":"62.23000","ask_levels":100,"bid":"62.21000","bid_levels":100,"depth_1pct_eur":{"buy":"221667.05041000","sell":"366284.80505000"},"mid":"62.22000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606941989394182869998393058","mid_cost_bps":1.6072002571520412,"side":"buy","target_ltc":null,"vwap":"62.23000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.607458607940845523227776885","mid_cost_bps":1.6072002571520412,"side":"sell","target_ltc":"1.607458607940845523227776885","vwap":"62.20999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1950144553032386,"ltc":"16.06910652313624678663239075","mid_cost_bps":1.8022460551835509,"side":"buy","target_ltc":null,"vwap":"62.23121357495535205384351782"},{"budget_eur":1000,"eur":"999.8794441392059154476772225","filled_fraction":1.0,"full":true,"impact_bps":1.2055586079408456,"ltc":"16.07458607940845523227776885","mid_cost_bps":2.8125651076824174,"side":"sell","target_ltc":"16.07458607940845523227776885","vwap":"62.20250021990000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.343670214503096,"ltc":"160.6083751203852327447833066","mid_cost_bps":6.951729306469425,"side":"buy","target_ltc":null,"vwap":"62.26325365974485276203146255"},{"budget_eur":10000,"eur":"9997.008252784118308953544448","filled_fraction":1.0,"full":true,"impact_bps":2.991747215881691,"ltc":"160.7458607940845523227776885","mid_cost_bps":4.598466639344262,"side":"sell","target_ltc":"160.7458607940845523227776885","vwap":"62.19138834057000000000000000"}],"spread_bps":3.2144005143040824},"raw_file":"1790922601-kraken.json","request_at":1790922601.9774637,"response_at":1790922602.1918201,"sequence":null,"sha256":"57a261e8a12ef6cb30db396432f49ce58dee4a62dc4da7d79a4fcddc08c8e1b0","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 06:30:02 GMT"},"metrics":{"ask":"62.259","ask_levels":619,"bid":"62.181","bid_levels":222,"depth_1pct_eur":{"buy":"9669.42365095160","sell":"83108.97204864517"},"mid":"62.220","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606193482066849772723622288","mid_cost_bps":6.26808100289296,"side":"buy","target_ltc":null,"vwap":"62.25899999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608208295138386323796658143","mid_cost_bps":6.26808100289296,"side":"sell","target_ltc":"1.608208295138386323796658143","vwap":"62.18100000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.6254609278469113,"ltc":"16.06093027223348215719654386","mid_cost_bps":6.893933974715861,"side":"buy","target_ltc":null,"vwap":"62.26289405719068208543102556"},{"budget_eur":1000,"eur":"999.9820022107672322735240667","filled_fraction":1.0,"full":true,"impact_bps":0.17997789232767727,"ltc":"16.08208295138386323796658143","mid_cost_bps":6.447946083619854,"side":"sell","target_ltc":"16.08208295138386323796658143","vwap":"62.17988087946771727000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":31.518233742786137,"ltc":"160.1146949685177128157898915","mid_cost_bps":37.806070629895885,"side":"buy","target_ltc":null,"vwap":"62.45522937145921220552550224"},{"budget_eur":10000,"eur":"9997.009851703423325131471027","filled_fraction":1.0,"full":true,"impact_bps":2.990148296576675,"ltc":"160.8208295138386323796658143","mid_cost_bps":9.256355050296275,"side":"sell","target_ltc":"160.8208295138386323796658143","vwap":"62.16240695887705657800000000"}],"spread_bps":12.53616200578592},"raw_file":"1790922601-coinbase.json","request_at":1790922601.9789598,"response_at":1790922602.1346416,"sequence":10013908587,"sha256":"14ba2a0f302eaf5930605b12e7d57d81f4ee68c348a464f7752f45dc1f69419a","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790922602.156,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 06:30:02 GMT"},"metrics":{"ask":"62.23","ask_levels":100,"bid":"62.2","bid_levels":100,"depth_1pct_eur":{"buy":"75795.76268951","sell":"76283.74727309"},"mid":"62.215","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606941989394182869998393058","mid_cost_bps":2.410994133247609,"side":"buy","target_ltc":null,"vwap":"62.23000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607717041800643086816720257","mid_cost_bps":2.410994133247609,"side":"sell","target_ltc":"1.607717041800643086816720257","vwap":"62.20000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.57213345107503,"ltc":"16.06368173245543600449654729","mid_cost_bps":5.983988823602012,"side":"buy","target_ltc":null,"vwap":"62.25222938646603991227690238"},{"budget_eur":1000,"eur":"999.8212444316398713826366558","filled_fraction":1.0,"full":true,"impact_bps":1.7875556836012862,"ltc":"16.07717041800643086816720257","mid_cost_bps":4.198118838222293,"side":"sell","target_ltc":"16.07717041800643086816720257","vwap":"62.18888140364800000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.214578757328994,"ltc":"160.4821285667094291212315587","mid_cost_bps":15.628758917762328,"side":"buy","target_ltc":null,"vwap":"62.31223432360685832381501575"},{"budget_eur":10000,"eur":"9991.761651565594855305466236","filled_fraction":1.0,"full":true,"impact_bps":8.238348434405145,"ltc":"160.7717041800643086816720257","mid_cost_bps":10.647356306678454,"side":"sell","target_ltc":"160.7717041800643086816720257","vwap":"62.14875747273800000000000000"}],"spread_bps":4.821988266495218},"raw_file":"1790922601-okx.json","request_at":1790922601.9792836,"response_at":1790922602.284015,"sequence":null,"sha256":"54f09a82fb9ffa2b233c21838a8d4060ca83e38cdadc725c0d2fe797e91583b4","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790923501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 06:45:02 GMT"},"metrics":{"ask":"62.21000","ask_levels":100,"bid":"62.18000","bid_levels":100,"depth_1pct_eur":{"buy":"230114.53192000","sell":"378038.47532000"},"mid":"62.19500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607458607940845523227776885","mid_cost_bps":2.411769434842029,"side":"buy","target_ltc":null,"vwap":"62.20999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.608234158893534898681247990","mid_cost_bps":2.411769434842029,"side":"sell","target_ltc":"1.608234158893534898681247990","vwap":"62.17999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.07458607940845523227776885","mid_cost_bps":2.411769434842029,"side":"buy","target_ltc":null,"vwap":"62.20999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.08234158893534898681247990","mid_cost_bps":2.411769434842029,"side":"sell","target_ltc":"16.08234158893534898681247990","vwap":"62.17999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7629269703144725,"ltc":"160.7014601542416452442159383","mid_cost_bps":5.175362759438272,"side":"buy","target_ltc":null,"vwap":"62.22718816868232633319591096"},{"budget_eur":10000,"eur":"9998.031637523319395303956258","filled_fraction":1.0,"full":true,"impact_bps":1.9683624766806047,"ltc":"160.8234158893534898681247990","mid_cost_bps":4.379657187876839,"side":"sell","target_ltc":"160.8234158893534898681247990","vwap":"62.16776072212000000000000000"}],"spread_bps":4.823538869684058},"raw_file":"1790923501-kraken.json","request_at":1790923501.9120648,"response_at":1790923502.1022475,"sequence":null,"sha256":"6391299c7b46032af0499ea41987ffafb9e1ec96c131c617309cfed2aa395cb7","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 06:45:02 GMT"},"metrics":{"ask":"62.232","ask_levels":622,"bid":"62.15","bid_levels":226,"depth_1pct_eur":{"buy":"9879.00747192493","sell":"42005.14438230654"},"mid":"62.191","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606890345802802416763080087","mid_cost_bps":6.592593783666447,"side":"buy","target_ltc":null,"vwap":"62.23200000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609010458567980691874497184","mid_cost_bps":6.592593783666447,"side":"sell","target_ltc":"1.609010458567980691874497184","vwap":"62.15000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.0927251046378674,"ltc":"16.06554138185108433734939759","mid_cost_bps":8.686698536955891,"side":"buy","target_ltc":null,"vwap":"62.24502344687118237776751109"},{"budget_eur":1000,"eur":"999.9956295215943201930812549","filled_fraction":1.0,"full":true,"impact_bps":0.04370478405679807,"ltc":"16.09010458567980691874497184","mid_cost_bps":6.636269754934476,"side":"sell","target_ltc":"16.09010458567980691874497184","vwap":"62.14972837476708700000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":28.828071121738628,"ltc":"160.2271306684260920653571939","mid_cost_bps":35.4396700816523,"side":"buy","target_ltc":null,"vwap":"62.41140285220480383805199050"},{"budget_eur":10000,"eur":"9982.366045203000780370072404","filled_fraction":1.0,"full":true,"impact_bps":17.63395479699922,"ltc":"160.9010458567980691874497184","mid_cost_bps":24.214923230588052,"side":"sell","target_ltc":"160.9010458567980691874497184","vwap":"62.04040497093664985000000000"}],"spread_bps":13.185187567332894},"raw_file":"1790923501-coinbase.json","request_at":1790923501.9130964,"response_at":1790923502.0113702,"sequence":10013943898,"sha256":"8444ec3f7393a0677c74fa0f28d4bf7f4c082dd19b7f405f6b55e799e674e227","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790923502.006,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 06:45:02 GMT"},"metrics":{"ask":"62.19","ask_levels":100,"bid":"62.16","bid_levels":100,"depth_1pct_eur":{"buy":"66649.11852021","sell":"78082.32543856"},"mid":"62.175","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607975558771506673098568902","mid_cost_bps":2.4125452352231602,"side":"buy","target_ltc":null,"vwap":"62.18999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.608751608751608751608751609","mid_cost_bps":2.4125452352231602,"side":"sell","target_ltc":"1.608751608751608751608751609","vwap":"62.15999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.680729797116548,"ltc":"16.07544619495339119254259081","mid_cost_bps":5.093921770529604,"side":"buy","target_ltc":null,"vwap":"62.20667145860826781067028320"},{"budget_eur":1000,"eur":"999.7317126073745173745173747","filled_fraction":1.0,"full":true,"impact_bps":2.6828739262548265,"ltc":"16.08751608751608751608751609","mid_cost_bps":5.094771906007238,"side":"sell","target_ltc":"16.08751608751608751608751609","vwap":"62.14332325567440000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.499903009983893,"ltc":"160.5968114205037702550938553","mid_cost_bps":14.915463903351801,"side":"buy","target_ltc":null,"vwap":"62.26773689681908982386552280"},{"budget_eur":10000,"eur":"9988.184856444980694980694982","filled_fraction":1.0,"full":true,"impact_bps":11.815143555019304,"ltc":"160.8751608751608751608751609","mid_cost_bps":14.224838333413752,"side":"sell","target_ltc":"160.8751608751608751608751609","vwap":"62.08655706766200000000000000"}],"spread_bps":4.8250904704463204},"raw_file":"1790923501-okx.json","request_at":1790923501.9134204,"response_at":1790923502.155713,"sequence":null,"sha256":"406bb4b793f9c40dff872bbe053da2b823ac990ee5128a5ebbb68855191fe3df","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790924401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 07:00:01 GMT"},"metrics":{"ask":"62.16000","ask_levels":100,"bid":"62.13000","bid_levels":100,"depth_1pct_eur":{"buy":"207716.35007000","sell":"498087.95060000"},"mid":"62.14500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608751608751608751608751609","mid_cost_bps":2.413709872073377,"side":"buy","target_ltc":null,"vwap":"62.15999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.609528408176404313536133913","mid_cost_bps":2.413709872073377,"side":"sell","target_ltc":"1.609528408176404313536133913","vwap":"62.12999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.17972592591679523,"ltc":"16.08722695834003538684252855","mid_cost_bps":2.5934791786143374,"side":"buy","target_ltc":null,"vwap":"62.16111717635549879922159124"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.09528408176404313536133913","mid_cost_bps":2.413709872073377,"side":"sell","target_ltc":"16.09528408176404313536133913","vwap":"62.12999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6456741663249836,"ltc":"160.8326098070739549839228296","mid_cost_bps":5.060022627383715,"side":"buy","target_ltc":null,"vwap":"62.17644551061787609814411176"},{"budget_eur":10000,"eur":"9997.007917959117978432319332","filled_fraction":1.0,"full":true,"impact_bps":2.9920820408820217,"ltc":"160.9528408176404313536133913","mid_cost_bps":5.405069711159386,"side":"sell","target_ltc":"160.9528408176404313536133913","vwap":"62.11141019428000000000000000"}],"spread_bps":4.827419744146754},"raw_file":"1790924401-kraken.json","request_at":1790924401.4597163,"response_at":1790924401.6611433,"sequence":null,"sha256":"09b92601bc07a8f606993a4bb230f06cda34f7f793afa6c0296b0455cd6fa036","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 07:00:01 GMT"},"metrics":{"ask":"62.172","ask_levels":615,"bid":"62.104","bid_levels":231,"depth_1pct_eur":{"buy":"5565.87720427112","sell":"84616.29652035205"},"mid":"62.138","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608441098886958759570224538","mid_cost_bps":5.471692040297403,"side":"buy","target_ltc":null,"vwap":"62.17200000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.610202241401520030915883035","mid_cost_bps":5.471692040297403,"side":"sell","target_ltc":"1.610202241401520030915883035","vwap":"62.10400000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.12480533451116771,"ltc":"16.08421024934553584353336657","mid_cost_bps":5.596565664444113,"side":"buy","target_ltc":null,"vwap":"62.17277593972572283184258907"},{"budget_eur":1000,"eur":"999.9930475748659847996908412","filled_fraction":1.0,"full":true,"impact_bps":0.069524251340152,"ltc":"16.10202241401520030915883035","mid_cost_bps":5.541178250108288,"side":"sell","target_ltc":"16.10202241401520030915883035","vwap":"62.10356822658947712000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":62.593824509110185,"ltc":"159.8435877407010760185728095","mid_cost_bps":68.09976596254141,"side":"buy","target_ltc":null,"vwap":"62.56115832573803984489874415"},{"budget_eur":10000,"eur":"9997.062230015274223882519645","filled_fraction":1.0,"full":true,"impact_bps":2.9377699847257763,"ltc":"161.0202241401520030915883035","mid_cost_bps":8.407854567759014,"side":"sell","target_ltc":"161.0202241401520030915883035","vwap":"62.08575527328685904000000000"}],"spread_bps":10.943384080594805},"raw_file":"1790924401-coinbase.json","request_at":1790924401.4608436,"response_at":1790924401.5729783,"sequence":10013981941,"sha256":"d40a9a5511f151c283676ac0440a0f7a8d272d604e2f0d273251859913b91ed6","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790924401.556,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 07:00:01 GMT"},"metrics":{"ask":"62.16","ask_levels":100,"bid":"62.13","bid_levels":100,"depth_1pct_eur":{"buy":"76574.54557163","sell":"76449.72204168"},"mid":"62.145","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608751608751608751608751609","mid_cost_bps":2.413709872073377,"side":"buy","target_ltc":null,"vwap":"62.15999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.609528408176404313536133913","mid_cost_bps":2.413709872073377,"side":"sell","target_ltc":"1.609528408176404313536133913","vwap":"62.12999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.7557488798210996,"ltc":"16.08147628886031184696994052","mid_cost_bps":6.1703652807093015,"side":"buy","target_ltc":null,"vwap":"62.18334573503696795550813876"},{"budget_eur":1000,"eur":"999.7315599375470787059391600","filled_fraction":1.0,"full":true,"impact_bps":2.684400624529213,"ltc":"16.09528408176404313536133913","mid_cost_bps":5.0974625601737875,"side":"sell","target_ltc":"16.09528408176404313536133913","vwap":"62.11332181891980000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.834022283195404,"ltc":"160.6850058811435913909412143","mid_cost_bps":14.250588544909908,"side":"buy","target_ltc":null,"vwap":"62.23356028251234262725657748"},{"budget_eur":10000,"eur":"9988.186368840059552551102528","filled_fraction":1.0,"full":true,"impact_bps":11.813631159940448,"ltc":"160.9528408176404313536133913","mid_cost_bps":14.224489564198246,"side":"sell","target_ltc":"160.9528408176404313536133913","vwap":"62.05660190960329000000000000"}],"spread_bps":4.827419744146754},"raw_file":"1790924401-okx.json","request_at":1790924401.4612331,"response_at":1790924401.6798556,"sequence":null,"sha256":"3c3c1b8652a7c05b0b3dbd7d1f14241d276b149855a2b9dfb13689d1a76a7905","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790925301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 07:15:01 GMT"},"metrics":{"ask":"62.29000","ask_levels":100,"bid":"62.25000","bid_levels":100,"depth_1pct_eur":{"buy":"207397.70130000","sell":"574021.60308000"},"mid":"62.27000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.605394124257505217530903837","mid_cost_bps":3.211819495744339,"side":"buy","target_ltc":null,"vwap":"62.29000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.606425702811244979919678715","mid_cost_bps":3.211819495744339,"side":"sell","target_ltc":"1.606425702811244979919678715","vwap":"62.24999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.05394124257505217530903837","mid_cost_bps":3.211819495744339,"side":"buy","target_ltc":null,"vwap":"62.29000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.06425702811244979919678715","mid_cost_bps":3.211819495744339,"side":"sell","target_ltc":"16.06425702811244979919678715","vwap":"62.24999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.56823069798748,"ltc":"160.5142400898732145722997914","mid_cost_bps":4.780553881124781,"side":"buy","target_ltc":null,"vwap":"62.29976850901776401261620803"},{"budget_eur":10000,"eur":"9999.697514297188755020080322","filled_fraction":1.0,"full":true,"impact_bps":0.302485702811245,"ltc":"160.6425702811244979919678715","mid_cost_bps":3.514208045607837,"side":"sell","target_ltc":"160.6425702811244979919678715","vwap":"62.24811702650000000000000000"}],"spread_bps":6.423638991488678},"raw_file":"1790925301-kraken.json","request_at":1790925301.3107946,"response_at":1790925301.4987328,"sequence":null,"sha256":"b741ef1691069e35ba226eb4f17aa5d4bd0d92b84e27559c960eda21188317ca","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 07:15:01 GMT"},"metrics":{"ask":"62.312","ask_levels":613,"bid":"62.251","bid_levels":222,"depth_1pct_eur":{"buy":"6497.88177088352","sell":"91762.16380341881"},"mid":"62.2815","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604827320580305559121838490","mid_cost_bps":4.89712033268306,"side":"buy","target_ltc":null,"vwap":"62.31200000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606399897190406579813978892","mid_cost_bps":4.89712033268306,"side":"sell","target_ltc":"1.606399897190406579813978892","vwap":"62.25100000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.1068028231885196,"ltc":"16.04649717496550174898109817","mid_cost_bps":6.0044651705325505,"side":"buy","target_ltc":null,"vwap":"62.31889670975185230367349843"},{"budget_eur":1000,"eur":"999.9857156948480959342018603","filled_fraction":1.0,"full":true,"impact_bps":0.14284305151904067,"ltc":"16.06399897190406579813978892","mid_cost_bps":5.039893432240903,"side":"sell","target_ltc":"16.06399897190406579813978892","vwap":"62.25011078771998882000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":46.73343292006555,"ltc":"159.7362298199112562001806570","mid_cost_bps":51.653439177205506,"side":"buy","target_ltc":null,"vwap":"62.60320536721151245664949824"},{"budget_eur":10000,"eur":"9995.101720818111397889190536","filled_fraction":1.0,"full":true,"impact_bps":4.8982791818886025,"ltc":"160.6399897190406579813978892","mid_cost_bps":9.793000768313984,"side":"sell","target_ltc":"160.6399897190406579813978892","vwap":"62.22050772226482526300000000"}],"spread_bps":9.79424066536612},"raw_file":"1790925301-coinbase.json","request_at":1790925301.3118265,"response_at":1790925301.4206638,"sequence":10014021826,"sha256":"9248f77b8321bd360e2ff10f597be19eb962bf8ed43720fc71d920234d0464f9","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790925301.403,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 07:15:01 GMT"},"metrics":{"ask":"62.29","ask_levels":100,"bid":"62.25","bid_levels":100,"depth_1pct_eur":{"buy":"74116.90647528","sell":"78195.04270221"},"mid":"62.27","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.605394124257505217530903837","mid_cost_bps":3.211819495744339,"side":"buy","target_ltc":null,"vwap":"62.29000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.606425702811244979919678715","mid_cost_bps":3.211819495744339,"side":"sell","target_ltc":"1.606425702811244979919678715","vwap":"62.24999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5704948831371595,"ltc":"16.04821123696454355847906305","mid_cost_bps":6.78346115738901,"side":"buy","target_ltc":null,"vwap":"62.31224061262706136669729853"},{"budget_eur":1000,"eur":"999.8212987394377510040160643","filled_fraction":1.0,"full":true,"impact_bps":1.78701260562249,"ltc":"16.06425702811244979919678715","mid_cost_bps":4.998258145174241,"side":"sell","target_ltc":"16.06425702811244979919678715","vwap":"62.23887584653000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.777495918867963,"ltc":"160.3345450262778400897292101","mid_cost_bps":15.993419315662203,"side":"buy","target_ltc":null,"vwap":"62.36959102207862853672617585"},{"budget_eur":10000,"eur":"9990.866754347510040160642571","filled_fraction":1.0,"full":true,"impact_bps":9.13324565248996,"ltc":"160.6425702811244979919678715","mid_cost_bps":12.34213171458969,"side":"sell","target_ltc":"160.6425702811244979919678715","vwap":"62.19314554581325000000000000"}],"spread_bps":6.423638991488678},"raw_file":"1790925301-okx.json","request_at":1790925301.3120599,"response_at":1790925301.5284636,"sequence":null,"sha256":"761f6792d0ad91cb1bc6962f364cceb36bc962a0680256553089fc5eab55723a","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790926201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 07:30:01 GMT"},"metrics":{"ask":"61.99000","ask_levels":100,"bid":"61.96000","bid_levels":100,"depth_1pct_eur":{"buy":"222220.87142000","sell":"694356.54020000"},"mid":"61.97500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613163413453782868204549121","mid_cost_bps":2.420330778539734,"side":"buy","target_ltc":null,"vwap":"61.98999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613944480309877340219496449","mid_cost_bps":2.420330778539734,"side":"sell","target_ltc":"1.613944480309877340219496449","vwap":"61.96000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1805375496444208,"ltc":"16.13134290322580645161290323","mid_cost_bps":2.6009120242429633,"side":"buy","target_ltc":null,"vwap":"61.99111915227024576459176457"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.13944480309877340219496449","mid_cost_bps":2.420330778539734,"side":"sell","target_ltc":"16.13944480309877340219496449","vwap":"61.96000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.646430757059161,"ltc":"161.2575399000483636949862970","mid_cost_bps":6.067644092458208,"side":"buy","target_ltc":null,"vwap":"62.01260422426300974050759279"},{"budget_eur":10000,"eur":"9999.237835519690122659780502","filled_fraction":1.0,"full":true,"impact_bps":0.7621644803098774,"ltc":"161.3944480309877340219496449","mid_cost_bps":3.182310789834611,"side":"sell","target_ltc":"161.3944480309877340219496449","vwap":"61.95527762888000000000000000"}],"spread_bps":4.840661557079468},"raw_file":"1790926201-kraken.json","request_at":1790926201.4516284,"response_at":1790926201.6557736,"sequence":null,"sha256":"341052927a4ad36bdf7b5e1ab78b7c1ed50c07351fb2b01f75d785de74779de3","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 07:30:01 GMT"},"metrics":{"ask":"62.007","ask_levels":621,"bid":"61.936","bid_levels":224,"depth_1pct_eur":{"buy":"8379.51306951082","sell":"81795.32583528443"},"mid":"61.9715","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612721144386924056961310820","mid_cost_bps":5.728439685984687,"side":"buy","target_ltc":null,"vwap":"62.00699999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.614569878584345130457246190","mid_cost_bps":5.728439685984687,"side":"sell","target_ltc":"1.614569878584345130457246190","vwap":"61.93599999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.2815692256199853,"ltc":"16.12675736401096597323012417","mid_cost_bps":6.010170206837311,"side":"buy","target_ltc":null,"vwap":"62.00874592629730184313689241"},{"budget_eur":1000,"eur":"999.9874581337741565486954278","filled_fraction":1.0,"full":true,"impact_bps":0.1254186622584345,"ltc":"16.14569878584345130457246190","mid_cost_bps":5.853786502918896,"side":"sell","target_ltc":"16.14569878584345130457246190","vwap":"61.93522320697343616000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":39.380279411540705,"ltc":"160.6395115537404336734693878","mid_cost_bps":45.13127785306802,"side":"buy","target_ltc":null,"vwap":"62.25118529854714047339825699"},{"budget_eur":10000,"eur":"9995.695674208891661069491090","filled_fraction":1.0,"full":true,"impact_bps":4.304325791108339,"ltc":"161.4569878584345130457246190","mid_cost_bps":10.030299770024707,"side":"sell","target_ltc":"161.4569878584345130457246190","vwap":"61.90934072778019139200000000"}],"spread_bps":11.456879371969373},"raw_file":"1790926201-coinbase.json","request_at":1790926201.4526606,"response_at":1790926201.5666707,"sequence":10014059087,"sha256":"eb53a5972e277d90910c12e5c27996c5fc7300281727cd17641cb39cedbd6eb1","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790926201.553,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 07:30:01 GMT"},"metrics":{"ask":"61.98","ask_levels":100,"bid":"61.96","bid_levels":100,"depth_1pct_eur":{"buy":"76035.81592002","sell":"79903.92571505"},"mid":"61.97","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613423685059696676347208777","mid_cost_bps":1.6136840406648378,"side":"buy","target_ltc":null,"vwap":"61.98000000000000000000000000"},{"budget_eur":100,"eur":"99.98424795519690122659780502","filled_fraction":1.0,"full":true,"impact_bps":1.5752044803098773,"ltc":"1.613944480309877340219496449","mid_cost_bps":3.1886343327416493,"side":"sell","target_ltc":"1.613944480309877340219496449","vwap":"61.95024003304000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.664413471396305,"ltc":"16.12671468407479045776918117","mid_cost_bps":6.278850201018928,"side":"buy","target_ltc":null,"vwap":"62.00891003469571429746125319"},{"budget_eur":1000,"eur":"999.6603035759070367979341509","filled_fraction":1.0,"full":true,"impact_bps":3.396964240929632,"ltc":"16.13944480309877340219496449","mid_cost_bps":5.01010011889624,"side":"sell","target_ltc":"16.13944480309877340219496449","vwap":"61.93895240956320000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":15.976116388825425,"ltc":"161.0850172076291646547561564","mid_cost_bps":17.592378469895106,"side":"buy","target_ltc":null,"vwap":"62.07901996937793998042742991"},{"budget_eur":10000,"eur":"9990.361733907520981278244026","filled_fraction":1.0,"full":true,"impact_bps":9.638266092479018,"ltc":"161.3944480309877340219496449","mid_cost_bps":11.250394821526545,"side":"sell","target_ltc":"161.3944480309877340219496449","vwap":"61.90028130329100000000000000"}],"spread_bps":3.2273680813296757},"raw_file":"1790926201-okx.json","request_at":1790926201.4529893,"response_at":1790926201.6772604,"sequence":null,"sha256":"6eea34be208b824c4753698a186e19466ee4c3338d621ce8223bfc120dc02f13","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790927101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 07:45:01 GMT"},"metrics":{"ask":"62.22000","ask_levels":100,"bid":"62.21000","bid_levels":100,"depth_1pct_eur":{"buy":"219969.66792000","sell":"339845.58019000"},"mid":"62.21500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607200257152041144326583092","mid_cost_bps":0.8036647110825363,"side":"buy","target_ltc":null,"vwap":"62.22000000000000000000000000"},{"budget_eur":100,"eur":"99.98870541392059154476772225","filled_fraction":1.0,"full":true,"impact_bps":1.1294586079408455,"ltc":"1.607458607940845523227776885","mid_cost_bps":1.9330325484207989,"side":"sell","target_ltc":"1.607458607940845523227776885","vwap":"62.20297363800000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.07200257152041144326583092","mid_cost_bps":0.8036647110825363,"side":"buy","target_ltc":null,"vwap":"62.22000000000000000000000000"},{"budget_eur":1000,"eur":"999.8440341392059154476772225","filled_fraction":1.0,"full":true,"impact_bps":1.5596586079408454,"ltc":"16.07458607940845523227776885","mid_cost_bps":2.363197974764928,"side":"sell","target_ltc":"16.07458607940845523227776885","vwap":"62.20029736380000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7716327530397153,"ltc":"160.6754923694779116465863454","mid_cost_bps":3.5755202104658217,"side":"buy","target_ltc":null,"vwap":"62.23724509898941310967730273"},{"budget_eur":10000,"eur":"9994.014938352354926860633340","filled_fraction":1.0,"full":true,"impact_bps":5.9850616476450735,"ltc":"160.7458607940845523227776885","mid_cost_bps":6.788245360443623,"side":"sell","target_ltc":"160.7458607940845523227776885","vwap":"62.17276693149000000000000000"}],"spread_bps":1.6073294221650727},"raw_file":"1790927101-kraken.json","request_at":1790927101.5349648,"response_at":1790927101.7260633,"sequence":null,"sha256":"5f80f38da05e774d3eef3ee35c9f86f19192b9e6b87c5d939d735cd17e3f3ee5","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 07:45:01 GMT"},"metrics":{"ask":"62.24","ask_levels":619,"bid":"62.168","bid_levels":230,"depth_1pct_eur":{"buy":"12562.21631587973","sell":"83637.32004659414"},"mid":"62.204","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606683804627249357326478149","mid_cost_bps":5.787409169828307,"side":"buy","target_ltc":null,"vwap":"62.24000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.608544588856003088405610604","mid_cost_bps":5.787409169828307,"side":"sell","target_ltc":"1.608544588856003088405610604","vwap":"62.16799999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1386880344412938,"ltc":"16.06661522154397352270171267","mid_cost_bps":5.926177468709827,"side":"buy","target_ltc":null,"vwap":"62.24086319432636261253915516"},{"budget_eur":1000,"eur":"999.9856942479314399691159442","filled_fraction":1.0,"full":true,"impact_bps":0.14305752068560032,"ltc":"16.08544588856003088405610604","mid_cost_bps":5.930383897273204,"side":"sell","target_ltc":"16.08544588856003088405610604","vwap":"62.16711064000540176000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":15.106758637580334,"ltc":"160.4260287331991390306122449","mid_cost_bps":20.902910706755193,"side":"buy","target_ltc":null,"vwap":"62.33402446576030000188889945"},{"budget_eur":10000,"eur":"9992.666766708796770042465580","filled_fraction":1.0,"full":true,"impact_bps":7.33323329120323,"ltc":"160.8544588856003088405610604","mid_cost_bps":13.116398418872137,"side":"sell","target_ltc":"160.8544588856003088405610604","vwap":"62.12241075527524776000000000"}],"spread_bps":11.574818339656614},"raw_file":"1790927101-coinbase.json","request_at":1790927101.536412,"response_at":1790927101.6470962,"sequence":10014091808,"sha256":"38e071946650b1f48d560d00a8308e62958b6f33c3f378702311bffba3758310","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790927101.703,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 07:45:01 GMT"},"metrics":{"ask":"62.24","ask_levels":100,"bid":"62.21","bid_levels":100,"depth_1pct_eur":{"buy":"78658.58798443","sell":"73582.65031305"},"mid":"62.225","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606683804627249357326478149","mid_cost_bps":2.4106066693451185,"side":"buy","target_ltc":null,"vwap":"62.24000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.607458607940845523227776885","mid_cost_bps":2.4106066693451185,"side":"sell","target_ltc":"1.607458607940845523227776885","vwap":"62.20999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.678246839339161,"ltc":"16.06253610261763288903163642","mid_cost_bps":5.089499128653586,"side":"buy","target_ltc":null,"vwap":"62.25666940832804693868926188"},{"budget_eur":1000,"eur":"999.7319712076177463430316671","filled_fraction":1.0,"full":true,"impact_bps":2.6802879238225366,"ltc":"16.07458607940845523227776885","mid_cost_bps":5.090248481173162,"side":"sell","target_ltc":"16.07458607940845523227776885","vwap":"62.19332592882590000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.9663897805882,"ltc":"160.5404876527042208313272348","mid_cost_bps":10.378916833166887,"side":"buy","target_ltc":null,"vwap":"62.28958280999438095696185809"},{"budget_eur":10000,"eur":"9987.188554982650699244494456","filled_fraction":1.0,"full":true,"impact_bps":12.811445017349302,"ltc":"160.7458607940845523227776885","mid_cost_bps":15.218963351214143,"side":"sell","target_ltc":"160.7458607940845523227776885","vwap":"62.13030000054707000000000000"}],"spread_bps":4.821213338690237},"raw_file":"1790927101-okx.json","request_at":1790927101.5368168,"response_at":1790927101.8248687,"sequence":null,"sha256":"8933bd8f3b989b4fbbc99b3ddb57f16dc1df1e4ff3f89fcd7d82744beb1a74ab","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790928001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 08:00:01 GMT"},"metrics":{"ask":"62.36000","ask_levels":100,"bid":"62.32000","bid_levels":100,"depth_1pct_eur":{"buy":"216789.33148000","sell":"320534.28296000"},"mid":"62.34000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.603592046183450930083386786","mid_cost_bps":3.208213025344883,"side":"buy","target_ltc":null,"vwap":"62.36000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604621309370988446726572529","mid_cost_bps":3.208213025344883,"side":"sell","target_ltc":"1.604621309370988446726572529","vwap":"62.32000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.03592046183450930083386786","mid_cost_bps":3.208213025344883,"side":"buy","target_ltc":null,"vwap":"62.36000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.04621309370988446726572529","mid_cost_bps":3.208213025344883,"side":"sell","target_ltc":"16.04621309370988446726572529","vwap":"62.32000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.9901619334431644,"ltc":"160.3272968900288554023725553","mid_cost_bps":5.199013445131789,"side":"buy","target_ltc":null,"vwap":"62.37241064981695157296650458"},{"budget_eur":10000,"eur":"9998.343884762516046213093711","filled_fraction":1.0,"full":true,"impact_bps":1.6561152374839538,"ltc":"160.4621309370988446726572529","mid_cost_bps":4.8637969457812,"side":"sell","target_ltc":"160.4621309370988446726572529","vwap":"62.30967908984000000000000000"}],"spread_bps":6.416426050689766},"raw_file":"1790928001-kraken.json","request_at":1790928001.3357208,"response_at":1790928001.5309865,"sequence":null,"sha256":"de05d4b7e2e11ae725a84512d4d8553ff3ec83e26dda5db634a475a2acd4f4f4","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 08:00:01 GMT"},"metrics":{"ask":"62.401","ask_levels":617,"bid":"62.306","bid_levels":227,"depth_1pct_eur":{"buy":"8357.50434596280","sell":"82658.18444650592"},"mid":"62.3535","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.602538420858640085896059358","mid_cost_bps":7.617856255061865,"side":"buy","target_ltc":null,"vwap":"62.40100000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.604981863704940134176483806","mid_cost_bps":7.617856255061865,"side":"sell","target_ltc":"1.604981863704940134176483806","vwap":"62.30599999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.5993068668127255,"ltc":"16.02442385386116719546197481","mid_cost_bps":8.217619665230995,"side":"buy","target_ltc":null,"vwap":"62.40473973477959808799781575"},{"budget_eur":1000,"eur":"999.9857298751829505986582353","filled_fraction":1.0,"full":true,"impact_bps":0.142701248170494,"ltc":"16.04981863704940134176483806","mid_cost_bps":7.760448795472761,"side":"sell","target_ltc":"16.04981863704940134176483806","vwap":"62.30511088560314892000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":40.44510362803654,"ltc":"159.6083046437428680106504374","mid_cost_bps":48.09377038166435,"side":"buy","target_ltc":null,"vwap":"62.65338149114931080479459345"},{"budget_eur":10000,"eur":"9995.483557516066407087599912","filled_fraction":1.0,"full":true,"impact_bps":4.516442483933593,"ltc":"160.4981863704940134176483806","mid_cost_bps":12.130858178032772,"side":"sell","target_ltc":"160.4981863704940134176483806","vwap":"62.27785985345960335600000000"}],"spread_bps":15.23571251012373},"raw_file":"1790928001-coinbase.json","request_at":1790928001.337474,"response_at":1790928001.4570546,"sequence":10014122021,"sha256":"a1dbbc190c25c2d2390dd52a560ac96300686c037181babc43224173d43c050b","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790928001.453,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 08:00:01 GMT"},"metrics":{"ask":"62.36","ask_levels":100,"bid":"62.32","bid_levels":100,"depth_1pct_eur":{"buy":"77632.88420213","sell":"73228.48111977"},"mid":"62.34","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.603592046183450930083386786","mid_cost_bps":3.208213025344883,"side":"buy","target_ltc":null,"vwap":"62.36000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604621309370988446726572529","mid_cost_bps":3.208213025344883,"side":"sell","target_ltc":"1.604621309370988446726572529","vwap":"62.32000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.673891111502233,"ltc":"16.03163377752845007212694342","mid_cost_bps":5.882961978076343,"side":"buy","target_ltc":null,"vwap":"62.37667438497132792395517292"},{"budget_eur":1000,"eur":"999.8215648381258023106546856","filled_fraction":1.0,"full":true,"impact_bps":1.7843516187419768,"ltc":"16.04621309370988446726572529","mid_cost_bps":4.991992186076356,"side":"sell","target_ltc":"16.04621309370988446726572529","vwap":"62.30887992071200000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.235480465448985,"ltc":"160.1792355511445493837041780","mid_cost_bps":14.447298072271394,"side":"buy","target_ltc":null,"vwap":"62.43006445618253987354645086"},{"budget_eur":10000,"eur":"9989.793543986290115532734275","filled_fraction":1.0,"full":true,"impact_bps":10.206456013709884,"ltc":"160.4621309370988446726572529","mid_cost_bps":13.411394590542187,"side":"sell","target_ltc":"160.4621309370988446726572529","vwap":"62.25639336612256000000000000"}],"spread_bps":6.416426050689766},"raw_file":"1790928001-okx.json","request_at":1790928001.3378477,"response_at":1790928001.576438,"sequence":null,"sha256":"705780086dd7017d464f9ca117aa3a8d584d357e5784cd2f6d2ee9079f1038ff","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790928901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 08:15:01 GMT"},"metrics":{"ask":"62.20000","ask_levels":100,"bid":"62.19000","bid_levels":100,"depth_1pct_eur":{"buy":"231612.34046000","sell":"688744.16717000"},"mid":"62.19500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607717041800643086816720257","mid_cost_bps":0.8039231449473431,"side":"buy","target_ltc":null,"vwap":"62.20000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.607975558771506673098568902","mid_cost_bps":0.8039231449473431,"side":"sell","target_ltc":"1.607975558771506673098568902","vwap":"62.18999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.07717041800643086816720257","mid_cost_bps":0.8039231449473431,"side":"buy","target_ltc":null,"vwap":"62.20000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.07975558771506673098568902","mid_cost_bps":0.8039231449473431,"side":"sell","target_ltc":"16.07975558771506673098568902","vwap":"62.18999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.782880331154424,"ltc":"160.6948457583547557840616967","mid_cost_bps":5.587187982921541,"side":"buy","target_ltc":null,"vwap":"62.22974951565978052095258867"},{"budget_eur":10000,"eur":"9998.659918882456986653802864","filled_fraction":1.0,"full":true,"impact_bps":1.3400811175430134,"ltc":"160.7975558771506673098568902","mid_cost_bps":2.1438965302677064,"side":"sell","target_ltc":"160.7975558771506673098568902","vwap":"62.18166603553000000000000000"}],"spread_bps":1.6078462898946861},"raw_file":"1790928901-kraken.json","request_at":1790928901.311472,"response_at":1790928901.5107963,"sequence":null,"sha256":"d762cf92298d25f8194e615fa6ca81a40462e3fd596411a58d6c21cba3b74493","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 08:15:01 GMT"},"metrics":{"ask":"62.23","ask_levels":616,"bid":"62.172","bid_levels":230,"depth_1pct_eur":{"buy":"8733.87118120922","sell":"92969.87527011447"},"mid":"62.201","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606941989394182869998393058","mid_cost_bps":4.6623044645584475,"side":"buy","target_ltc":null,"vwap":"62.23000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608441098886958759570224538","mid_cost_bps":4.6623044645584475,"side":"sell","target_ltc":"1.608441098886958759570224538","vwap":"62.17200000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1602545026769935,"ltc":"16.06916237837929039722329348","mid_cost_bps":4.822633682763771,"side":"buy","target_ltc":null,"vwap":"62.23099726377015893069612784"},{"budget_eur":1000,"eur":"999.9437411956056520620214885","filled_fraction":1.0,"full":true,"impact_bps":0.5625880439434794,"ltc":"16.08441098886958759570224538","mid_cost_bps":5.224630212827028,"side":"sell","target_ltc":"16.08441098886958759570224538","vwap":"62.16850227761319460000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":40.68375340656833,"ltc":"160.0430836046384958633064964","mid_cost_bps":45.365025875641024,"side":"buy","target_ltc":null,"vwap":"62.48317499744907471432946424"},{"budget_eur":10000,"eur":"9996.560806497434773209805055","filled_fraction":1.0,"full":true,"impact_bps":3.4391935025652267,"ltc":"160.8441098886958759570224538","mid_cost_bps":8.099894510401525,"side":"sell","target_ltc":"160.8441098886958759570224538","vwap":"62.15061784615585147200000000"}],"spread_bps":9.324608929116895},"raw_file":"1790928901-coinbase.json","request_at":1790928901.3124993,"response_at":1790928901.4479303,"sequence":10014159142,"sha256":"c9c0e47bded67175f3415862680d99c89fed740493efd6013b37a38da87978e9","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790928901.409,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 08:15:01 GMT"},"metrics":{"ask":"62.23","ask_levels":100,"bid":"62.2","bid_levels":100,"depth_1pct_eur":{"buy":"71888.09346305","sell":"76247.40496428"},"mid":"62.215","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606941989394182869998393058","mid_cost_bps":2.410994133247609,"side":"buy","target_ltc":null,"vwap":"62.23000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607717041800643086816720257","mid_cost_bps":2.410994133247609,"side":"sell","target_ltc":"1.607717041800643086816720257","vwap":"62.20000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.572642687626576,"ltc":"16.06368091472619238798779509","mid_cost_bps":5.984498182930191,"side":"buy","target_ltc":null,"vwap":"62.25223255544510018290754024"},{"budget_eur":1000,"eur":"999.7318284574598070739549838","filled_fraction":1.0,"full":true,"impact_bps":2.6817154254019293,"ltc":"16.07717041800643086816720257","mid_cost_bps":5.09206299863377,"side":"sell","target_ltc":"16.07717041800643086816720257","vwap":"62.18331973005400000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.678963363357632,"ltc":"160.5227772536906290115532734","mid_cost_bps":13.092532188407063,"side":"buy","target_ltc":null,"vwap":"62.29645518901017453685072341"},{"budget_eur":10000,"eur":"9988.241292070192926045016076","filled_fraction":1.0,"full":true,"impact_bps":11.758707929807073,"ltc":"160.7717041800643086816720257","mid_cost_bps":14.16686704547135,"side":"sell","target_ltc":"160.7717041800643086816720257","vwap":"62.12686083667660000000000000"}],"spread_bps":4.821988266495218},"raw_file":"1790928901-okx.json","request_at":1790928901.3128254,"response_at":1790928901.535099,"sequence":null,"sha256":"83515c5e0f0fa5f7e15087cd40eb686e22bd23f9a8b5593c36ee62a36f0bdc47","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790929801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 08:30:01 GMT"},"metrics":{"ask":"62.48000","ask_levels":100,"bid":"62.45000","bid_levels":100,"depth_1pct_eur":{"buy":"224348.93739000","sell":"693384.95335000"},"mid":"62.46500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.600512163892445582586427657","mid_cost_bps":2.4013447530617147,"side":"buy","target_ltc":null,"vwap":"62.47999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.601281024819855884707766213","mid_cost_bps":2.4013447530617147,"side":"sell","target_ltc":"1.601281024819855884707766213","vwap":"62.45000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.00512163892445582586427657","mid_cost_bps":2.4013447530617147,"side":"buy","target_ltc":null,"vwap":"62.47999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.01281024819855884707766213","mid_cost_bps":2.4013447530617147,"side":"sell","target_ltc":"16.01281024819855884707766213","vwap":"62.45000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.3610895807689716,"ltc":"160.0294349495919347095535286","mid_cost_bps":3.7627611783630086,"side":"buy","target_ltc":null,"vwap":"62.48850408770064453427049408"},{"budget_eur":10000,"eur":"9998.474357950360288230584468","filled_fraction":1.0,"full":true,"impact_bps":1.5256420496397118,"ltc":"160.1281024819855884707766213","mid_cost_bps":3.926620443448331,"side":"sell","target_ltc":"160.1281024819855884707766213","vwap":"62.44047236540000000000000000"}],"spread_bps":4.802689506123429},"raw_file":"1790929801-kraken.json","request_at":1790929801.4782834,"response_at":1790929801.6641586,"sequence":null,"sha256":"cd23cfaeeec707c53cd63a5fbb1dca0c60ee938174c1a126ed825a6b14498c05","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 08:30:01 GMT"},"metrics":{"ask":"62.502","ask_levels":612,"bid":"62.416","bid_levels":231,"depth_1pct_eur":{"buy":"8108.84597591625","sell":"74036.66431431222"},"mid":"62.459","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.599948801638347572877667915","mid_cost_bps":6.884516242655182,"side":"buy","target_ltc":null,"vwap":"62.50199999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.602153294027172519866700846","mid_cost_bps":6.884516242655182,"side":"sell","target_ltc":"1.602153294027172519866700846","vwap":"62.41600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.16630112336440248,"ltc":"15.99922194752519274448958700","mid_cost_bps":7.050931856298082,"side":"buy","target_ltc":null,"vwap":"62.50303941528125218841603511"},{"budget_eur":1000,"eur":"999.9846579131094565496026660","filled_fraction":1.0,"full":true,"impact_bps":0.1534208689054345,"ltc":"16.02153294027172519866700846","mid_cost_bps":7.037831488714222,"side":"sell","target_ltc":"16.02153294027172519866700846","vwap":"62.41504240830463984000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":49.003731160508295,"ltc":"159.2146688807704949118260540","mid_cost_bps":55.921984101476,"side":"buy","target_ltc":null,"vwap":"62.80828312049940895769506042"},{"budget_eur":10000,"eur":"9993.994808637296964880799795","filled_fraction":1.0,"full":true,"impact_bps":6.0051913627030356,"ltc":"160.2153294027172519866700846","mid_cost_bps":12.885573321610538,"side":"sell","target_ltc":"160.2153294027172519866700846","vwap":"62.37851799759055273600000000"}],"spread_bps":13.769032485310364},"raw_file":"1790929801-coinbase.json","request_at":1790929801.4792292,"response_at":1790929801.5780623,"sequence":10014215700,"sha256":"b83db22776178e7ecbfb6a14a5f24360fdf96be4e91b187eefea29cc8dd8ec45","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790929801.559,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 08:30:01 GMT"},"metrics":{"ask":"62.49","ask_levels":100,"bid":"62.46","bid_levels":100,"depth_1pct_eur":{"buy":"77926.82995649","sell":"74962.94184994"},"mid":"62.475","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.600256040966554648743799008","mid_cost_bps":2.4009603841536613,"side":"buy","target_ltc":null,"vwap":"62.48999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.601024655779699007364713417","mid_cost_bps":2.4009603841536613,"side":"sell","target_ltc":"1.601024655779699007364713417","vwap":"62.45999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.556319255635538,"ltc":"15.99687141148248840556532864","mid_cost_bps":5.958133497953818,"side":"buy","target_ltc":null,"vwap":"62.51222343902846647596644797"},{"budget_eur":1000,"eur":"999.8220366488440601985270576","filled_fraction":1.0,"full":true,"impact_bps":1.779633511559398,"ltc":"16.01024655779699007364713417","mid_cost_bps":4.180166612757103,"side":"sell","target_ltc":"16.01024655779699007364713417","vwap":"62.44888440908680000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.771604019588484,"ltc":"159.8693860631091228630771689","mid_cost_bps":12.17491052715621,"side":"buy","target_ltc":null,"vwap":"62.55106275351840843044306607"},{"budget_eur":10000,"eur":"9988.330939136423310918988155","filled_fraction":1.0,"full":true,"impact_bps":11.66906086357669,"ltc":"160.1024655779699007364713417","mid_cost_bps":14.067219552444978,"side":"sell","target_ltc":"160.1024655779699007364713417","vwap":"62.38711504584610000000000000"}],"spread_bps":4.801920768307323},"raw_file":"1790929801-okx.json","request_at":1790929801.4794552,"response_at":1790929801.680708,"sequence":null,"sha256":"b17b3f154cba81e915b3d6b8fa37d67df67c6ac5f8ff03d33a3c30dd3eeefcfc","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790930701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 08:45:01 GMT"},"metrics":{"ask":"62.68000","ask_levels":100,"bid":"62.66000","bid_levels":100,"depth_1pct_eur":{"buy":"225938.12297000","sell":"654906.13118000"},"mid":"62.67000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595405232929164007657945118","mid_cost_bps":1.5956598053295037,"side":"buy","target_ltc":null,"vwap":"62.68000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595914458984998404085541015","mid_cost_bps":1.5956598053295037,"side":"sell","target_ltc":"1.595914458984998404085541015","vwap":"62.66000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.95405232929164007657945118","mid_cost_bps":1.5956598053295037,"side":"buy","target_ltc":null,"vwap":"62.68000000000000000000000000"},{"budget_eur":1000,"eur":"999.9807985541015001595914459","filled_fraction":1.0,"full":true,"impact_bps":0.19201445898499842,"ltc":"15.95914458984998404085541015","mid_cost_bps":1.7876436253390777,"side":"sell","target_ltc":"15.95914458984998404085541015","vwap":"62.65879683740000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8581347847333305,"ltc":"159.4949374900334874820602775","mid_cost_bps":4.454250651142256,"side":"buy","target_ltc":null,"vwap":"62.69791478883070851444171580"},{"budget_eur":10000,"eur":"9997.478341082030003191828918","filled_fraction":1.0,"full":true,"impact_bps":2.521658917969997,"ltc":"159.5914458984998404085541015","mid_cost_bps":4.116916352321685,"side":"sell","target_ltc":"159.5914458984998404085541015","vwap":"62.64419928522000000000000000"}],"spread_bps":3.1913196106590074},"raw_file":"1790930701-kraken.json","request_at":1790930701.4429286,"response_at":1790930701.6330616,"sequence":null,"sha256":"956df98568965ef6f41017e46b49aa35353f50b38618d90e21db14340ac0f133","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 08:45:01 GMT"},"metrics":{"ask":"62.678","ask_levels":612,"bid":"62.589","bid_levels":227,"depth_1pct_eur":{"buy":"8143.24193051027","sell":"58068.80685583144"},"mid":"62.6335","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595456140910686365231819777","mid_cost_bps":7.104824095731518,"side":"buy","target_ltc":null,"vwap":"62.67800000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.597724839828084807234498075","mid_cost_bps":7.104824095731518,"side":"sell","target_ltc":"1.597724839828084807234498075","vwap":"62.58899999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.12490228829340651,"ltc":"15.95436213547296542701702325","mid_cost_bps":7.229815124903672,"side":"buy","target_ltc":null,"vwap":"62.67878286256256541330543249"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"15.97724839828084807234498075","mid_cost_bps":7.104824095731518,"side":"sell","target_ltc":"15.97724839828084807234498075","vwap":"62.58899999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":30.197932852396537,"ltc":"159.0652698572389129578574242","mid_cost_bps":37.32421204822516,"side":"buy","target_ltc":null,"vwap":"62.86727460353225101731601801"},{"budget_eur":10000,"eur":"9977.836353793170816916710606","filled_fraction":1.0,"full":true,"impact_bps":22.163646206829185,"ltc":"159.7724839828084807234498075","mid_cost_bps":29.252723421798745,"side":"sell","target_ltc":"159.7724839828084807234498075","vwap":"62.45027995475607682600000000"}],"spread_bps":14.209648191463035},"raw_file":"1790930701-coinbase.json","request_at":1790930701.443969,"response_at":1790930701.5610068,"sequence":10014257088,"sha256":"54964902ad6507c995a4ae9756dbafaa2f8a0b5383d826ac63df293c896ef860","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790930701.559,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 08:45:01 GMT"},"metrics":{"ask":"62.68","ask_levels":100,"bid":"62.65","bid_levels":100,"depth_1pct_eur":{"buy":"74275.67800609","sell":"75206.66635062"},"mid":"62.665","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595405232929164007657945118","mid_cost_bps":2.393680682996888,"side":"buy","target_ltc":null,"vwap":"62.68000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596169193934557063048683160","mid_cost_bps":2.393680682996888,"side":"sell","target_ltc":"1.596169193934557063048683160","vwap":"62.65000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5437468172385636,"ltc":"15.94840061989795918367346939","mid_cost_bps":5.938275760065637,"side":"buy","target_ltc":null,"vwap":"62.70221220505045131722322504"},{"budget_eur":1000,"eur":"999.6453373224261771747805265","filled_fraction":1.0,"full":true,"impact_bps":3.546626775738228,"ltc":"15.96169193934557063048683160","mid_cost_bps":5.939458509534828,"side":"sell","target_ltc":"15.96169193934557063048683160","vwap":"62.62778038325000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.872595617123256,"ltc":"159.3513319004460019114367633","mid_cost_bps":14.269118220398719,"side":"buy","target_ltc":null,"vwap":"62.75441742932812857069956577"},{"budget_eur":10000,"eur":"9989.022368726719872306464483","filled_fraction":1.0,"full":true,"impact_bps":10.977631273280128,"ltc":"159.6169193934557063048683160","mid_cost_bps":13.368684261884624,"side":"sell","target_ltc":"159.6169193934557063048683160","vwap":"62.58122514007290000000000000"}],"spread_bps":4.787361365993776},"raw_file":"1790930701-okx.json","request_at":1790930701.4443226,"response_at":1790930701.6859581,"sequence":null,"sha256":"dfc260a4aa5aadf1438d75d83708f77aee22c54f0add04e3e9ae09bc530a1f1a","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790931601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 09:00:01 GMT"},"metrics":{"ask":"62.54000","ask_levels":100,"bid":"62.51000","bid_levels":100,"depth_1pct_eur":{"buy":"227833.83251000","sell":"321763.05215000"},"mid":"62.52500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598976654940837863767188999","mid_cost_bps":2.3990403838464616,"side":"buy","target_ltc":null,"vwap":"62.54000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.599744040953447448408254679","mid_cost_bps":2.3990403838464616,"side":"sell","target_ltc":"1.599744040953447448408254679","vwap":"62.51000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.17765140534659596,"ltc":"15.98948249400479616306954436","mid_cost_bps":2.5767344084826247,"side":"buy","target_ltc":null,"vwap":"62.54111103188903761108433660"},{"budget_eur":1000,"eur":"999.9807855959046552551591744","filled_fraction":1.0,"full":true,"impact_bps":0.19214404095344745,"ltc":"15.99744040953447448408254679","mid_cost_bps":2.5911383286685328,"side":"sell","target_ltc":"15.99744040953447448408254679","vwap":"62.50879890760000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.3248158780150896,"ltc":"159.8445201342281879194630872","mid_cost_bps":5.724653898617572,"side":"buy","target_ltc":null,"vwap":"62.56079339850110637083640865"},{"budget_eur":10000,"eur":"9998.139281918093105103183489","filled_fraction":1.0,"full":true,"impact_bps":1.860718081906895,"ltc":"159.9744040953447448408254679","mid_cost_bps":4.259312071971212,"side":"sell","target_ltc":"159.9744040953447448408254679","vwap":"62.49836865127000000000000000"}],"spread_bps":4.798080767692923},"raw_file":"1790931601-kraken.json","request_at":1790931601.4475305,"response_at":1790931601.6408803,"sequence":null,"sha256":"1fae1f31fbeec9292644cf513ab0768a1714d90a53196f29f9f896ae147fca67","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 09:00:01 GMT"},"metrics":{"ask":"62.568","ask_levels":618,"bid":"62.487","bid_levels":229,"depth_1pct_eur":{"buy":"7551.16909933017","sell":"91575.87483157010"},"mid":"62.5275","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598261091931978007927375016","mid_cost_bps":6.47715005397625,"side":"buy","target_ltc":null,"vwap":"62.56800000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.600332869236801254660969482","mid_cost_bps":6.47715005397625,"side":"sell","target_ltc":"1.600332869236801254660969482","vwap":"62.48699999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.936555838631039,"ltc":"15.98111419873871426516882660","mid_cost_bps":7.414312513877364,"side":"buy","target_ltc":null,"vwap":"62.57385984257114668467610356"},{"budget_eur":1000,"eur":"999.9828478895252639749067808","filled_fraction":1.0,"full":true,"impact_bps":0.17152110474736026,"ltc":"16.00332869236801254660969482","mid_cost_bps":6.648560061930324,"side":"sell","target_ltc":"16.00332869236801254660969482","vwap":"62.48592821607276517000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":36.96844384549423,"ltc":"159.2374331825269122707327083","mid_cost_bps":43.4695389152754,"side":"buy","target_ltc":null,"vwap":"62.79930415945248827908797054"},{"budget_eur":10000,"eur":"9995.395261202960232848432476","filled_fraction":1.0,"full":true,"impact_bps":4.604738797039767,"ltc":"160.0332869236801254660969482","mid_cost_bps":11.07890629260124,"side":"sell","target_ltc":"160.0332869236801254660969482","vwap":"62.45822636867893760700000000"}],"spread_bps":12.9543001079525},"raw_file":"1790931601-coinbase.json","request_at":1790931601.448521,"response_at":1790931601.566319,"sequence":10014319166,"sha256":"35221d79761852b277982a6762cd7e10247fc05e7566e7a3602a5210442d0d56","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790931601.559,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 09:00:01 GMT"},"metrics":{"ask":"62.53","ask_levels":100,"bid":"62.5","bid_levels":100,"depth_1pct_eur":{"buy":"68982.93105946","sell":"77034.87891132"},"mid":"62.515","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.599232368463137693906924676","mid_cost_bps":2.39942413820683,"side":"buy","target_ltc":null,"vwap":"62.53000000000000000000000000"},{"budget_eur":100,"eur":"100.00","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.6","mid_cost_bps":2.39942413820683,"side":"sell","target_ltc":"1.6","vwap":"62.5"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5531393944917635,"ltc":"15.98664340738373022215119067","mid_cost_bps":5.953416081541549,"side":"buy","target_ltc":null,"vwap":"62.55221778063375699682845559"},{"budget_eur":1000,"eur":"999.71552717","filled_fraction":1.0,"full":true,"impact_bps":2.8447283,"ltc":"16.000000","mid_cost_bps":5.243469867231864,"side":"sell","target_ltc":"16","vwap":"62.482220448125"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.40199563433794,"ltc":"159.7411001137016927499201533","mid_cost_bps":13.804155594899646,"side":"buy","target_ltc":null,"vwap":"62.60129667870151513475043908"},{"budget_eur":10000,"eur":"9989.83619212","filled_fraction":1.0,"full":true,"impact_bps":10.16380788,"ltc":"160.000000","mid_cost_bps":12.560793289610494,"side":"sell","target_ltc":"1.6E+2","vwap":"62.43647620075"}],"spread_bps":4.79884827641366},"raw_file":"1790931601-okx.json","request_at":1790931601.4487493,"response_at":1790931601.6838381,"sequence":null,"sha256":"a6ebefb8c27b4e2fe90b987a1121ce513f4616311fa2da8ec71ae1788878df6c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790932502,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 09:15:02 GMT"},"metrics":{"ask":"62.18000","ask_levels":100,"bid":"62.15000","bid_levels":100,"depth_1pct_eur":{"buy":"209144.05640000","sell":"335567.65237000"},"mid":"62.16500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608234158893534898681247990","mid_cost_bps":2.4129333226091854,"side":"buy","target_ltc":null,"vwap":"62.17999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609010458567980691874497184","mid_cost_bps":2.4129333226091854,"side":"sell","target_ltc":"1.609010458567980691874497184","vwap":"62.15000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.08234158893534898681247990","mid_cost_bps":2.4129333226091854,"side":"buy","target_ltc":null,"vwap":"62.17999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.09010458567980691874497184","mid_cost_bps":2.4129333226091854,"side":"sell","target_ltc":"16.09010458567980691874497184","vwap":"62.15000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.3114550888298493,"ltc":"160.7701775670898280572071348","mid_cost_bps":5.725187443472051,"side":"buy","target_ltc":null,"vwap":"62.20059062774234400361992845"},{"budget_eur":10000,"eur":"9998.630379541432019308125501","filled_fraction":1.0,"full":true,"impact_bps":1.3696204585679808,"ltc":"160.9010458567980691874497184","mid_cost_bps":3.7822233008927855,"side":"sell","target_ltc":"160.9010458567980691874497184","vwap":"62.14148780885000000000000000"}],"spread_bps":4.825866645218371},"raw_file":"1790932502-kraken.json","request_at":1790932502.1746445,"response_at":1790932502.3674972,"sequence":null,"sha256":"f1132280da70983f0f9af8173eb4961f8b463bcbe16a4da0f638d29829fc627c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 09:15:02 GMT"},"metrics":{"ask":"62.16","ask_levels":610,"bid":"62.134","bid_levels":223,"depth_1pct_eur":{"buy":"4776.52214968768","sell":"81833.56911891474"},"mid":"62.147","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608751608751608751608751609","mid_cost_bps":2.091814568683927,"side":"buy","target_ltc":null,"vwap":"62.15999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609424791579489490456110986","mid_cost_bps":2.091814568683927,"side":"sell","target_ltc":"1.609424791579489490456110986","vwap":"62.13400000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.57863534587223,"ltc":"16.07854645276092544987146530","mid_cost_bps":7.671616861625144,"side":"buy","target_ltc":null,"vwap":"62.19467679730994178169486610"},{"budget_eur":1000,"eur":"999.9490410309668204203817556","filled_fraction":1.0,"full":true,"impact_bps":0.5095896903317958,"ltc":"16.09424791579489490456110986","mid_cost_bps":2.601297662301894,"side":"sell","target_ltc":"16.09424791579489490456110986","vwap":"62.13083371541809242000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":85.79817722668847,"ltc":"159.5066231232053374748419201","mid_cost_bps":87.90793918308133,"side":"buy","target_ltc":null,"vwap":"62.69332146964109553566384771"},{"budget_eur":10000,"eur":"9996.375112025929480477677279","filled_fraction":1.0,"full":true,"impact_bps":3.6248879740705195,"ltc":"160.9424791579489490456110986","mid_cost_bps":5.715944283407046,"side":"sell","target_ltc":"160.9424791579489490456110986","vwap":"62.11147712106191023400000000"}],"spread_bps":4.183629137367854},"raw_file":"1790932502-coinbase.json","request_at":1790932502.1756992,"response_at":1790932502.29569,"sequence":10014349739,"sha256":"60a051ba11ceb2d2be7d486fe2212c208bcd4a6834f86f1488af2a152fce9529","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790932502.352,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 09:15:02 GMT"},"metrics":{"ask":"62.17","ask_levels":100,"bid":"62.16","bid_levels":100,"depth_1pct_eur":{"buy":"76840.27024188","sell":"78138.55335986"},"mid":"62.165","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608492842206852179507801190","mid_cost_bps":0.8043111075363951,"side":"buy","target_ltc":null,"vwap":"62.17000000000000000000000000"},{"budget_eur":100,"eur":"99.93575201956241956241956243","filled_fraction":1.0,"full":true,"impact_bps":6.424798043758043,"ltc":"1.608751608751608751608751609","mid_cost_bps":7.228592397651411,"side":"sell","target_ltc":"1.608751608751608751608751609","vwap":"62.12006345536000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.573239925975467,"ltc":"16.07918294422118630445266034","mid_cost_bps":4.3778384331680975,"side":"buy","target_ltc":null,"vwap":"62.19221483261978947948755306"},{"budget_eur":1000,"eur":"999.2104464338738738738738740","filled_fraction":1.0,"full":true,"impact_bps":7.8955356612612615,"ltc":"16.08751608751608751608751609","mid_cost_bps":8.699211722094427,"side":"sell","target_ltc":"16.08751608751608751608751609","vwap":"62.11092135032960000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":15.014619774073235,"ltc":"160.6081372094030808729139923","mid_cost_bps":15.820138524155603,"side":"buy","target_ltc":null,"vwap":"62.26334589113541330063715216"},{"budget_eur":10000,"eur":"9986.359231193732303732303734","filled_fraction":1.0,"full":true,"impact_bps":13.640768806267696,"ltc":"160.8751608751608751608751609","mid_cost_bps":14.44398277161747,"side":"sell","target_ltc":"160.8751608751608751608751609","vwap":"62.07520898110024000000000000"}],"spread_bps":1.6086222150727902},"raw_file":"1790932502-okx.json","request_at":1790932502.175923,"response_at":1790932502.4781957,"sequence":null,"sha256":"e06a5a8613dd5e0db942ce50d3fb370ffa0e7f2dd013f0421637fa150b4e525b","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790933402,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 09:30:02 GMT"},"metrics":{"ask":"62.17000","ask_levels":100,"bid":"62.14000","bid_levels":100,"depth_1pct_eur":{"buy":"228799.83588000","sell":"676925.48625000"},"mid":"62.15500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608492842206852179507801190","mid_cost_bps":2.4133215348724963,"side":"buy","target_ltc":null,"vwap":"62.17000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.609269391696169938847763116","mid_cost_bps":2.4133215348724963,"side":"sell","target_ltc":"1.609269391696169938847763116","vwap":"62.13999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1789672588372014,"ltc":"16.08464055966548729495014474","mid_cost_bps":2.5923319842636765,"side":"buy","target_ltc":null,"vwap":"62.17111263944819088111354482"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"16.09269391696169938847763116","mid_cost_bps":2.4133215348724963,"side":"sell","target_ltc":"16.09269391696169938847763116","vwap":"62.13999999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.705457943671051,"ltc":"160.8218567293777134587554269","mid_cost_bps":4.119191060381776,"side":"buy","target_ltc":null,"vwap":"62.18060283203580292521132160"},{"budget_eur":10000,"eur":"9998.362831216607660122304477","filled_fraction":1.0,"full":true,"impact_bps":1.6371687833923398,"ltc":"160.9269391696169938847763116","mid_cost_bps":4.050095216796718,"side":"sell","target_ltc":"160.9269391696169938847763116","vwap":"62.12982663318000000000000000"}],"spread_bps":4.826643069744993},"raw_file":"1790933402-kraken.json","request_at":1790933402.1631544,"response_at":1790933402.3663843,"sequence":null,"sha256":"8f61ed4dbb9a5834f09b95f8580d2464ed583d57ee4a429b0b33a93ce79938f7","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 09:30:02 GMT"},"metrics":{"ask":"62.161","ask_levels":626,"bid":"62.107","bid_levels":229,"depth_1pct_eur":{"buy":"18855.19731745359","sell":"82042.66259403814"},"mid":"62.134","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608725728350573510722156979","mid_cost_bps":4.345446937264621,"side":"buy","target_ltc":null,"vwap":"62.16100000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.610124462620960600254399665","mid_cost_bps":4.345446937264621,"side":"sell","target_ltc":"1.610124462620960600254399665","vwap":"62.10700000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.5102135633234135,"ltc":"16.08322005179414223251028807","mid_cost_bps":6.856751300572097,"side":"buy","target_ltc":null,"vwap":"62.17660373853097467000362988"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.10124462620960600254399665","mid_cost_bps":4.345446937264621,"side":"sell","target_ltc":"16.10124462620960600254399665","vwap":"62.10700000000000000000000000"},{"budget_eur":10000,"eur":"9999.999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":8.3517958606756,"ltc":"160.7383274652597235615557698","mid_cost_bps":12.700872026514563,"side":"buy","target_ltc":null,"vwap":"62.21291559824954559095302404"},{"budget_eur":10000,"eur":"9996.449416216899214259262240","filled_fraction":1.0,"full":true,"impact_bps":3.5505837831007856,"ltc":"161.0124462620960600254399665","mid_cost_bps":7.89448783302283,"side":"sell","target_ltc":"161.0124462620960600254399665","vwap":"62.08494838929829595000000000"}],"spread_bps":8.690893874529243},"raw_file":"1790933402-coinbase.json","request_at":1790933402.1643,"response_at":1790933402.2969775,"sequence":10014378614,"sha256":"56c78356a939276549a79d6945255a96ec38764eacf202b76f424241eb976aac","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790933402.302,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 09:30:02 GMT"},"metrics":{"ask":"62.16","ask_levels":100,"bid":"62.12","bid_levels":100,"depth_1pct_eur":{"buy":"76365.40068307","sell":"76455.34673893"},"mid":"62.14","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608751608751608751608751609","mid_cost_bps":3.21853878339234,"side":"buy","target_ltc":null,"vwap":"62.15999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609787508048937540244687701","mid_cost_bps":3.21853878339234,"side":"sell","target_ltc":"1.609787508048937540244687701","vwap":"62.12000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.574581518166248,"ltc":"16.08176752861736334405144694","mid_cost_bps":6.79427079448365,"side":"buy","target_ltc":null,"vwap":"62.18221959871692139585533116"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.09787508048937540244687701","mid_cost_bps":3.21853878339234,"side":"sell","target_ltc":"16.09787508048937540244687701","vwap":"62.12000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.361547907494394,"ltc":"160.6604935869704749679075738","mid_cost_bps":16.58438715690138,"side":"buy","target_ltc":null,"vwap":"62.24305538179298515594120462"},{"budget_eur":10000,"eur":"9993.305172927559562137797809","filled_fraction":1.0,"full":true,"impact_bps":6.694827072440438,"ltc":"160.9787508048937540244687701","mid_cost_bps":9.911211099774702,"side":"sell","target_ltc":"160.9787508048937540244687701","vwap":"62.07841173422600000000000000"}],"spread_bps":6.43707756678468},"raw_file":"1790933402-okx.json","request_at":1790933402.164635,"response_at":1790933402.4250805,"sequence":null,"sha256":"ce6b74570bad2d730b63ca220afb41a8bac7d26fd4d4a552fc12ffd364761b25","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790934301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 09:45:01 GMT"},"metrics":{"ask":"62.18000","ask_levels":100,"bid":"62.14000","bid_levels":100,"depth_1pct_eur":{"buy":"252677.71504000","sell":"377035.50924000"},"mid":"62.16000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608234158893534898681247990","mid_cost_bps":3.2175032175032174,"side":"buy","target_ltc":null,"vwap":"62.17999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.609269391696169938847763116","mid_cost_bps":3.2175032175032174,"side":"sell","target_ltc":"1.609269391696169938847763116","vwap":"62.13999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.17840865002475437,"ltc":"16.08205467116899823122688535","mid_cost_bps":3.3959692705685205,"side":"buy","target_ltc":null,"vwap":"62.18110934498585392260614578"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"16.09269391696169938847763116","mid_cost_bps":3.2175032175032174,"side":"sell","target_ltc":"16.09269391696169938847763116","vwap":"62.13999999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.935018013622597,"ltc":"160.7762277768847452178106414","mid_cost_bps":6.153465574116041,"side":"buy","target_ltc":null,"vwap":"62.19824994200870530945387513"},{"budget_eur":10000,"eur":"9997.518181216607660122304477","filled_fraction":1.0,"full":true,"impact_bps":2.48181878339234,"ltc":"160.9269391696169938847763116","mid_cost_bps":5.6985234749034746,"side":"sell","target_ltc":"160.9269391696169938847763116","vwap":"62.12457797808000000000000000"}],"spread_bps":6.435006435006435},"raw_file":"1790934301-kraken.json","request_at":1790934301.6891034,"response_at":1790934301.8858192,"sequence":null,"sha256":"2d839400183af002a9807c7d95ccae06b9ca583029123db92e4fc1e6107b0c12","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 09:45:01 GMT"},"metrics":{"ask":"62.211","ask_levels":623,"bid":"62.119","bid_levels":231,"depth_1pct_eur":{"buy":"10830.03418941558","sell":"91623.32679729038"},"mid":"62.165","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607432769124431370657922232","mid_cost_bps":7.399662189334835,"side":"buy","target_ltc":null,"vwap":"62.21100000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609813422624317841562162945","mid_cost_bps":7.399662189334835,"side":"sell","target_ltc":"1.609813422624317841562162945","vwap":"62.11900000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.07432769124431370657922232","mid_cost_bps":7.399662189334835,"side":"buy","target_ltc":null,"vwap":"62.21100000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.09813422624317841562162945","mid_cost_bps":7.399662189334835,"side":"sell","target_ltc":"16.09813422624317841562162945","vwap":"62.11900000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.5535169248266145,"ltc":"160.6540574097564221801738238","mid_cost_bps":12.957288529082096,"side":"buy","target_ltc":null,"vwap":"62.24554898414103885106128756"},{"budget_eur":10000,"eur":"9995.216129903723274360501616","filled_fraction":1.0,"full":true,"impact_bps":4.7838700962767255,"ltc":"160.9813422624317841562162945","mid_cost_bps":12.17999238334455,"side":"sell","target_ltc":"160.9813422624317841562162945","vwap":"62.08928307734893860800000000"}],"spread_bps":14.79932437866967},"raw_file":"1790934301-coinbase.json","request_at":1790934301.690122,"response_at":1790934301.8286474,"sequence":10014417679,"sha256":"03a76cc73be556e544488f5667d533c841d0687a5a809a312fd0bd6758ad19bf","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790934301.852,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 09:45:01 GMT"},"metrics":{"ask":"62.18","ask_levels":100,"bid":"62.15","bid_levels":100,"depth_1pct_eur":{"buy":"76619.37909531","sell":"78169.41687219"},"mid":"62.165","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608234158893534898681247990","mid_cost_bps":2.4129333226091854,"side":"buy","target_ltc":null,"vwap":"62.17999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609010458567980691874497184","mid_cost_bps":2.4129333226091854,"side":"sell","target_ltc":"1.609010458567980691874497184","vwap":"62.15000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.572351098914358,"ltc":"16.07659846351655416264866602","mid_cost_bps":5.986146406024206,"side":"buy","target_ltc":null,"vwap":"62.20221287913304947805023489"},{"budget_eur":1000,"eur":"999.7318500524296057924376507","filled_fraction":1.0,"full":true,"impact_bps":2.681499475703942,"ltc":"16.09010458567980691874497184","mid_cost_bps":5.093785770369179,"side":"sell","target_ltc":"16.09010458567980691874497184","vwap":"62.13333448075850000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.143487465827013,"ltc":"160.6123152940609951845906902","mid_cost_bps":15.559592224324357,"side":"buy","target_ltc":null,"vwap":"62.26172620506251236232295490"},{"budget_eur":10000,"eur":"9989.277658405752212389380530","filled_fraction":1.0,"full":true,"impact_bps":10.722341594247787,"ltc":"160.9010458567980691874497184","mid_cost_bps":13.132687687324056,"side":"sell","target_ltc":"160.9010458567980691874497184","vwap":"62.08336064699175000000000000"}],"spread_bps":4.825866645218371},"raw_file":"1790934301-okx.json","request_at":1790934301.6903596,"response_at":1790934301.980431,"sequence":null,"sha256":"76b6603068c655cd0b977e746b801fdfe7d50145fdc85de0c34915fbfbd09928","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790935201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 10:00:01 GMT"},"metrics":{"ask":"62.31000","ask_levels":100,"bid":"62.28000","bid_levels":100,"depth_1pct_eur":{"buy":"269207.48728000","sell":"646288.09573000"},"mid":"62.29500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604878831648210560102712245","mid_cost_bps":2.4078979051288227,"side":"buy","target_ltc":null,"vwap":"62.31000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.605651894669235709698137444","mid_cost_bps":2.4078979051288227,"side":"sell","target_ltc":"1.605651894669235709698137444","vwap":"62.27999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.04878831648210560102712245","mid_cost_bps":2.4078979051288227,"side":"buy","target_ltc":null,"vwap":"62.31000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.05651894669235709698137444","mid_cost_bps":2.4078979051288227,"side":"sell","target_ltc":"16.05651894669235709698137444","vwap":"62.27999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7868515388269777,"ltc":"160.4431700352903432787937119","mid_cost_bps":5.195420489354025,"side":"buy","target_ltc":null,"vwap":"62.32736487193843089741161492"},{"budget_eur":10000,"eur":"9997.275084315992292870905589","filled_fraction":1.0,"full":true,"impact_bps":2.724915684007707,"ltc":"160.5651894669235709698137444","mid_cost_bps":5.1321574572598125,"side":"sell","target_ltc":"160.5651894669235709698137444","vwap":"62.26302922512000000000000000"}],"spread_bps":4.8157958102576455},"raw_file":"1790935201-kraken.json","request_at":1790935201.3170483,"response_at":1790935201.5247276,"sequence":null,"sha256":"537e753daedd09f892a27cf69b70979eee3e9c5fe5207e30cd56f44a781685ce","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 10:00:01 GMT"},"metrics":{"ask":"62.317","ask_levels":624,"bid":"62.257","bid_levels":233,"depth_1pct_eur":{"buy":"12390.52384957279","sell":"90566.44560084335"},"mid":"62.287","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604698557375996918978769838","mid_cost_bps":4.816414340070962,"side":"buy","target_ltc":null,"vwap":"62.31700000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606245080874439822028045039","mid_cost_bps":4.816414340070962,"side":"sell","target_ltc":"1.606245080874439822028045039","vwap":"62.25700000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.23858208311662396,"ltc":"16.04660273056932877613568896","mid_cost_bps":5.055111334204226,"side":"buy","target_ltc":null,"vwap":"62.31848677196735786550426443"},{"budget_eur":1000,"eur":"999.9733232242875336106783172","filled_fraction":1.0,"full":true,"impact_bps":0.2667677571246639,"ltc":"16.06245080874439822028045039","mid_cost_bps":5.083053610790538,"side":"sell","target_ltc":"16.06245080874439822028045039","vwap":"62.25533918397446898000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.404938702095802,"ltc":"160.3030613848529223890130949","mid_cost_bps":15.226364491763997,"side":"buy","target_ltc":null,"vwap":"62.38184045650985040333707245"},{"budget_eur":10000,"eur":"9996.933080010986456462727082","filled_fraction":1.0,"full":true,"impact_bps":3.0669199890135435,"ltc":"160.6245080874439822028045039","mid_cost_bps":7.881857173343012,"side":"sell","target_ltc":"160.6245080874439822028045039","vwap":"62.23790627622439838200000000"}],"spread_bps":9.632828680141923},"raw_file":"1790935201-coinbase.json","request_at":1790935201.3179936,"response_at":1790935201.4227931,"sequence":10014443606,"sha256":"c504c47d6d4ebc17acaeb92c94f04c63322e7c11981abee2c2ae2c2339f0188d","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790935201.452,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 10:00:01 GMT"},"metrics":{"ask":"62.31","ask_levels":100,"bid":"62.28","bid_levels":100,"depth_1pct_eur":{"buy":"75720.36291126","sell":"68386.55829305"},"mid":"62.295","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604878831648210560102712245","mid_cost_bps":2.4078979051288227,"side":"buy","target_ltc":null,"vwap":"62.31000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.605651894669235709698137444","mid_cost_bps":2.4078979051288227,"side":"sell","target_ltc":"1.605651894669235709698137444","vwap":"62.27999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7829089145091062,"ltc":"16.04592747376865072998556072","mid_cost_bps":4.191236125901957,"side":"buy","target_ltc":null,"vwap":"62.32110930544630624100159023"},{"budget_eur":1000,"eur":"999.7269797221323057161207452","filled_fraction":1.0,"full":true,"impact_bps":2.7302027786769427,"ltc":"16.05651894669235709698137444","mid_cost_bps":5.13744327885063,"side":"sell","target_ltc":"16.05651894669235709698137444","vwap":"62.26299629709440000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.167621186884874,"ltc":"160.3408887119730726077897099","mid_cost_bps":11.577726561598787,"side":"buy","target_ltc":null,"vwap":"62.36712344761547964791039459"},{"budget_eur":10000,"eur":"9988.286074728638407193320489","filled_fraction":1.0,"full":true,"impact_bps":11.713925271361592,"ltc":"160.5651894669235709698137444","mid_cost_bps":14.11900258287824,"side":"sell","target_ltc":"160.5651894669235709698137444","vwap":"62.20704567340996000000000000"}],"spread_bps":4.8157958102576455},"raw_file":"1790935201-okx.json","request_at":1790935201.31823,"response_at":1790935201.57877,"sequence":null,"sha256":"5a7df5167420101742cc9d982c8aa61848ee26cad067a18161aad575b7190916","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790936101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 10:15:01 GMT"},"metrics":{"ask":"62.14000","ask_levels":100,"bid":"62.11000","bid_levels":100,"depth_1pct_eur":{"buy":"237377.93778000","sell":"341050.18388000"},"mid":"62.12500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609269391696169938847763116","mid_cost_bps":2.414486921529175,"side":"buy","target_ltc":null,"vwap":"62.13999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.610046691354049267428755434","mid_cost_bps":2.414486921529175,"side":"sell","target_ltc":"1.610046691354049267428755434","vwap":"62.11000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.09269391696169938847763116","mid_cost_bps":2.414486921529175,"side":"buy","target_ltc":null,"vwap":"62.13999999999999999999999998"},{"budget_eur":1000,"eur":"999.9822153308645950732571245","filled_fraction":1.0,"full":true,"impact_bps":0.17784669135404926,"ltc":"16.10046691354049267428755434","mid_cost_bps":2.592290672032193,"side":"sell","target_ltc":"16.10046691354049267428755434","vwap":"62.10889539420000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.427716396577948,"ltc":"160.8717968800257317465422966","mid_cost_bps":5.843030935748148,"side":"buy","target_ltc":null,"vwap":"62.16129982968833536900593582"},{"budget_eur":10000,"eur":"9997.329856617291901465142490","filled_fraction":1.0,"full":true,"impact_bps":2.6701433827080985,"ltc":"161.0046691354049267428755434","mid_cost_bps":5.083985601609658,"side":"sell","target_ltc":"161.0046691354049267428755434","vwap":"62.09341573945000000000000000"}],"spread_bps":4.82897384305835},"raw_file":"1790936101-kraken.json","request_at":1790936101.6478927,"response_at":1790936101.8476129,"sequence":null,"sha256":"9fb67f55d664cd370cbba8ed4e46fb9bb2f2c56d8bfe8d1e22ce4a4d7a096a2f","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 10:15:01 GMT"},"metrics":{"ask":"62.144","ask_levels":625,"bid":"62.049","bid_levels":233,"depth_1pct_eur":{"buy":"12312.49685650777","sell":"99955.39178311433"},"mid":"62.0965","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609165808444902162718846550","mid_cost_bps":7.649384425853309,"side":"buy","target_ltc":null,"vwap":"62.14400000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.611629518606262792309303937","mid_cost_bps":7.649384425853309,"side":"sell","target_ltc":"1.611629518606262792309303937","vwap":"62.04900000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3001555558320108,"ltc":"16.09117509888844191996395643","mid_cost_bps":7.949769582208731,"side":"buy","target_ltc":null,"vwap":"62.14586528668616244815131489"},{"budget_eur":1000,"eur":"999.9803449512478747441538138","filled_fraction":1.0,"full":true,"impact_bps":0.19655048752125256,"ltc":"16.11629518606262792309303937","mid_cost_bps":7.845784564350748,"side":"sell","target_ltc":"16.11629518606262792309303937","vwap":"62.04778042387997938000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.816360031436071,"ltc":"160.8069690248464820815553916","mid_cost_bps":14.470958553115928,"side":"buy","target_ltc":null,"vwap":"62.18635958777935632121192394"},{"budget_eur":10000,"eur":"9998.781555740484363486921625","filled_fraction":1.0,"full":true,"impact_bps":1.2184442595156366,"ltc":"161.1629518606262792309303937","mid_cost_bps":8.866896650514695,"side":"sell","target_ltc":"161.1629518606262792309303937","vwap":"62.04143967521413142700000000"}],"spread_bps":15.298768851706617},"raw_file":"1790936101-coinbase.json","request_at":1790936101.6489186,"response_at":1790936101.770028,"sequence":10014475351,"sha256":"a21d41c9a953cb7e2278c2c97f55843cd07f46bf2915ae48b5781e9ae6f9dc60","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790936101.808,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 10:15:01 GMT"},"metrics":{"ask":"62.13","ask_levels":100,"bid":"62.11","bid_levels":100,"depth_1pct_eur":{"buy":"77622.23573129","sell":"79603.77316853"},"mid":"62.12","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609528408176404313536133913","mid_cost_bps":1.6097875080489374,"side":"buy","target_ltc":null,"vwap":"62.12999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.610046691354049267428755434","mid_cost_bps":1.6097875080489374,"side":"sell","target_ltc":"1.610046691354049267428755434","vwap":"62.11000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.034839297357996,"ltc":"16.09040090366677388227725957","mid_cost_bps":4.6451153500459155,"side":"buy","target_ltc":null,"vwap":"62.14885545655448522718172068"},{"budget_eur":1000,"eur":"999.7318428425937852197713734","filled_fraction":1.0,"full":true,"impact_bps":2.681571574062148,"ltc":"16.10046691354049267428755434","mid_cost_bps":4.290927406068899,"side":"sell","target_ltc":"16.10046691354049267428755434","vwap":"62.09334475895350000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.409235241942564,"ltc":"160.7533581938644394474783167","mid_cost_bps":14.021020373179194,"side":"buy","target_ltc":null,"vwap":"62.20709857855818915094633029"},{"budget_eur":10000,"eur":"9987.702460126459507325712446","filled_fraction":1.0,"full":true,"impact_bps":12.297539873540492,"ltc":"161.0046691354049267428755434","mid_cost_bps":13.905347738982615,"side":"sell","target_ltc":"161.0046691354049267428755434","vwap":"62.03361997984544000000000000"}],"spread_bps":3.219575016097875},"raw_file":"1790936101-okx.json","request_at":1790936101.6492562,"response_at":1790936101.9428005,"sequence":null,"sha256":"aa932971c52d886ab488b7bf05d5f3b2cdc1376bbaf14752082cb3449a7baf3f","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790937001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 10:30:01 GMT"},"metrics":{"ask":"62.04000","ask_levels":100,"bid":"62.01000","bid_levels":100,"depth_1pct_eur":{"buy":"273322.94317000","sell":"369107.39661000"},"mid":"62.02500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.611863313990973565441650548","mid_cost_bps":2.418379685610641,"side":"buy","target_ltc":null,"vwap":"62.04000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.612643122077084341235284632","mid_cost_bps":2.418379685610641,"side":"sell","target_ltc":"1.612643122077084341235284632","vwap":"62.00999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.19123614698393301,"ltc":"16.11832489927477840451248993","mid_cost_bps":2.609662080755876,"side":"buy","target_ltc":null,"vwap":"62.04118642905588832050518902"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"16.12643122077084341235284632","mid_cost_bps":2.418379685610641,"side":"sell","target_ltc":"16.12643122077084341235284632","vwap":"62.00999999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.868505844561576,"ltc":"161.1401082648622522957950701","mid_cost_bps":5.287579243798471,"side":"buy","target_ltc":null,"vwap":"62.05779621025966001733827039"},{"budget_eur":10000,"eur":"9997.857433755845831317529434","filled_fraction":1.0,"full":true,"impact_bps":2.142566244154169,"ltc":"161.2643122077084341235284632","mid_cost_bps":4.560427775896816,"side":"sell","target_ltc":"161.2643122077084341235284632","vwap":"61.99671394672000000000000000"}],"spread_bps":4.836759371221282},"raw_file":"1790937001-kraken.json","request_at":1790937001.701126,"response_at":1790937001.8864844,"sequence":null,"sha256":"4de948fb66181d59b477c5ed79f5c2640be2a2e1b70255772a0cbb49342b2311","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 10:30:01 GMT"},"metrics":{"ask":"62.112","ask_levels":621,"bid":"62.017","bid_levels":236,"depth_1pct_eur":{"buy":"12203.53196366228","sell":"82359.55159993537"},"mid":"62.0645","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609994848016486347243688820","mid_cost_bps":7.653328392237108,"side":"buy","target_ltc":null,"vwap":"62.11200000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612461099375977554541496686","mid_cost_bps":7.653328392237108,"side":"sell","target_ltc":"1.612461099375977554541496686","vwap":"62.01700000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.09994848016486347243688820","mid_cost_bps":7.653328392237108,"side":"buy","target_ltc":null,"vwap":"62.11200000000000000000000000"},{"budget_eur":1000,"eur":"999.6916245869072067336375508","filled_fraction":1.0,"full":true,"impact_bps":3.083754130927933,"ltc":"16.12461099375977554541496686","mid_cost_bps":10.73472242486055,"side":"sell","target_ltc":"16.12461099375977554541496686","vwap":"61.99787548200622424000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.5626472887625305,"ltc":"160.8938958127352459279724998","mid_cost_bps":14.22099829048197,"side":"buy","target_ltc":null,"vwap":"62.15276191483996182726399063"},{"budget_eur":10000,"eur":"9991.012795241490950384571970","filled_fraction":1.0,"full":true,"impact_bps":8.98720475850905,"ltc":"161.2461099375977554541496686","mid_cost_bps":16.633654947811642,"side":"sell","target_ltc":"161.2461099375977554541496686","vwap":"61.96126405224915442700000000"}],"spread_bps":15.306656784474216},"raw_file":"1790937001-coinbase.json","request_at":1790937001.7021546,"response_at":1790937001.8466213,"sequence":10014531284,"sha256":"24ea51db21ffd2d7ae06a97c7d6cb38a7a2837bc653d62dea573bda6430807f9","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790937001.858,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 10:30:01 GMT"},"metrics":{"ask":"62.03","ask_levels":100,"bid":"62.01","bid_levels":100,"depth_1pct_eur":{"buy":"78410.04087628","sell":"79361.00324363"},"mid":"62.02","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612123166209898436240528776","mid_cost_bps":1.6123831022250887,"side":"buy","target_ltc":null,"vwap":"62.03000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.612643122077084341235284632","mid_cost_bps":1.6123831022250887,"side":"sell","target_ltc":"1.612643122077084341235284632","vwap":"62.00999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.683942354601478,"ltc":"16.11690597744118594908153400","mid_cost_bps":4.296758211156558,"side":"buy","target_ltc":null,"vwap":"62.04664849442559296855408541"},{"budget_eur":1000,"eur":"999.6419247911691662635058865","filled_fraction":1.0,"full":true,"impact_bps":3.5807520883083375,"ltc":"16.12643122077084341235284632","mid_cost_bps":5.192557836117381,"side":"sell","target_ltc":"16.12643122077084341235284632","vwap":"61.98779575630040000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.482801638877298,"ltc":"161.0756793173402028658831106","mid_cost_bps":10.096552493704593,"side":"buy","target_ltc":null,"vwap":"62.08261881856595588009898821"},{"budget_eur":10000,"eur":"9988.102710437152072246411872","filled_fraction":1.0,"full":true,"impact_bps":11.897289562847927,"ltc":"161.2643122077084341235284632","mid_cost_bps":13.507754366207674,"side":"sell","target_ltc":"161.2643122077084341235284632","vwap":"61.93622490742078000000000000"}],"spread_bps":3.2247662044501775},"raw_file":"1790937001-okx.json","request_at":1790937001.7024512,"response_at":1790937001.985418,"sequence":null,"sha256":"8c62c6d585271102ab8796a225f0b37d87cacd672ed174c123bf8869affff4a2","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790937901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 10:45:01 GMT"},"metrics":{"ask":"62.06000","ask_levels":100,"bid":"62.03000","bid_levels":100,"depth_1pct_eur":{"buy":"295256.11424000","sell":"387802.96509000"},"mid":"62.04500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.611343860779890428617466967","mid_cost_bps":2.4176001289386737,"side":"buy","target_ltc":null,"vwap":"62.06000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612123166209898436240528776","mid_cost_bps":2.4176001289386737,"side":"sell","target_ltc":"1.612123166209898436240528776","vwap":"62.03000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.11343860779890428617466967","mid_cost_bps":2.4176001289386737,"side":"buy","target_ltc":null,"vwap":"62.06000000000000000000000000"},{"budget_eur":1000,"eur":"999.9514176833790101563759469","filled_fraction":1.0,"full":true,"impact_bps":0.48582316620989846,"ltc":"16.12123166209898436240528776","mid_cost_bps":2.903305842533645,"side":"sell","target_ltc":"16.12123166209898436240528776","vwap":"62.02698643890000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.2829675755991143,"ltc":"161.0815035426731078904991948","mid_cost_bps":5.701361394821195,"side":"buy","target_ltc":null,"vwap":"62.08037409677416810481784722"},{"budget_eur":10000,"eur":"9997.875243667580203127518940","filled_fraction":1.0,"full":true,"impact_bps":2.1247563324197967,"ltc":"161.2123166209898436240528776","mid_cost_bps":4.541842780240148,"side":"sell","target_ltc":"161.2123166209898436240528776","vwap":"62.01682013647000000000000000"}],"spread_bps":4.835200257877347},"raw_file":"1790937901-kraken.json","request_at":1790937901.3633716,"response_at":1790937901.5504463,"sequence":null,"sha256":"873b9cfb46748f8c63213a3904f7ed2229b0b65791632295213665511a89597a","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 10:45:01 GMT"},"metrics":{"ask":"62.074","ask_levels":626,"bid":"62.008","bid_levels":228,"depth_1pct_eur":{"buy":"21891.39459538534","sell":"86468.38928736702"},"mid":"62.041","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.610980442697425653252569514","mid_cost_bps":5.319063200141842,"side":"buy","target_ltc":null,"vwap":"62.07399999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612695136111469487808024771","mid_cost_bps":5.319063200141842,"side":"sell","target_ltc":"1.612695136111469487808024771","vwap":"62.00800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.14330085103810358,"ltc":"16.10957357541393475634313331","mid_cost_bps":5.462440273808276,"side":"buy","target_ltc":null,"vwap":"62.07488952570273392411327814"},{"budget_eur":1000,"eur":"999.9913779857188853051219198","filled_fraction":1.0,"full":true,"impact_bps":0.08622014281114695,"ltc":"16.12695136111469487808024771","mid_cost_bps":5.4052374819141145,"side":"sell","target_ltc":"16.12695136111469487808024771","vwap":"62.00746536613845664000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.151498802088792,"ltc":"161.0311921895951618869927460","mid_cost_bps":9.472770210680997,"side":"buy","target_ltc":null,"vwap":"62.09977001366408596860128745"},{"budget_eur":10000,"eur":"9995.344040688893799509740679","filled_fraction":1.0,"full":true,"impact_bps":4.6559593111062005,"ltc":"161.2695136111469487808024771","mid_cost_bps":9.972545977064735,"side":"sell","target_ltc":"161.2695136111469487808024771","vwap":"61.97912932750369267200000000"}],"spread_bps":10.638126400283683},"raw_file":"1790937901-coinbase.json","request_at":1790937901.364397,"response_at":1790937901.4790459,"sequence":10014561480,"sha256":"2027250e842fb24a59f1bc68b7038198a8f6842c2bfd3fc85aa81ab7281189f5","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790937901.508,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 10:45:01 GMT"},"metrics":{"ask":"62.06","ask_levels":100,"bid":"62.03","bid_levels":100,"depth_1pct_eur":{"buy":"78061.80402893","sell":"79262.22465897"},"mid":"62.045","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.611343860779890428617466967","mid_cost_bps":2.4176001289386737,"side":"buy","target_ltc":null,"vwap":"62.06000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612123166209898436240528776","mid_cost_bps":2.4176001289386737,"side":"sell","target_ltc":"1.612123166209898436240528776","vwap":"62.03000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.68166674456121,"ltc":"16.10911867901433403124496698","mid_cost_bps":5.099915193286626,"side":"buy","target_ltc":null,"vwap":"62.07664242381674686946505970"},{"budget_eur":1000,"eur":"999.7316227101370304691278411","filled_fraction":1.0,"full":true,"impact_bps":2.6837728986296954,"ltc":"16.12123166209898436240528776","mid_cost_bps":5.100724198597792,"side":"sell","target_ltc":"16.12123166209898436240528776","vwap":"62.01335255670980000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.134969052129106,"ltc":"160.9712422221685971685971686","mid_cost_bps":12.555019411316502,"side":"buy","target_ltc":null,"vwap":"62.12289761793751323714353901"},{"budget_eur":10000,"eur":"9989.052409874110914073835239","filled_fraction":1.0,"full":true,"impact_bps":10.947590125889086,"ltc":"161.2123166209898436240528776","mid_cost_bps":13.362543565297768,"side":"sell","target_ltc":"161.2123166209898436240528776","vwap":"61.96209209844911000000000000"}],"spread_bps":4.835200257877347},"raw_file":"1790937901-okx.json","request_at":1790937901.3646367,"response_at":1790937901.6359563,"sequence":null,"sha256":"bce300a9db4baa87d7b7f43b82b2e1551f6e8014161031357c5f9ba57f39f8ca","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790938801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 11:00:01 GMT"},"metrics":{"ask":"62.12000","ask_levels":100,"bid":"62.11000","bid_levels":100,"depth_1pct_eur":{"buy":"286540.35634000","sell":"766337.57503000"},"mid":"62.11500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7707228444022922,"ltc":"1.609663447609850313858039594","mid_cost_bps":1.5757434290311583,"side":"buy","target_ltc":null,"vwap":"62.12478773030942703907142192"},{"budget_eur":100,"eur":"99.98914953308645950732571245","filled_fraction":1.0,"full":true,"impact_bps":1.0850466913540493,"ltc":"1.610046691354049267428755434","mid_cost_bps":1.8899178942284471,"side":"sell","target_ltc":"1.610046691354049267428755434","vwap":"62.10326077500000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5258747059601545,"ltc":"16.09541912119748913568324481","mid_cost_bps":2.3309560771833664,"side":"buy","target_ltc":null,"vwap":"62.12947873367342447996861306"},{"budget_eur":1000,"eur":"999.8318206617291901465142490","filled_fraction":1.0,"full":true,"impact_bps":1.6817933827080986,"ltc":"16.10046691354049267428755434","mid_cost_bps":2.486616549947678,"side":"sell","target_ltc":"16.10046691354049267428755434","vwap":"62.09955438130000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.242703857866292,"ltc":"160.8783192344805403666773882","mid_cost_bps":7.048164914282445,"side":"buy","target_ltc":null,"vwap":"62.15877967636506540668587693"},{"budget_eur":10000,"eur":"9991.847129851875704395427468","filled_fraction":1.0,"full":true,"impact_bps":8.152870148124295,"ltc":"161.0046691354049267428755434","mid_cost_bps":8.957172420510343,"side":"sell","target_ltc":"161.0046691354049267428755434","vwap":"62.05936252351000000000000000"}],"spread_bps":1.6099170892699026},"raw_file":"1790938801-kraken.json","request_at":1790938801.3967302,"response_at":1790938801.5957146,"sequence":null,"sha256":"a10ef944fb70402ce571d01723bd5f09efa300d8361b618c59a9b12cd226ed1f","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 11:00:01 GMT"},"metrics":{"ask":"62.147","ask_levels":628,"bid":"62.073","bid_levels":226,"depth_1pct_eur":{"buy":"23335.62830751642","sell":"80722.94258251350"},"mid":"62.110","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609088129756866783593737429","mid_cost_bps":5.957172758009983,"side":"buy","target_ltc":null,"vwap":"62.14700000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.611006395695390910701915487","mid_cost_bps":5.957172758009983,"side":"sell","target_ltc":"1.611006395695390910701915487","vwap":"62.07299999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.1148558003361994,"ltc":"16.09069648658637446096415009","mid_cost_bps":6.072096979930668,"side":"buy","target_ltc":null,"vwap":"62.14771379434234937838030324"},{"budget_eur":1000,"eur":"999.8110757485387975448262532","filled_fraction":1.0,"full":true,"impact_bps":1.8892425146120246,"ltc":"16.11006395695390910701915487","mid_cost_bps":7.845289818217875,"side":"sell","target_ltc":"16.11006395695390910701915487","vwap":"62.06127290493904878000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.364538038500495,"ltc":"160.8225391128347747805677909","mid_cost_bps":11.324906544496704,"side":"buy","target_ltc":null,"vwap":"62.18033899454786902581381407"},{"budget_eur":10000,"eur":"9990.481434156803185442946211","filled_fraction":1.0,"full":true,"impact_bps":9.518565843196814,"ltc":"161.1006395695390910701915487","mid_cost_bps":15.470068227093154,"side":"sell","target_ltc":"161.1006395695390910701915487","vwap":"62.01391540624152441300000000"}],"spread_bps":11.914345516019965},"raw_file":"1790938801-coinbase.json","request_at":1790938801.3977563,"response_at":1790938801.5367048,"sequence":10014591286,"sha256":"452d5082cdaf589bdc08bea9566539bddda2de9d88eac0a1a1679009b787ea0a","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790938801.508,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 11:00:01 GMT"},"metrics":{"ask":"62.14","ask_levels":100,"bid":"62.11","bid_levels":100,"depth_1pct_eur":{"buy":"80205.17685852","sell":"73375.37485154"},"mid":"62.125","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609269391696169938847763116","mid_cost_bps":2.414486921529175,"side":"buy","target_ltc":null,"vwap":"62.13999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.610046691354049267428755434","mid_cost_bps":2.414486921529175,"side":"sell","target_ltc":"1.610046691354049267428755434","vwap":"62.11000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.646061124200743,"ltc":"16.08843681824030883062570372","mid_cost_bps":5.061186933727713,"side":"buy","target_ltc":null,"vwap":"62.15644262382578341783650957"},{"budget_eur":1000,"eur":"999.6425897634583802930284979","filled_fraction":1.0,"full":true,"impact_bps":3.574102365416197,"ltc":"16.10046691354049267428755434","mid_cost_bps":5.987726324603622,"side":"sell","target_ltc":"16.10046691354049267428755434","vwap":"62.08780125020840000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.1561050140043,"ltc":"160.7957924327278572576756148","mid_cost_bps":10.572561216422168,"side":"buy","target_ltc":null,"vwap":"62.19068203655702271690829865"},{"budget_eur":10000,"eur":"9987.587574041043310255997424","filled_fraction":1.0,"full":true,"impact_bps":12.412425958956689,"ltc":"161.0046691354049267428755434","mid_cost_bps":14.82391591647163,"side":"sell","target_ltc":"161.0046691354049267428755434","vwap":"62.03290642236892000000000000"}],"spread_bps":4.82897384305835},"raw_file":"1790938801-okx.json","request_at":1790938801.3981025,"response_at":1790938801.6329103,"sequence":null,"sha256":"76d656a7e625af38e16c89b11af253e541ff3a757f04aecd119274139ed6758b","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790939701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 11:15:01 GMT"},"metrics":{"ask":"62.02000","ask_levels":100,"bid":"62.01000","bid_levels":100,"depth_1pct_eur":{"buy":"296318.20549000","sell":"372926.84026000"},"mid":"62.01500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612383102225088681070622380","mid_cost_bps":0.8062565508344756,"side":"buy","target_ltc":null,"vwap":"62.02000000000000000000000000"},{"budget_eur":100,"eur":"99.98828356877922915658764718","filled_fraction":1.0,"full":true,"impact_bps":1.1716431220770844,"ltc":"1.612643122077084341235284632","mid_cost_bps":1.9778052084173183,"side":"sell","target_ltc":"1.612643122077084341235284632","vwap":"62.00273464100000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3536646673241886,"ltc":"16.12326079948420373952288846","mid_cost_bps":1.159949732604147,"side":"buy","target_ltc":null,"vwap":"62.02219342826674461762028121"},{"budget_eur":1000,"eur":"999.8431456877922915658764718","filled_fraction":1.0,"full":true,"impact_bps":1.5685431220770842,"ltc":"16.12643122077084341235284632","mid_cost_bps":2.3746732080948156,"side":"sell","target_ltc":"16.12643122077084341235284632","vwap":"62.00027346410000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.908038335476836,"ltc":"161.1592126631222812953117448","mid_cost_bps":5.714690600117284,"side":"buy","target_ltc":null,"vwap":"62.05043965375662733709464565"},{"budget_eur":10000,"eur":"9996.567920633768746976294149","filled_fraction":1.0,"full":true,"impact_bps":3.432079366231253,"ltc":"161.2643122077084341235284632","mid_cost_bps":4.238059203418528,"side":"sell","target_ltc":"161.2643122077084341235284632","vwap":"61.98871767585000000000000000"}],"spread_bps":1.6125131016689511},"raw_file":"1790939701-kraken.json","request_at":1790939701.3199468,"response_at":1790939701.5140197,"sequence":null,"sha256":"d200ffd069528407bcff13f58f518d1996a8d2e99555f91fd4d223c08269f19e","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 11:15:01 GMT"},"metrics":{"ask":"62.087","ask_levels":623,"bid":"61.985","bid_levels":235,"depth_1pct_eur":{"buy":"23826.34113104233","sell":"82204.17871099464"},"mid":"62.036","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.610643129801729830721407058","mid_cost_bps":8.221032948610484,"side":"buy","target_ltc":null,"vwap":"62.08699999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613293538759377268694038880","mid_cost_bps":8.221032948610484,"side":"sell","target_ltc":"1.613293538759377268694038880","vwap":"61.98500000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.10643129801729830721407058","mid_cost_bps":8.221032948610484,"side":"buy","target_ltc":null,"vwap":"62.08699999999999999999999999"},{"budget_eur":1000,"eur":"999.8705849651757183189481324","filled_fraction":1.0,"full":true,"impact_bps":1.2941503482428167,"ltc":"16.13293538759377268694038880","mid_cost_bps":9.514119371587965,"side":"sell","target_ltc":"16.13293538759377268694038880","vwap":"61.97697820906641690000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.205933321749492,"ltc":"160.9483346833754805913485514","mid_cost_bps":15.432890291886336,"side":"buy","target_ltc":null,"vwap":"62.13173947821474606937238770"},{"budget_eur":10000,"eur":"9995.047729200564366378962650","filled_fraction":1.0,"full":true,"impact_bps":4.952270799435634,"ltc":"161.3293538759377268694038880","mid_cost_bps":13.169232469904857,"side":"sell","target_ltc":"161.3293538759377268694038880","vwap":"61.95430334944969822500000000"}],"spread_bps":16.442065897220967},"raw_file":"1790939701-coinbase.json","request_at":1790939701.3209534,"response_at":1790939701.4257329,"sequence":10014623816,"sha256":"cea5b8fc6b7f5a9da0413d72a3d63b8a718e2ee7cb43d7311c5269db32c606c9","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790939701.45,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 11:15:01 GMT"},"metrics":{"ask":"62.02","ask_levels":100,"bid":"62","bid_levels":100,"depth_1pct_eur":{"buy":"77395.35048608","sell":"78335.67078571"},"mid":"62.01","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612383102225088681070622380","mid_cost_bps":1.6126431220770843,"side":"buy","target_ltc":null,"vwap":"62.02000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612903225806451612903225806","mid_cost_bps":1.6126431220770843,"side":"sell","target_ltc":"1.612903225806451612903225806","vwap":"62.00000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5774509032846886,"ltc":"16.11806486368030937802126974","mid_cost_bps":5.190670940521148,"side":"buy","target_ltc":null,"vwap":"62.04218735050217163979040245"},{"budget_eur":1000,"eur":"999.7315045222580645161290320","filled_fraction":1.0,"full":true,"impact_bps":2.684954777419355,"ltc":"16.12903225806451612903225806","mid_cost_bps":4.29716491211095,"side":"sell","target_ltc":"16.12903225806451612903225806","vwap":"61.98335328038000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.985432370006235,"ltc":"161.0613773356947351473192723","mid_cost_bps":12.599847050278774,"side":"buy","target_ltc":null,"vwap":"62.08813165155877867254348063"},{"budget_eur":10000,"eur":"9985.806814838709677419354836","filled_fraction":1.0,"full":true,"impact_bps":14.193185161290323,"ltc":"161.2903225806451612903225806","mid_cost_bps":15.803539429124335,"side":"sell","target_ltc":"161.2903225806451612903225806","vwap":"61.91200225200000000000000000"}],"spread_bps":3.2252862441541685},"raw_file":"1790939701-okx.json","request_at":1790939701.3212042,"response_at":1790939701.582339,"sequence":null,"sha256":"c1069f24e06678b916052db109e9fbbaaac9913af49da9d11e2876677e27ab8b","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790940601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 11:30:01 GMT"},"metrics":{"ask":"61.97000","ask_levels":100,"bid":"61.95000","bid_levels":100,"depth_1pct_eur":{"buy":"290090.64203000","sell":"412106.94243000"},"mid":"61.96000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613684040664837824753913184","mid_cost_bps":1.6139444803098772,"side":"buy","target_ltc":null,"vwap":"61.96999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614205004035512510088781275","mid_cost_bps":1.6139444803098772,"side":"sell","target_ltc":"1.614205004035512510088781275","vwap":"61.95000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.17755854148269548,"ltc":"16.13655388835108099386899000","mid_cost_bps":1.7915316787553686,"side":"buy","target_ltc":null,"vwap":"61.97110033028156826398160959"},{"budget_eur":1000,"eur":"999.9807594995964487489911217","filled_fraction":1.0,"full":true,"impact_bps":0.1924050040355125,"ltc":"16.14205004035512510088781275","mid_cost_bps":1.806318431245965,"side":"sell","target_ltc":"16.14205004035512510088781275","vwap":"61.94880805100000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.7187249145276278,"ltc":"161.3084179032258064516129032","mid_cost_bps":5.333269576392464,"side":"buy","target_ltc":null,"vwap":"61.99304493829532770888901204"},{"budget_eur":10000,"eur":"9997.350284987893462469733655","filled_fraction":1.0,"full":true,"impact_bps":2.6497150121065376,"ltc":"161.4205004035512510088781275","mid_cost_bps":4.263231843124596,"side":"sell","target_ltc":"161.4205004035512510088781275","vwap":"61.93358501550000000000000000"}],"spread_bps":3.2278889606197545},"raw_file":"1790940601-kraken.json","request_at":1790940601.3271646,"response_at":1790940601.5291047,"sequence":null,"sha256":"ed8ec49472c49b839eafb5db38168595102d9286c39234d96297c2d7600fe52e","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 11:30:01 GMT"},"metrics":{"ask":"61.985","ask_levels":628,"bid":"61.9","bid_levels":230,"depth_1pct_eur":{"buy":"22512.22286287349","sell":"73103.42556690248"},"mid":"61.9425","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613293538759377268694038880","mid_cost_bps":6.861201921136538,"side":"buy","target_ltc":null,"vwap":"61.98500000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.615508885298869143780290792","mid_cost_bps":6.861201921136538,"side":"sell","target_ltc":"1.615508885298869143780290792","vwap":"61.89999999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.2688219967415645,"ltc":"16.13250171046154838917837611","mid_cost_bps":7.130208362078151,"side":"buy","target_ltc":null,"vwap":"61.98666629314680258737505821"},{"budget_eur":1000,"eur":"999.9625455863680452342487886","filled_fraction":1.0,"full":true,"impact_bps":0.37454413631954764,"ltc":"16.15508885298869143780290792","mid_cost_bps":7.235489075161319,"side":"sell","target_ltc":"16.15508885298869143780290792","vwap":"61.89768157179618200000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.240428424420159,"ltc":"161.1643147129988079512870904","mid_cost_bps":17.10865651027459,"side":"buy","target_ltc":null,"vwap":"62.04847529558876836127830549"},{"budget_eur":10000,"eur":"9994.471566331245088852988694","filled_fraction":1.0,"full":true,"impact_bps":5.528433668754911,"ltc":"161.5508885298869143780290792","mid_cost_bps":12.385842419920555,"side":"sell","target_ltc":"161.5508885298869143780290792","vwap":"61.86577899559040710000000000"}],"spread_bps":13.722403842273076},"raw_file":"1790940601-coinbase.json","request_at":1790940601.3288352,"response_at":1790940601.4660625,"sequence":10014653634,"sha256":"efd952509bf90c05f407bada29d04c96a7a3964a411c5bd721bfed9dd0fbd2c0","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790940601.5,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 11:30:01 GMT"},"metrics":{"ask":"61.97","ask_levels":100,"bid":"61.94","bid_levels":100,"depth_1pct_eur":{"buy":"75239.09102279","sell":"79216.43254537"},"mid":"61.955","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613684040664837824753913184","mid_cost_bps":2.4211120974901137,"side":"buy","target_ltc":null,"vwap":"61.96999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614465611882466903454956409","mid_cost_bps":2.4211120974901137,"side":"sell","target_ltc":"1.614465611882466903454956409","vwap":"61.94000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7911000774241694,"ltc":"16.13395065462171317954508792","mid_cost_bps":4.21264582032081,"side":"buy","target_ltc":null,"vwap":"61.98109944717979757811360149"},{"budget_eur":1000,"eur":"999.7311357664352599289635128","filled_fraction":1.0,"full":true,"impact_bps":2.6886423356474007,"ltc":"16.14465611882466903454956409","mid_cost_bps":5.109103482689049,"side":"sell","target_ltc":"16.14465611882466903454956409","vwap":"61.92334654937300000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.83968958714899,"ltc":"161.2258853884590586718246293","mid_cost_bps":11.262941872578855,"side":"buy","target_ltc":null,"vwap":"62.02477955637156229103329457"},{"budget_eur":10000,"eur":"9987.528858737410397158540520","filled_fraction":1.0,"full":true,"impact_bps":12.471141262589603,"ltc":"161.4465611882466903454956409","mid_cost_bps":14.88923395698168,"side":"sell","target_ltc":"161.4465611882466903454956409","vwap":"61.86275375101952000000000000"}],"spread_bps":4.842224194980227},"raw_file":"1790940601-okx.json","request_at":1790940601.3292046,"response_at":1790940601.625582,"sequence":null,"sha256":"39acfe77faa08a7f54b489aeece72a28308d7dcaff345e307fccca9112b15a74","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790941501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 11:45:01 GMT"},"metrics":{"ask":"62.04000","ask_levels":100,"bid":"62.00000","bid_levels":100,"depth_1pct_eur":{"buy":"312104.39704000","sell":"359257.91752000"},"mid":"62.02000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.611863313990973565441650548","mid_cost_bps":3.2247662044501775,"side":"buy","target_ltc":null,"vwap":"62.04000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612903225806451612903225806","mid_cost_bps":3.2247662044501775,"side":"sell","target_ltc":"1.612903225806451612903225806","vwap":"62.00000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.17783781204872579,"ltc":"16.11834649476228847703464948","mid_cost_bps":3.4026613650355197,"side":"buy","target_ltc":null,"vwap":"62.04110330578595029472773603"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.12903225806451612903225806","mid_cost_bps":3.2247662044501775,"side":"sell","target_ltc":"16.12903225806451612903225806","vwap":"62.00000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.693866493354533,"ltc":"161.1268133054123711340206186","mid_cost_bps":6.9198238833878625,"side":"buy","target_ltc":null,"vwap":"62.06291674772477152256501331"},{"budget_eur":10000,"eur":"9999.441786774193548387096771","filled_fraction":1.0,"full":true,"impact_bps":0.5582132258064516,"ltc":"161.2903225806451612903225806","mid_cost_bps":3.782799419542083,"side":"sell","target_ltc":"161.2903225806451612903225806","vwap":"61.99653907800000000000000000"}],"spread_bps":6.449532408900355},"raw_file":"1790941501-kraken.json","request_at":1790941501.4120188,"response_at":1790941501.607019,"sequence":null,"sha256":"9a39f8bc63a64cb660f55f9ebe6fc0398c11b673a34a8c23f4667883599ccea1","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 11:45:01 GMT"},"metrics":{"ask":"62.036","ask_levels":624,"bid":"61.981","bid_levels":233,"depth_1pct_eur":{"buy":"21443.41308565793","sell":"78682.66990829258"},"mid":"62.0085","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9626577840653909,"ltc":"1.611812082480820063180968345","mid_cost_bps":5.397960574635422,"side":"buy","target_ltc":null,"vwap":"62.04197194382922805891720889"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613397654119810909794937158","mid_cost_bps":4.434875863792867,"side":"sell","target_ltc":"1.613397654119810909794937158","vwap":"61.98100000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":4.303316913134309,"ltc":"16.11273862619115135500918377","mid_cost_bps":8.740101244558408,"side":"buy","target_ltc":null,"vwap":"62.06269605680232000265670479"},{"budget_eur":1000,"eur":"999.9915488364288018909020505","filled_fraction":1.0,"full":true,"impact_bps":0.08451163571198109,"ltc":"16.13397654119810909794937158","mid_cost_bps":4.519350019643506,"side":"sell","target_ltc":"16.13397654119810909794937158","vwap":"61.98047618843069357000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.02649796567734,"ltc":"161.0030941441392895621271327","mid_cost_bps":16.4667074320256,"side":"buy","target_ltc":null,"vwap":"62.11060758277987594912953838"},{"budget_eur":10000,"eur":"9989.707815441229626175763539","filled_fraction":1.0,"full":true,"impact_bps":10.292184558770375,"ltc":"161.3397654119810909794937158","mid_cost_bps":14.722495966474701,"side":"sell","target_ltc":"161.3397654119810909794937158","vwap":"61.91720801088628534600000000"}],"spread_bps":8.869751727585735},"raw_file":"1790941501-coinbase.json","request_at":1790941501.413074,"response_at":1790941501.528353,"sequence":10014683042,"sha256":"1a7297900387091d8123d11f4f4588cca6a02056c5208a557e57033ae7c118aa","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790941501.5,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 11:45:01 GMT"},"metrics":{"ask":"62.03","ask_levels":100,"bid":"62.01","bid_levels":100,"depth_1pct_eur":{"buy":"77301.50352082","sell":"79026.08898377"},"mid":"62.02","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612123166209898436240528776","mid_cost_bps":1.6123831022250887,"side":"buy","target_ltc":null,"vwap":"62.03000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.612643122077084341235284632","mid_cost_bps":1.6123831022250887,"side":"sell","target_ltc":"1.612643122077084341235284632","vwap":"62.00999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7898284421691553,"ltc":"16.11834675455278001611603546","mid_cost_bps":3.4025001333078477,"side":"buy","target_ltc":null,"vwap":"62.04110230582677527049859312"},{"budget_eur":1000,"eur":"999.6418385111691662635058865","filled_fraction":1.0,"full":true,"impact_bps":3.581614888308337,"ltc":"16.12643122077084341235284632","mid_cost_bps":5.193420497000967,"side":"sell","target_ltc":"16.12643122077084341235284632","vwap":"61.98779040607760000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.814583541623564,"ltc":"161.0703398243439059732732249","mid_cost_bps":10.42838789240422,"side":"buy","target_ltc":null,"vwap":"62.08467686170869097587581934"},{"budget_eur":10000,"eur":"9988.615869301306240928882441","filled_fraction":1.0,"full":true,"impact_bps":11.38413069869376,"ltc":"161.2643122077084341235284632","mid_cost_bps":12.994678242921639,"side":"sell","target_ltc":"161.2643122077084341235284632","vwap":"61.93940700553740000000000000"}],"spread_bps":3.2247662044501775},"raw_file":"1790941501-okx.json","request_at":1790941501.4133656,"response_at":1790941501.6297417,"sequence":null,"sha256":"3ca321e0a7b13bea35c7c41e901b52b7845cae8614b7e9827095d3021d0b0ad4","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790942401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 12:00:01 GMT"},"metrics":{"ask":"62.16000","ask_levels":100,"bid":"62.12000","bid_levels":100,"depth_1pct_eur":{"buy":"272493.07065000","sell":"249537.17286000"},"mid":"62.14000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608751608751608751608751609","mid_cost_bps":3.21853878339234,"side":"buy","target_ltc":null,"vwap":"62.15999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609787508048937540244687701","mid_cost_bps":3.21853878339234,"side":"sell","target_ltc":"1.609787508048937540244687701","vwap":"62.12000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.08751608751608751608751609","mid_cost_bps":3.21853878339234,"side":"buy","target_ltc":null,"vwap":"62.15999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.09787508048937540244687701","mid_cost_bps":3.21853878339234,"side":"sell","target_ltc":"16.09787508048937540244687701","vwap":"62.12000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.3949426803526848,"ltc":"160.8366414214503939540118990","mid_cost_bps":5.6142522853350965,"side":"buy","target_ltc":null,"vwap":"62.17488696370107228925543382"},{"budget_eur":10000,"eur":"9999.174352491951062459755311","filled_fraction":1.0,"full":true,"impact_bps":0.8256475080489375,"ltc":"160.9787508048937540244687701","mid_cost_bps":4.043920553588671,"side":"sell","target_ltc":"160.9787508048937540244687701","vwap":"62.11487107768000000000000000"}],"spread_bps":6.43707756678468},"raw_file":"1790942401-kraken.json","request_at":1790942401.524607,"response_at":1790942401.7156525,"sequence":null,"sha256":"0e1ce74a9a2b4e8fb334b2f8a1172b761adcf979b43f25483f1016c993659912","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 12:00:01 GMT"},"metrics":{"ask":"62.162","ask_levels":630,"bid":"62.114","bid_levels":234,"depth_1pct_eur":{"buy":"22929.13471105219","sell":"45727.10946633116"},"mid":"62.138","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608699848782214214471863840","mid_cost_bps":3.862370851974637,"side":"buy","target_ltc":null,"vwap":"62.16199999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609943008017516179927230576","mid_cost_bps":3.862370851974637,"side":"sell","target_ltc":"1.609943008017516179927230576","vwap":"62.11400000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.2757588753324374,"ltc":"16.08333830783223980445130580","mid_cost_bps":6.139008709781695,"side":"buy","target_ltc":null,"vwap":"62.17614657232084149649890067"},{"budget_eur":1000,"eur":"999.9499206728842354380654925","filled_fraction":1.0,"full":true,"impact_bps":0.5007932711576456,"ltc":"16.09943008017516179927230576","mid_cost_bps":4.362970698198945,"side":"sell","target_ltc":"16.09943008017516179927230576","vwap":"62.11088937267553140000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.746428917832338,"ltc":"160.7775951759955332754908577","mid_cost_bps":9.611019253762493,"side":"buy","target_ltc":null,"vwap":"62.19772095143902937863523469"},{"budget_eur":10000,"eur":"9976.517549805973624625688250","filled_fraction":1.0,"full":true,"impact_bps":23.482450194026374,"ltc":"160.9943008017516179927230576","mid_cost_bps":27.335751252884776,"side":"sell","target_ltc":"160.9943008017516179927230576","vwap":"61.96814110886482457200000000"}],"spread_bps":7.724741703949274},"raw_file":"1790942401-coinbase.json","request_at":1790942401.5260274,"response_at":1790942401.6547961,"sequence":10014723545,"sha256":"f6dfb80ca314c8ad866ed819a88bf11b0ee0a6ebed2d6949cdbca76589455002","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790942401.65,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 12:00:01 GMT"},"metrics":{"ask":"62.15","ask_levels":100,"bid":"62.13","bid_levels":100,"depth_1pct_eur":{"buy":"81309.89888386","sell":"76426.01101096"},"mid":"62.14","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609010458567980691874497184","mid_cost_bps":1.60926939169617,"side":"buy","target_ltc":null,"vwap":"62.15000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.609528408176404313536133913","mid_cost_bps":1.60926939169617,"side":"sell","target_ltc":"1.609528408176404313536133913","vwap":"62.12999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.785434783884144,"ltc":"16.08723231526459707254302718","mid_cost_bps":3.394991500135171,"side":"buy","target_ltc":null,"vwap":"62.16109647718183995443053347"},{"budget_eur":1000,"eur":"999.7144086167294382745855466","filled_fraction":1.0,"full":true,"impact_bps":2.855913832705617,"ltc":"16.09528408176404313536133913","mid_cost_bps":4.464723630930158,"side":"sell","target_ltc":"16.09528408176404313536133913","vwap":"62.11225620735740000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.882674999893784,"ltc":"160.7261328300401606425702811","mid_cost_bps":12.493695707167664,"side":"buy","target_ltc":null,"vwap":"62.21763582512433986100565887"},{"budget_eur":10000,"eur":"9988.149584810059552551102528","filled_fraction":1.0,"full":true,"impact_bps":11.850415189940447,"ltc":"160.9528408176404313536133913","mid_cost_bps":13.45777753059221,"side":"sell","target_ltc":"160.9528408176404313536133913","vwap":"62.05637337042490000000000000"}],"spread_bps":3.21853878339234},"raw_file":"1790942401-okx.json","request_at":1790942401.526296,"response_at":1790942401.773393,"sequence":null,"sha256":"170a4ae786927d73b5fde0007113e1f42a6e26f54c5a5f93143ec3af88ae0865","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790943301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 12:15:01 GMT"},"metrics":{"ask":"62.36000","ask_levels":100,"bid":"62.34000","bid_levels":100,"depth_1pct_eur":{"buy":"316959.53936000","sell":"304479.63767000"},"mid":"62.35000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.603592046183450930083386786","mid_cost_bps":1.6038492381716118,"side":"buy","target_ltc":null,"vwap":"62.36000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604106512672441450112287456","mid_cost_bps":1.6038492381716118,"side":"sell","target_ltc":"1.604106512672441450112287456","vwap":"62.34000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.17496705039063212,"ltc":"16.03563989097322430655763989","mid_cost_bps":1.7788443506392915,"side":"buy","target_ltc":null,"vwap":"62.36109109452623598192762182"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.04106512672441450112287456","mid_cost_bps":1.6038492381716118,"side":"sell","target_ltc":"16.04106512672441450112287456","vwap":"62.34000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.568065166579572,"ltc":"160.2859849358974358974358974","mid_cost_bps":6.172647053534917,"side":"buy","target_ltc":null,"vwap":"62.38848645437879021178157657"},{"budget_eur":10000,"eur":"9997.764076974655117099775426","filled_fraction":1.0,"full":true,"impact_bps":2.2359230253448827,"ltc":"160.4106512672441450112287456","mid_cost_bps":3.8394136551724136,"side":"sell","target_ltc":"160.4106512672441450112287456","vwap":"62.32606125586000000000000000"}],"spread_bps":3.2076984763432237},"raw_file":"1790943301-kraken.json","request_at":1790943301.4443855,"response_at":1790943301.6515105,"sequence":null,"sha256":"6c8c62bc9540c9ece6324d08f0ade1bc8d17ce5cdef3d0c5dff931755c9e095d","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 12:15:01 GMT"},"metrics":{"ask":"62.373","ask_levels":626,"bid":"62.316","bid_levels":233,"depth_1pct_eur":{"buy":"21836.16695212446","sell":"84727.15055521659"},"mid":"62.3445","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.603257819890016513555544867","mid_cost_bps":4.571373577460722,"side":"buy","target_ltc":null,"vwap":"62.37300000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604724308363823095192245972","mid_cost_bps":4.571373577460722,"side":"sell","target_ltc":"1.604724308363823095192245972","vwap":"62.31600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.748440496470291,"ltc":"16.02496883780175590374571438","mid_cost_bps":9.321984763472985,"side":"buy","target_ltc":null,"vwap":"62.40261744790863414843805904"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.04724308363823095192245972","mid_cost_bps":4.571373577460722,"side":"sell","target_ltc":"16.04724308363823095192245972","vwap":"62.31600000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.744432873310737,"ltc":"160.1537059147403636829299526","mid_cost_bps":15.320718132425645,"side":"buy","target_ltc":null,"vwap":"62.44001625116070106554952192"},{"budget_eur":10000,"eur":"9996.962802583391295333461710","filled_fraction":1.0,"full":true,"impact_bps":3.037197416608705,"ltc":"160.4724308363823095192245972","mid_cost_bps":7.607182577667445,"side":"sell","target_ltc":"160.4724308363823095192245972","vwap":"62.29707340057866119600000000"}],"spread_bps":9.142747154921445},"raw_file":"1790943301-coinbase.json","request_at":1790943301.4460697,"response_at":1790943301.607168,"sequence":10014792504,"sha256":"80c865db7d53b95c52c8b6e4be15a439bb2e5dda9f2cd2587e68cc9863119882","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790943301.557,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 12:15:01 GMT"},"metrics":{"ask":"62.4","ask_levels":100,"bid":"62.37","bid_levels":100,"depth_1pct_eur":{"buy":"76904.12978853","sell":"75074.04836527"},"mid":"62.385","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.313169219907672,"ltc":"1.601392976781425140112089672","mid_cost_bps":9.719351756387573,"side":"buy","target_ltc":null,"vwap":"62.44563417593222387450003819"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.603334936668270001603334937","mid_cost_bps":2.40442414041837,"side":"sell","target_ltc":"1.603334936668270001603334937","vwap":"62.36999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.942850981172163,"ltc":"16.01292220016012810248198559","mid_cost_bps":10.349184919854821,"side":"buy","target_ltc":null,"vwap":"62.44956339012251429745354078"},{"budget_eur":1000,"eur":"999.8221444926663459996793332","filled_fraction":1.0,"full":true,"impact_bps":1.77855507333654,"ltc":"16.03334936668270001603334937","mid_cost_bps":4.182551573679571,"side":"sell","target_ltc":"16.03334936668270001603334937","vwap":"62.35890715200760000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.080581707114646,"ltc":"160.0630447873259721555448872","mid_cost_bps":14.487910531761704,"side":"buy","target_ltc":null,"vwap":"62.47538282985239539550819616"},{"budget_eur":10000,"eur":"9988.383847309980759980759983","filled_fraction":1.0,"full":true,"impact_bps":11.61615269001924,"ltc":"160.3334936668270001603334937","mid_cost_bps":14.017783814642943,"side":"sell","target_ltc":"160.3334936668270001603334937","vwap":"62.29755005567235000000000000"}],"spread_bps":4.80884828083674},"raw_file":"1790943301-okx.json","request_at":1790943301.4463077,"response_at":1790943301.6847646,"sequence":null,"sha256":"2cea6fb13ea3a36cd8c28b0d0187b9d18f2e0c610336333d0787377e7be419b4","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790944201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 12:30:02 GMT"},"metrics":{"ask":"62.45000","ask_levels":100,"bid":"62.17000","bid_levels":100,"depth_1pct_eur":{"buy":"192251.29545000","sell":"546962.80405000"},"mid":"62.31000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.601281024819855884707766213","mid_cost_bps":22.468303643074947,"side":"buy","target_ltc":null,"vwap":"62.45000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608492842206852179507801190","mid_cost_bps":22.468303643074947,"side":"sell","target_ltc":"1.608492842206852179507801190","vwap":"62.17000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.01281024819855884707766213","mid_cost_bps":22.468303643074947,"side":"buy","target_ltc":null,"vwap":"62.45000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.08492842206852179507801190","mid_cost_bps":22.468303643074947,"side":"sell","target_ltc":"16.08492842206852179507801190","vwap":"62.17000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9147273589431313,"ltc":"160.1134564660691421254801536","mid_cost_bps":23.385086239223217,"side":"buy","target_ltc":null,"vwap":"62.45571247235659985487483571"},{"budget_eur":10000,"eur":"9992.842400209104069486890782","filled_fraction":1.0,"full":true,"impact_bps":7.15759979089593,"ltc":"160.8492842206852179507801190","mid_cost_bps":29.609821521425133,"side":"sell","target_ltc":"160.8492842206852179507801190","vwap":"62.12550120210000000000000000"}],"spread_bps":44.93660728614989},"raw_file":"1790944201-kraken.json","request_at":1790944201.9583485,"response_at":1790944202.1536005,"sequence":null,"sha256":"af675da92379776b8cd694a309153bb5f56da162ef29b7b6f589c1fa31d04b36","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 12:30:02 GMT"},"metrics":{"ask":"62.462","ask_levels":614,"bid":"62.298","bid_levels":221,"depth_1pct_eur":{"buy":"10607.06977159085","sell":"42268.97013499849"},"mid":"62.380","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.600973391822227914572059812","mid_cost_bps":13.14523885860853,"side":"buy","target_ltc":null,"vwap":"62.46200000000000000000000000"},{"budget_eur":100,"eur":"99.89969732266392243731740984","filled_fraction":1.0,"full":true,"impact_bps":10.030267733607756,"ltc":"1.605187967510995537577450319","mid_cost_bps":23.16232156569888,"side":"sell","target_ltc":"1.605187967510995537577450319","vwap":"62.23551343807317040000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.00973391822227914572059812","mid_cost_bps":13.14523885860853,"side":"buy","target_ltc":null,"vwap":"62.46200000000000000000000000"},{"budget_eur":1000,"eur":"998.4839215353192243731740984","filled_fraction":1.0,"full":true,"impact_bps":15.160784646807755,"ltc":"16.05187967510995537577450319","mid_cost_bps":28.286094291869663,"side":"sell","target_ltc":"16.05187967510995537577450319","vwap":"62.20355134380731704000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":43.96733753547373,"ltc":"159.3965151438918172292255422","mid_cost_bps":57.17037250947035,"side":"buy","target_ltc":null,"vwap":"62.73662878371407604160005532"},{"budget_eur":10000,"eur":"9972.827185457721812899290504","filled_fraction":1.0,"full":true,"impact_bps":27.172814542278186,"ltc":"160.5187967510995537577450319","mid_cost_bps":40.28233408712482,"side":"sell","target_ltc":"160.5187967510995537577450319","vwap":"62.12871879996451535000000000"}],"spread_bps":26.29047771721706},"raw_file":"1790944201-coinbase.json","request_at":1790944201.9593897,"response_at":1790944202.0849826,"sequence":10014840214,"sha256":"16c42272bae396f105ff59665267d78d3d31cce84136bdecf6401e30527f2f3c","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790944202.157,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 12:30:02 GMT"},"metrics":{"ask":"62.49","ask_levels":100,"bid":"62.22","bid_levels":100,"depth_1pct_eur":{"buy":"72697.90656135","sell":"61859.68485652"},"mid":"62.355","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.143719134924194,"ltc":"1.598474745605624800255672739","mid_cost_bps":32.81807407170897,"side":"buy","target_ltc":null,"vwap":"62.55963710087414129068127666"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607200257152041144326583092","mid_cost_bps":21.65022853019004,"side":"sell","target_ltc":"1.607200257152041144326583092","vwap":"62.22000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":19.14606959999584,"ltc":"15.97198034493216280925778132","mid_cost_bps":40.83774980841537,"side":"buy","target_ltc":null,"vwap":"62.60964378893037401543409155"},{"budget_eur":1000,"eur":"999.9961813042847958855673415","filled_fraction":1.0,"full":true,"impact_bps":0.038186957152041144,"ltc":"16.07200257152041144326583092","mid_cost_bps":21.68833281170716,"side":"sell","target_ltc":"16.07200257152041144326583092","vwap":"62.21976240075260000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":27.01052440434057,"ltc":"159.5945308994894703254626675","mid_cost_bps":48.719231337138034,"side":"buy","target_ltc":null,"vwap":"62.65878876700272422077166158"},{"budget_eur":10000,"eur":"9996.767917421391835422693666","filled_fraction":1.0,"full":true,"impact_bps":3.2320825786081646,"ltc":"160.7200257152041144326583092","mid_cost_bps":24.875313576152674,"side":"sell","target_ltc":"160.7200257152041144326583092","vwap":"62.19988998219590000000000000"}],"spread_bps":43.30045706038008},"raw_file":"1790944201-okx.json","request_at":1790944201.9596646,"response_at":1790944202.2839925,"sequence":null,"sha256":"8ab4dd8ac620f8b279920c0ad15ec96622f923178cd7ed0468d84224c88aa49b","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790945102,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 12:45:02 GMT"},"metrics":{"ask":"61.96000","ask_levels":100,"bid":"61.93000","bid_levels":100,"depth_1pct_eur":{"buy":"300024.07226000","sell":"736357.35905000"},"mid":"61.94500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613944480309877340219496449","mid_cost_bps":2.421502946161918,"side":"buy","target_ltc":null,"vwap":"61.96000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.614726303891490392378491846","mid_cost_bps":2.421502946161918,"side":"sell","target_ltc":"1.614726303891490392378491846","vwap":"61.92999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.177918931151364,"ltc":"16.13915765693077295465547846","mid_cost_bps":2.599464960434878,"side":"buy","target_ltc":null,"vwap":"61.96110238569741385137094312"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.14726303891490392378491846","mid_cost_bps":2.421502946161918,"side":"sell","target_ltc":"16.14726303891490392378491846","vwap":"61.92999999999999999999999999"},{"budget_eur":10000,"eur":"9999.999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":4.725770745687936,"ltc":"161.3182127419354838709677419","mid_cost_bps":7.14841803862821,"side":"buy","target_ltc":null,"vwap":"61.98928087554028244989904591"},{"budget_eur":10000,"eur":"9998.613787392217019215243019","filled_fraction":1.0,"full":true,"impact_bps":1.3862126077829808,"ltc":"161.4726303891490392378491846","mid_cost_bps":3.807379882153523,"side":"sell","target_ltc":"161.4726303891490392378491846","vwap":"61.92141518532000000000000000"}],"spread_bps":4.843005892323836},"raw_file":"1790945102-kraken.json","request_at":1790945102.0197568,"response_at":1790945102.2118387,"sequence":null,"sha256":"b51263f754af857e84ee9f9c2f3380618b5ab5ee9a1340d22eaadb7b28241a40","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 12:45:02 GMT"},"metrics":{"ask":"61.986","ask_levels":626,"bid":"61.909","bid_levels":226,"depth_1pct_eur":{"buy":"31100.77058672497","sell":"94637.21221294997"},"mid":"61.9475","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613267512018842964540380086","mid_cost_bps":6.214940070220751,"side":"buy","target_ltc":null,"vwap":"61.98599999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.615274031239399764169991439","mid_cost_bps":6.214940070220751,"side":"sell","target_ltc":"1.615274031239399764169991439","vwap":"61.90900000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.15730533062980032,"ltc":"16.13242134860101955217138801","mid_cost_bps":6.372343165170811,"side":"buy","target_ltc":null,"vwap":"61.98697507282244188017802722"},{"budget_eur":1000,"eur":"999.9874510922476060023583001","filled_fraction":1.0,"full":true,"impact_bps":0.12548907752393998,"ltc":"16.15274031239399764169991439","mid_cost_bps":6.340351157035063,"side":"sell","target_ltc":"16.15274031239399764169991439","vwap":"61.90822310966995704000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.898274812306966,"ltc":"161.2800078234439606515078213","mid_cost_bps":9.11501614295427,"side":"buy","target_ltc":null,"vwap":"62.00396524625156595837800938"},{"budget_eur":10000,"eur":"9993.990013773346941155567042","filled_fraction":1.0,"full":true,"impact_bps":6.009986226653059,"ltc":"161.5274031239399764169991439","mid_cost_bps":12.22119112645166,"side":"sell","target_ltc":"161.5274031239399764169991439","vwap":"61.87179277626941357800000000"}],"spread_bps":12.429880140441503},"raw_file":"1790945102-coinbase.json","request_at":1790945102.020814,"response_at":1790945102.2011912,"sequence":10014926847,"sha256":"ff618d4fd9284b44e4ee3320a75d1f673245567a25d5aabc53ff58b2e6ddfa2f","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790945102.157,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 12:45:02 GMT"},"metrics":{"ask":"61.97","ask_levels":100,"bid":"61.94","bid_levels":100,"depth_1pct_eur":{"buy":"78315.23587615","sell":"80515.96710803"},"mid":"61.955","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613684040664837824753913184","mid_cost_bps":2.4211120974901137,"side":"buy","target_ltc":null,"vwap":"61.96999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614465611882466903454956409","mid_cost_bps":2.4211120974901137,"side":"sell","target_ltc":"1.614465611882466903454956409","vwap":"61.94000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.8663362415663296,"ltc":"16.13060377285184588102531033","mid_cost_bps":6.288384422401186,"side":"buy","target_ltc":null,"vwap":"61.99395968568898654572300126"},{"budget_eur":1000,"eur":"999.6414355152470132386180172","filled_fraction":1.0,"full":true,"impact_bps":3.5856448475298675,"ltc":"16.14465611882466903454956409","mid_cost_bps":6.005888820208216,"side":"sell","target_ltc":"16.14465611882466903454956409","vwap":"61.91779051581440000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.716425718253692,"ltc":"161.1312764204508856682769726","mid_cost_bps":17.141100827377635,"side":"buy","target_ltc":null,"vwap":"62.06119769017601812779952207"},{"budget_eur":10000,"eur":"9989.401395273057797868905390","filled_fraction":1.0,"full":true,"impact_bps":10.598604726942202,"ltc":"161.4465611882466903454956409","mid_cost_bps":13.017150783420224,"side":"sell","target_ltc":"161.4465611882466903454956409","vwap":"61.87435224232132000000000000"}],"spread_bps":4.842224194980227},"raw_file":"1790945102-okx.json","request_at":1790945102.021078,"response_at":1790945102.2854671,"sequence":null,"sha256":"f665543d4747253c5884bbe94b6363706da72a46b766ead7638b669b679d09b0","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790946001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 13:00:02 GMT"},"metrics":{"ask":"62.06000","ask_levels":100,"bid":"62.04000","bid_levels":100,"depth_1pct_eur":{"buy":"283033.79598000","sell":"744994.01866000"},"mid":"62.05000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.611343860779890428617466967","mid_cost_bps":1.6116035455278002,"side":"buy","target_ltc":null,"vwap":"62.06000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.611863313990973565441650548","mid_cost_bps":1.6116035455278002,"side":"sell","target_ltc":"1.611863313990973565441650548","vwap":"62.04000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.18031805726589567,"ltc":"16.11314805864346705332688900","mid_cost_bps":1.7919506629157371,"side":"buy","target_ltc":null,"vwap":"62.06111905386339214858353768"},{"budget_eur":1000,"eur":"999.9804836686009026434558349","filled_fraction":1.0,"full":true,"impact_bps":0.19516331399097356,"ltc":"16.11863313990973565441650548","mid_cost_bps":1.8067354069298953,"side":"sell","target_ltc":"16.11863313990973565441650548","vwap":"62.03878920680000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7534591688749215,"ltc":"161.0900305958132045088566828","mid_cost_bps":4.365506462858624,"side":"buy","target_ltc":null,"vwap":"62.07708796760203776388172888"},{"budget_eur":10000,"eur":"9997.276530058027079303675048","filled_fraction":1.0,"full":true,"impact_bps":2.7234699419729207,"ltc":"161.1863313990973565441650548","mid_cost_bps":4.334634572119259,"side":"sell","target_ltc":"161.1863313990973565441650548","vwap":"62.02310359248000000000000000"}],"spread_bps":3.2232070910556003},"raw_file":"1790946001-kraken.json","request_at":1790946001.8189075,"response_at":1790946002.0354633,"sequence":null,"sha256":"5fca7b6592baea1302649f4f07865d71ef9aabe311a090c2fcdfa147383d916c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 13:00:02 GMT"},"metrics":{"ask":"62.073","ask_levels":633,"bid":"62.015","bid_levels":228,"depth_1pct_eur":{"buy":"23282.82582134410","sell":"102651.66553073105"},"mid":"62.044","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.611006395695390910701915487","mid_cost_bps":4.674102250016118,"side":"buy","target_ltc":null,"vwap":"62.07299999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612513101668951060227364347","mid_cost_bps":4.674102250016118,"side":"sell","target_ltc":"1.612513101668951060227364347","vwap":"62.01500000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.038774155260768675,"ltc":"16.11000149178399974224312917","mid_cost_bps":4.712894528713521,"side":"buy","target_ltc":null,"vwap":"62.07324068281395016939034396"},{"budget_eur":1000,"eur":"999.9697954897895888091590742","filled_fraction":1.0,"full":true,"impact_bps":0.3020451021041119,"ltc":"16.12513101668951060227364347","mid_cost_bps":4.976006173151094,"side":"sell","target_ltc":"16.12513101668951060227364347","vwap":"62.01312686729930135000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.515292826762101,"ltc":"160.9796586421542916901295149","mid_cost_bps":12.192907801489328,"side":"buy","target_ltc":null,"vwap":"62.11964967716356038923906330"},{"budget_eur":10000,"eur":"9995.892443274902461501249696","filled_fraction":1.0,"full":true,"impact_bps":4.107556725097538,"ltc":"161.2513101668951060227364347","mid_cost_bps":8.779739061100571,"side":"sell","target_ltc":"161.2513101668951060227364347","vwap":"61.98952698696930761500000000"}],"spread_bps":9.348204500032235},"raw_file":"1790946001-coinbase.json","request_at":1790946001.8206136,"response_at":1790946002.0241687,"sequence":10014978566,"sha256":"50be8aa75653c979633c903bf78b2501b49c6ee63f4aef219676694dc83a9695","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790946001.957,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 13:00:02 GMT"},"metrics":{"ask":"62.06","ask_levels":100,"bid":"62.03","bid_levels":100,"depth_1pct_eur":{"buy":"79448.77989206","sell":"78122.41291042"},"mid":"62.045","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.611343860779890428617466967","mid_cost_bps":2.4176001289386737,"side":"buy","target_ltc":null,"vwap":"62.06000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612123166209898436240528776","mid_cost_bps":2.4176001289386737,"side":"sell","target_ltc":"1.612123166209898436240528776","vwap":"62.03000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.660733395821842,"ltc":"16.10271301996136509980682550","mid_cost_bps":9.079943823752172,"side":"buy","target_ltc":null,"vwap":"62.10133651145447035595140892"},{"budget_eur":1000,"eur":"999.6234118968950507818797354","filled_fraction":1.0,"full":true,"impact_bps":3.765881031049492,"ltc":"16.12123166209898436240528776","mid_cost_bps":6.182570720541542,"side":"sell","target_ltc":"16.12123166209898436240528776","vwap":"62.00664023996440000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.323616160126177,"ltc":"160.9199824700964630225080386","mid_cost_bps":15.744437406679516,"side":"buy","target_ltc":null,"vwap":"62.14268636188974305601515547"},{"budget_eur":10000,"eur":"9988.573350197901015637594710","filled_fraction":1.0,"full":true,"impact_bps":11.426649802098984,"ltc":"161.2123166209898436240528776","mid_cost_bps":13.841487424034169,"side":"sell","target_ltc":"161.2123166209898436240528776","vwap":"61.95912049127758000000000000"}],"spread_bps":4.835200257877347},"raw_file":"1790946001-okx.json","request_at":1790946001.8208544,"response_at":1790946002.0882468,"sequence":null,"sha256":"34bcc67a3329910fa6f048708d74d097b155f02a321993acdccf726cf78a04b4","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790946901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 13:15:01 GMT"},"metrics":{"ask":"62.12000","ask_levels":100,"bid":"62.10000","bid_levels":100,"depth_1pct_eur":{"buy":"275753.42074000","sell":"389799.41096000"},"mid":"62.11000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609787508048937540244687701","mid_cost_bps":1.6100466913540492,"side":"buy","target_ltc":null,"vwap":"62.12000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.610305958132045088566827697","mid_cost_bps":1.6100466913540492,"side":"sell","target_ltc":"1.610305958132045088566827697","vwap":"62.10000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.35647295789003114,"ltc":"16.09730125523012552301255230","mid_cost_bps":1.9665770430547211,"side":"buy","target_ltc":null,"vwap":"62.12221441001441287359428996"},{"budget_eur":1000,"eur":"999.9806594041867954911433171","filled_fraction":1.0,"full":true,"impact_bps":0.19340595813204509,"ltc":"16.10305958132045088566827697","mid_cost_bps":1.8034215102237965,"side":"sell","target_ltc":"16.10305958132045088566827697","vwap":"62.09879894900000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.296492703894378,"ltc":"160.8613784174975876487616597","mid_cost_bps":8.907714164642067,"side":"buy","target_ltc":null,"vwap":"62.16532581267659187781065092"},{"budget_eur":10000,"eur":"9997.608958083735909822866343","filled_fraction":1.0,"full":true,"impact_bps":2.3910419162640904,"ltc":"161.0305958132045088566827697","mid_cost_bps":4.000703638705523,"side":"sell","target_ltc":"161.0305958132045088566827697","vwap":"62.08515162970000000000000000"}],"spread_bps":3.2200933827080984},"raw_file":"1790946901-kraken.json","request_at":1790946901.7719915,"response_at":1790946901.9789922,"sequence":null,"sha256":"446281ca45f01a9f1e38435f4cc06a382a73a3c8f2c133e6d1c8b0e6bdbedaf2","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 13:15:01 GMT"},"metrics":{"ask":"62.14","ask_levels":627,"bid":"62.048","bid_levels":224,"depth_1pct_eur":{"buy":"24086.70750403533","sell":"92810.14876279404"},"mid":"62.094","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609269391696169938847763116","mid_cost_bps":7.408123168099977,"side":"buy","target_ltc":null,"vwap":"62.13999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.611655492521918514698298092","mid_cost_bps":7.408123168099977,"side":"sell","target_ltc":"1.611655492521918514698298092","vwap":"62.04799999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.008490257147063975,"ltc":"16.09268025386234531146907839","mid_cost_bps":7.416619714934109,"side":"buy","target_ltc":null,"vwap":"62.14005275845791185554245463"},{"budget_eur":1000,"eur":"999.9922376496147808148530171","filled_fraction":1.0,"full":true,"impact_bps":0.07762350385219186,"ltc":"16.11655492521918514698298092","mid_cost_bps":7.485689167504441,"side":"sell","target_ltc":"16.11655492521918514698298092","vwap":"62.04751836168329792000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.2844285152951382,"ltc":"160.8741012210746964702098577","mid_cost_bps":10.694984828492927,"side":"buy","target_ltc":null,"vwap":"62.16040943879404398881233743"},{"budget_eur":10000,"eur":"9998.880610453012465188241363","filled_fraction":1.0,"full":true,"impact_bps":1.1193895469875348,"ltc":"161.1655492521918514698298092","mid_cost_bps":8.526683457523795,"side":"sell","target_ltc":"161.1655492521918514698298092","vwap":"62.04105441173885174400000000"}],"spread_bps":14.816246336199955},"raw_file":"1790946901-coinbase.json","request_at":1790946901.7730725,"response_at":1790946901.9019828,"sequence":10015030547,"sha256":"ddc5f3cd27c9a81e3e6be3bcdf3e2c64b4bf18a663a534c27de66db06a99d80f","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790946901.858,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 13:15:01 GMT"},"metrics":{"ask":"62.11","ask_levels":100,"bid":"62.09","bid_levels":100,"depth_1pct_eur":{"buy":"79066.64536335","sell":"75682.72656491"},"mid":"62.10","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.610046691354049267428755434","mid_cost_bps":1.6103059581320451,"side":"buy","target_ltc":null,"vwap":"62.11000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.610565308423256563053631825","mid_cost_bps":1.6103059581320451,"side":"sell","target_ltc":"1.610565308423256563053631825","vwap":"62.08999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.723757359500861,"ltc":"16.08804090110950313555233960","mid_cost_bps":9.335307078882423,"side":"buy","target_ltc":null,"vwap":"62.15797225695985984728120006"},{"budget_eur":1000,"eur":"999.8210775583153486873892738","filled_fraction":1.0,"full":true,"impact_bps":1.7892244168465132,"ltc":"16.10565308423256563053631825","mid_cost_bps":3.39924225510467,"side":"sell","target_ltc":"16.10565308423256563053631825","vwap":"62.07889070559580000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.996249131170083,"ltc":"160.7635840596271295403407264","mid_cost_bps":16.608969944234683,"side":"buy","target_ltc":null,"vwap":"62.20314170335369738857002952"},{"budget_eur":10000,"eur":"9990.974684054190690932517315","filled_fraction":1.0,"full":true,"impact_bps":9.025315945809309,"ltc":"161.0565308423256563053631825","mid_cost_bps":10.634168551937199,"side":"sell","target_ltc":"161.0565308423256563053631825","vwap":"62.03396181329247000000000000"}],"spread_bps":3.2206119162640903},"raw_file":"1790946901-okx.json","request_at":1790946901.7733333,"response_at":1790946901.9915216,"sequence":null,"sha256":"4a79c586bd15991b19a4c548a17868ec8e7cd9732a510f9b5b593ec14eb49972","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790947802,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 13:30:02 GMT"},"metrics":{"ask":"62.44000","ask_levels":100,"bid":"62.40000","bid_levels":100,"depth_1pct_eur":{"buy":"240806.73829000","sell":"268081.11119000"},"mid":"62.42000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.601537475976937860345932095","mid_cost_bps":3.2041012495994874,"side":"buy","target_ltc":null,"vwap":"62.43999999999999999999999999"},{"budget_eur":100,"eur":"99.98540435897435897435897439","filled_fraction":1.0,"full":true,"impact_bps":1.4595641025641026,"ltc":"1.602564102564102564102564103","mid_cost_bps":4.6631976930471,"side":"sell","target_ltc":"1.602564102564102564102564103","vwap":"62.39089232000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.01537475976937860345932095","mid_cost_bps":3.2041012495994874,"side":"buy","target_ltc":null,"vwap":"62.43999999999999999999999999"},{"budget_eur":1000,"eur":"999.8411735897435897435897439","filled_fraction":1.0,"full":true,"impact_bps":1.5882641025641027,"ltc":"16.02564102564102564102564103","mid_cost_bps":4.791856456264018,"side":"sell","target_ltc":"16.02564102564102564102564103","vwap":"62.39008923200000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.8296179514361257,"ltc":"160.0924383101296207393182909","mid_cost_bps":7.034946249401981,"side":"buy","target_ltc":null,"vwap":"62.46391213448876716985781041"},{"budget_eur":10000,"eur":"9997.768861794871794871794875","filled_fraction":1.0,"full":true,"impact_bps":2.231138205128205,"ltc":"160.2564102564102564102564103","mid_cost_bps":5.434524575456584,"side":"sell","target_ltc":"160.2564102564102564102564103","vwap":"62.38607769760000000000000000"}],"spread_bps":6.408202499198975},"raw_file":"1790947802-kraken.json","request_at":1790947802.2246737,"response_at":1790947802.4259458,"sequence":null,"sha256":"a81791d8f56765e16302f9ca454b5166f8cfbcbb3752b16d4ff6180d68d60c62","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 13:30:02 GMT"},"metrics":{"ask":"62.45","ask_levels":622,"bid":"62.35","bid_levels":224,"depth_1pct_eur":{"buy":"3623.85249751076","sell":"19546.91497450596"},"mid":"62.40","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.601281024819855884707766213","mid_cost_bps":8.012820512820513,"side":"buy","target_ltc":null,"vwap":"62.45000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.603849238171611868484362470","mid_cost_bps":8.012820512820513,"side":"sell","target_ltc":"1.603849238171611868484362470","vwap":"62.35000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.4828054032250435,"ltc":"16.00723523966022055298066166","mid_cost_bps":11.49841662550327,"side":"buy","target_ltc":null,"vwap":"62.47175011974314039693069495"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.03849238171611868484362470","mid_cost_bps":8.012820512820513,"side":"sell","target_ltc":"16.03849238171611868484362470","vwap":"62.35000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":75.71436940589935,"ltc":"158.9248132799414816220661732","mid_cost_bps":83.78785848394895,"side":"buy","target_ltc":null,"vwap":"62.92283623693984145803856274"},{"budget_eur":10000,"eur":"9998.918113327878388131515638","filled_fraction":1.0,"full":true,"impact_bps":1.0818866721216118,"ltc":"160.3849238171611868484362470","mid_cost_bps":9.093840288570233,"side":"sell","target_ltc":"160.3849238171611868484362470","vwap":"62.34325443659932175000000000"}],"spread_bps":16.025641025641026},"raw_file":"1790947802-coinbase.json","request_at":1790947802.2257063,"response_at":1790947802.3707805,"sequence":10015090962,"sha256":"c4a79ef77e06a287347f2550720cacf1529e7396ee15751d4aeb40e3b5ca1f8f","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790947802.408,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 13:30:02 GMT"},"metrics":{"ask":"62.43","ask_levels":100,"bid":"62.37","bid_levels":100,"depth_1pct_eur":{"buy":"73694.41004970","sell":"75557.06441101"},"mid":"62.40","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.601794009290405253884350473","mid_cost_bps":4.8076923076923075,"side":"buy","target_ltc":null,"vwap":"62.42999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.603334936668270001603334937","mid_cost_bps":4.8076923076923075,"side":"sell","target_ltc":"1.603334936668270001603334937","vwap":"62.36999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.337799049695465,"ltc":"16.00939459977596415426468235","mid_cost_bps":10.148057606930895,"side":"buy","target_ltc":null,"vwap":"62.46332387946724878608311071"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.03334936668270001603334937","mid_cost_bps":4.8076923076923075,"side":"sell","target_ltc":"16.03334936668270001603334937","vwap":"62.36999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":15.565493178191378,"ltc":"159.9304612786387601853331203","mid_cost_bps":20.380668896065508,"side":"buy","target_ltc":null,"vwap":"62.52717537391144877599284259"},{"budget_eur":10000,"eur":"9991.769249953317299983966653","filled_fraction":1.0,"full":true,"impact_bps":8.2307500466827,"ltc":"160.3334936668270001603334937","mid_cost_bps":13.03448526300641,"side":"sell","target_ltc":"160.3334936668270001603334937","vwap":"62.31866481195884000000000000"}],"spread_bps":9.615384615384615},"raw_file":"1790947802-okx.json","request_at":1790947802.2260313,"response_at":1790947802.5471034,"sequence":null,"sha256":"b1b0d39013ec89ed990bb7f5c22bbf77036f0d9720314332b781fb8c4e2f30b5","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790948702,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 13:45:02 GMT"},"metrics":{"ask":"62.41000","ask_levels":100,"bid":"62.38000","bid_levels":100,"depth_1pct_eur":{"buy":"297491.80425000","sell":"771234.92573000"},"mid":"62.39500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.602307322544464028200608877","mid_cost_bps":2.4040387851590674,"side":"buy","target_ltc":null,"vwap":"62.40999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.603077909586405899326707278","mid_cost_bps":2.4040387851590674,"side":"sell","target_ltc":"1.603077909586405899326707278","vwap":"62.38000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.02307322544464028200608877","mid_cost_bps":2.4040387851590674,"side":"buy","target_ltc":null,"vwap":"62.40999999999999999999999999"},{"budget_eur":1000,"eur":"999.9821122090413594100673293","filled_fraction":1.0,"full":true,"impact_bps":0.1788779095864059,"ltc":"16.03077909586405899326707278","mid_cost_bps":2.5828736918022277,"side":"sell","target_ltc":"16.03077909586405899326707278","vwap":"62.37888415960000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.4744349516725768,"ltc":"160.1910940102498398462524023","mid_cost_bps":4.879068600591161,"side":"buy","target_ltc":null,"vwap":"62.42544294853338855059049925"},{"budget_eur":10000,"eur":"9998.245244180827188201346586","filled_fraction":1.0,"full":true,"impact_bps":1.7547558191728119,"ltc":"160.3077909586405899326707278","mid_cost_bps":4.158372754227101,"side":"sell","target_ltc":"160.3077909586405899326707278","vwap":"62.36905383320000000000000000"}],"spread_bps":4.808077570318135},"raw_file":"1790948702-kraken.json","request_at":1790948702.0552523,"response_at":1790948702.263647,"sequence":null,"sha256":"2e1c32bbfd392968929955783a2d62c296277ad98fb0617c460d15e194d24baa","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 13:45:02 GMT"},"metrics":{"ask":"62.419","ask_levels":628,"bid":"62.385","bid_levels":230,"depth_1pct_eur":{"buy":"24809.35827506257","sell":"91967.15502149317"},"mid":"62.402","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.602076290872971370896682100","mid_cost_bps":2.724271657959681,"side":"buy","target_ltc":null,"vwap":"62.41900000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.602949426945579866955197564","mid_cost_bps":2.724271657959681,"side":"sell","target_ltc":"1.602949426945579866955197564","vwap":"62.38499999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.033982424944902195,"ltc":"16.02070846647741108619032361","mid_cost_bps":2.7582633406402977,"side":"buy","target_ltc":null,"vwap":"62.41921211489826358501081118"},{"budget_eur":1000,"eur":"999.6692468098190470465656812","filled_fraction":1.0,"full":true,"impact_bps":3.3075319018095297,"ltc":"16.02949426945579866955197564","mid_cost_bps":6.03090249822742,"side":"sell","target_ltc":"16.02949426945579866955197564","vwap":"62.36436596223056125000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.573737199064775,"ltc":"160.1183833083671412573988162","mid_cost_bps":8.299527294452488,"side":"buy","target_ltc":null,"vwap":"62.45379071022284242029030991"},{"budget_eur":10000,"eur":"9991.466433488120940931313620","filled_fraction":1.0,"full":true,"impact_bps":8.533566511879059,"ltc":"160.2949426945579866955197564","mid_cost_bps":11.255513394499777,"side":"sell","target_ltc":"160.2949426945579866955197564","vwap":"62.33176334531564249000000000"}],"spread_bps":5.448543315919362},"raw_file":"1790948702-coinbase.json","request_at":1790948702.056275,"response_at":1790948702.198367,"sequence":10015172222,"sha256":"7ad473d925d9fee87c7e42bbb16a4ffb4cf6b2167359e7054644748a92631591","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790948702.158,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 13:45:02 GMT"},"metrics":{"ask":"62.42","ask_levels":100,"bid":"62.39","bid_levels":100,"depth_1pct_eur":{"buy":"72773.49191315","sell":"69416.23023935"},"mid":"62.405","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.602050624799743671900032041","mid_cost_bps":2.4036535534011696,"side":"buy","target_ltc":null,"vwap":"62.42000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.602820964898220868728962975","mid_cost_bps":2.4036535534011696,"side":"sell","target_ltc":"1.602820964898220868728962975","vwap":"62.38999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.315657855860811,"ltc":"16.01679730574675844405314551","mid_cost_bps":4.7198680131853505,"side":"buy","target_ltc":null,"vwap":"62.43445433633628318083347023"},{"budget_eur":1000,"eur":"999.6079800410610674787626223","filled_fraction":1.0,"full":true,"impact_bps":3.920199589389325,"ltc":"16.02820964898220868728962975","mid_cost_bps":6.322910862623187,"side":"sell","target_ltc":"16.02820964898220868728962975","vwap":"62.36554187476180000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.017532238843135,"ltc":"159.9808088653876898481215028","mid_cost_bps":16.424555121361884,"side":"buy","target_ltc":null,"vwap":"62.50749743623485884300158043"},{"budget_eur":10000,"eur":"9983.244635791628466100336593","filled_fraction":1.0,"full":true,"impact_bps":16.755364208371535,"ltc":"160.2820964898220868728962975","mid_cost_bps":19.154990352700906,"side":"sell","target_ltc":"160.2820964898220868728962975","vwap":"62.28546328270397000000000000"}],"spread_bps":4.807307106802339},"raw_file":"1790948702-okx.json","request_at":1790948702.0565054,"response_at":1790948702.28562,"sequence":null,"sha256":"8a240895e9377d22d9ee48fb773a5767c8ec239fd38571aeb4b0345f5407bd8f","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790949601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 14:00:02 GMT"},"metrics":{"ask":"63.11000","ask_levels":100,"bid":"63.09000","bid_levels":100,"depth_1pct_eur":{"buy":"267098.30397000","sell":"765198.12830000"},"mid":"63.10000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.584534938995404848676913326","mid_cost_bps":1.5847860538827259,"side":"buy","target_ltc":null,"vwap":"63.11000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.585037248375336820415279759","mid_cost_bps":1.5847860538827259,"side":"sell","target_ltc":"1.585037248375336820415279759","vwap":"63.09000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.4907101812410235,"ltc":"15.83982016780117144214025645","mid_cost_bps":5.076049438005087,"side":"buy","target_ltc":null,"vwap":"63.13202987195381209925102647"},{"budget_eur":1000,"eur":"999.9807062751624663179584720","filled_fraction":1.0,"full":true,"impact_bps":0.19293724837533682,"ltc":"15.85037248375336820415279759","mid_cost_bps":1.7776927258320128,"side":"sell","target_ltc":"15.85037248375336820415279759","vwap":"63.08878275890000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.905234037576474,"ltc":"158.3125129016938420136140573","mid_cost_bps":10.49143138053013,"side":"buy","target_ltc":null,"vwap":"63.16620093201114512168780121"},{"budget_eur":10000,"eur":"9994.512003758123315897923601","filled_fraction":1.0,"full":true,"impact_bps":5.487996241876684,"ltc":"158.5037248375336820415279759","mid_cost_bps":7.0719125657686215,"side":"sell","target_ltc":"158.5037248375336820415279759","vwap":"63.05537623171000000000000000"}],"spread_bps":3.1695721077654517},"raw_file":"1790949601-kraken.json","request_at":1790949601.77166,"response_at":1790949602.0973785,"sequence":null,"sha256":"8ac9890cb4ef0f73af677f944404ab8da6774de802152d728a21e874ab90f9c1","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 14:00:01 GMT"},"metrics":{"ask":"63.161","ask_levels":617,"bid":"63.08","bid_levels":230,"depth_1pct_eur":{"buy":"18171.24349748510","sell":"87145.68845097018"},"mid":"63.1205","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.583255489938411361441395798","mid_cost_bps":6.416298983689926,"side":"buy","target_ltc":null,"vwap":"63.16100000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.585288522511097019657577679","mid_cost_bps":6.416298983689926,"side":"sell","target_ltc":"1.585288522511097019657577679","vwap":"63.08000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9745848534714928,"ltc":"15.83101203292987177457653950","mid_cost_bps":7.391509159941904,"side":"buy","target_ltc":null,"vwap":"63.16715557539301129565062474"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.85288522511097019657577679","mid_cost_bps":6.416298983689926,"side":"sell","target_ltc":"15.85288522511097019657577679","vwap":"63.08000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.2467586343105825,"ltc":"158.2267085880360502806545972","mid_cost_bps":12.667065725108177,"side":"buy","target_ltc":null,"vwap":"63.20045515221016907180224672"},{"budget_eur":10000,"eur":"9990.558467892151223842739378","filled_fraction":1.0,"full":true,"impact_bps":9.441532107848776,"ltc":"158.5288522511097019657577679","mid_cost_bps":15.851773122251895,"side":"sell","target_ltc":"158.5288522511097019657577679","vwap":"63.02044281546368992000000000"}],"spread_bps":12.832597967379852},"raw_file":"1790949601-coinbase.json","request_at":1790949601.7727642,"response_at":1790949601.9489791,"sequence":10015249847,"sha256":"8117f7c7f96c4b220fa7170c5947b58637c52939507c3cb9c802651de45221a0","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790949601.908,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 14:00:02 GMT"},"metrics":{"ask":"63.11","ask_levels":100,"bid":"63.08","bid_levels":100,"depth_1pct_eur":{"buy":"79207.37568570","sell":"77285.10562523"},"mid":"63.095","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.922221585812518,"ltc":"1.583597097703879651623119557","mid_cost_bps":8.300996977266472,"side":"buy","target_ltc":null,"vwap":"63.14737514042806279862803685"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.585288522511097019657577679","mid_cost_bps":2.3773674617640066,"side":"sell","target_ltc":"1.585288522511097019657577679","vwap":"63.08000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.3588056973130085,"ltc":"15.83528004305841380402089599","mid_cost_bps":8.737684880853063,"side":"buy","target_ltc":null,"vwap":"63.15013042275574239793007773"},{"budget_eur":1000,"eur":"999.6470802709955611921369688","filled_fraction":1.0,"full":true,"impact_bps":3.529197290044388,"ltc":"15.85288522511097019657577679","mid_cost_bps":5.905725731928045,"side":"sell","target_ltc":"15.85288522511097019657577679","vwap":"63.05773782349440000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.723701434179844,"ltc":"158.2679452858272698513128757","mid_cost_bps":14.103856050575956,"side":"buy","target_ltc":null,"vwap":"63.18398827975110899229398446"},{"budget_eur":10000,"eur":"9986.194417607355738744451489","filled_fraction":1.0,"full":true,"impact_bps":13.805582392644261,"ltc":"158.5288522511097019657577679","mid_cost_bps":16.17966776017117,"side":"sell","target_ltc":"158.5288522511097019657577679","vwap":"62.99291438626720000000000000"}],"spread_bps":4.754734923528013},"raw_file":"1790949601-okx.json","request_at":1790949601.77307,"response_at":1790949602.0377336,"sequence":null,"sha256":"b6e955dd06a3daf46b6e53cc13accb8c424c04e84ab940619801023b43bc5b1b","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790950501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 14:15:01 GMT"},"metrics":{"ask":"62.45000","ask_levels":100,"bid":"62.40000","bid_levels":100,"depth_1pct_eur":{"buy":"234345.90822000","sell":"389610.77187000"},"mid":"62.42500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.601281024819855884707766213","mid_cost_bps":4.004805766920304,"side":"buy","target_ltc":null,"vwap":"62.45000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.602564102564102564102564103","mid_cost_bps":4.004805766920304,"side":"sell","target_ltc":"1.602564102564102564102564103","vwap":"62.39999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.01281024819855884707766213","mid_cost_bps":4.004805766920304,"side":"buy","target_ltc":null,"vwap":"62.45000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"16.02564102564102564102564103","mid_cost_bps":4.004805766920304,"side":"sell","target_ltc":"16.02564102564102564102564103","vwap":"62.39999999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.2995102262153995,"ltc":"160.0912893262922067530804929","mid_cost_bps":6.305236902317208,"side":"buy","target_ltc":null,"vwap":"62.46436044136271517039215464"},{"budget_eur":10000,"eur":"9996.867125384615384615384618","filled_fraction":1.0,"full":true,"impact_bps":3.1328746153846154,"ltc":"160.2564102564102564102564103","mid_cost_bps":7.136425726872247,"side":"sell","target_ltc":"160.2564102564102564102564103","vwap":"62.38045086240000000000000000"}],"spread_bps":8.009611533840609},"raw_file":"1790950501-kraken.json","request_at":1790950501.743293,"response_at":1790950501.9959073,"sequence":null,"sha256":"63e124536c1b6a61b93547b7e442a3beb439995898a573baba8c06c8bfc86b93","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 14:15:01 GMT"},"metrics":{"ask":"62.449","ask_levels":615,"bid":"62.343","bid_levels":228,"depth_1pct_eur":{"buy":"19882.85151087313","sell":"95898.25460695940"},"mid":"62.396","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.601306666239651555669426252","mid_cost_bps":8.494134239374318,"side":"buy","target_ltc":null,"vwap":"62.44899999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.604029321655999871677654268","mid_cost_bps":8.494134239374318,"side":"sell","target_ltc":"1.604029321655999871677654268","vwap":"62.34299999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.003663916295878531,"ltc":"16.01306079534507606084867894","mid_cost_bps":8.497801267849884,"side":"buy","target_ltc":null,"vwap":"62.44902288079087613183870787"},{"budget_eur":1000,"eur":"999.9904936152668800025664472","filled_fraction":1.0,"full":true,"impact_bps":0.09506384733119998,"ltc":"16.04029321655999871677654268","mid_cost_bps":8.589117338197465,"side":"sell","target_ltc":"16.04029321655999871677654268","vwap":"62.34240734345658310000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.267432271271987,"ltc":"159.9824040145851116545980594","mid_cost_bps":17.769438392022955,"side":"buy","target_ltc":null,"vwap":"62.50687418779086643048042225"},{"budget_eur":10000,"eur":"9997.980981568479200230980225","filled_fraction":1.0,"full":true,"impact_bps":2.0190184315208,"ltc":"160.4029321655999871677654268","mid_cost_bps":10.511437689536208,"side":"sell","target_ltc":"160.4029321655999871677654268","vwap":"62.33041283339236987800000000"}],"spread_bps":16.988268478748637},"raw_file":"1790950501-coinbase.json","request_at":1790950501.744278,"response_at":1790950501.8748293,"sequence":10015342092,"sha256":"4e35d8d5d33484e23c8d5eb38f689596bc7959755ad1222a0f2e7b697d3a475e","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790950501.854,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 14:15:01 GMT"},"metrics":{"ask":"62.38","ask_levels":100,"bid":"62.35","bid_levels":100,"depth_1pct_eur":{"buy":"69549.66109776","sell":"80962.44154377"},"mid":"62.365","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.603077909586405899326707278","mid_cost_bps":2.4051952216788264,"side":"buy","target_ltc":null,"vwap":"62.38000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.603849238171611868484362470","mid_cost_bps":2.4051952216788264,"side":"sell","target_ltc":"1.603849238171611868484362470","vwap":"62.35000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.297042512889009,"ltc":"16.02389356067883445405059238","mid_cost_bps":6.703271257179771,"side":"buy","target_ltc":null,"vwap":"62.40680495119540163944483067"},{"budget_eur":1000,"eur":"999.7320592485485164394546913","filled_fraction":1.0,"full":true,"impact_bps":2.6794075145148355,"ltc":"16.03849238171611868484362470","mid_cost_bps":5.083958286378578,"side":"sell","target_ltc":"16.03849238171611868484362470","vwap":"62.33329389414700000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":17.525625046227677,"ltc":"160.0273330550135934751319367","mid_cost_bps":19.935035522868315,"side":"buy","target_ltc":null,"vwap":"62.48932484903836825312550094"},{"budget_eur":10000,"eur":"9989.594371948283881315156376","filled_fraction":1.0,"full":true,"impact_bps":10.40562805171612,"ltc":"160.3849238171611868484362470","mid_cost_bps":12.80832051670809,"side":"sell","target_ltc":"160.3849238171611868484362470","vwap":"62.28512090909755000000000000"}],"spread_bps":4.810390443357653},"raw_file":"1790950501-okx.json","request_at":1790950501.7445216,"response_at":1790950501.9832551,"sequence":null,"sha256":"0db9391439e2a4a23a892127f8502a91646e51e624162d494eb0c11977a199fa","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790951401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 14:30:02 GMT"},"metrics":{"ask":"62.07000","ask_levels":100,"bid":"62.03000","bid_levels":100,"depth_1pct_eur":{"buy":"256536.63364000","sell":"341533.26562000"},"mid":"62.05000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.611084259706782664733365555","mid_cost_bps":3.2232070910556003,"side":"buy","target_ltc":null,"vwap":"62.07000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612123166209898436240528776","mid_cost_bps":3.2232070910556003,"side":"sell","target_ltc":"1.612123166209898436240528776","vwap":"62.03000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.18275815635930986,"ltc":"16.11054816365979381443298969","mid_cost_bps":3.406024154153463,"side":"buy","target_ltc":null,"vwap":"62.07113437987652223632898513"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.12123166209898436240528776","mid_cost_bps":3.2232070910556003,"side":"sell","target_ltc":"16.12123166209898436240528776","vwap":"62.03000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.8823037350918974,"ltc":"161.0459030595813204508856683","mid_cost_bps":7.106762173040356,"side":"buy","target_ltc":null,"vwap":"62.09409745928371540858069113"},{"budget_eur":10000,"eur":"9997.214620501370304691278411","filled_fraction":1.0,"full":true,"impact_bps":2.785379498629695,"ltc":"161.2123166209898436240528776","mid_cost_bps":6.0076888041901695,"side":"sell","target_ltc":"161.2123166209898436240528776","vwap":"62.01272229097000000000000000"}],"spread_bps":6.446414182111201},"raw_file":"1790951401-kraken.json","request_at":1790951401.9134061,"response_at":1790951402.1109986,"sequence":null,"sha256":"4e3f740d4d012923d66a04cb590b30277d2ce468d13a3bc94e8bbba58d236aa5","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 14:30:02 GMT"},"metrics":{"ask":"62.082","ask_levels":625,"bid":"61.996","bid_levels":230,"depth_1pct_eur":{"buy":"20462.14637421343","sell":"92473.47766851538"},"mid":"62.039","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.610772848812860410424921878","mid_cost_bps":6.931123970405713,"side":"buy","target_ltc":null,"vwap":"62.08199999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613007290792954384153816375","mid_cost_bps":6.931123970405713,"side":"sell","target_ltc":"1.613007290792954384153816375","vwap":"61.99600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.12107680057408375,"ltc":"16.10753346326691686935231867","mid_cost_bps":7.052284690811268,"side":"buy","target_ltc":null,"vwap":"62.08275166899332402670389319"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.13007290792954384153816375","mid_cost_bps":6.931123970405713,"side":"sell","target_ltc":"16.13007290792954384153816375","vwap":"61.99600000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.637358926776898,"ltc":"160.8900513537509243481336206","mid_cost_bps":18.576548894923572,"side":"buy","target_ltc":null,"vwap":"62.15424705168921634130553478"},{"budget_eur":10000,"eur":"9998.648164754341272985353892","filled_fraction":1.0,"full":true,"impact_bps":1.351835245658727,"ltc":"161.3007290792954384153816375","mid_cost_bps":8.282022242296916,"side":"sell","target_ltc":"161.3007290792954384153816375","vwap":"61.98761916221101415600000000"}],"spread_bps":13.862247940811425},"raw_file":"1790951401-coinbase.json","request_at":1790951401.9144497,"response_at":1790951402.0407245,"sequence":10015409641,"sha256":"2378b4adbb0dcc1faf1bc73884720f9cc18a0da319d2a6e764d12d5cd911d1ac","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790951402.054,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 14:30:02 GMT"},"metrics":{"ask":"62.06","ask_levels":100,"bid":"62.01","bid_levels":100,"depth_1pct_eur":{"buy":"72543.19069050","sell":"81330.24176980"},"mid":"62.035","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.611343860779890428617466967","mid_cost_bps":4.0299830740710885,"side":"buy","target_ltc":null,"vwap":"62.06000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.612643122077084341235284632","mid_cost_bps":4.0299830740710885,"side":"sell","target_ltc":"1.612643122077084341235284632","vwap":"62.00999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.483700987306554,"ltc":"16.10621706166478827886008694","mid_cost_bps":8.515490985286446,"side":"buy","target_ltc":null,"vwap":"62.08782584832722447289546852"},{"budget_eur":1000,"eur":"999.7475576933768746976294149","filled_fraction":1.0,"full":true,"impact_bps":2.524423066231253,"ltc":"16.12643122077084341235284632","mid_cost_bps":6.553388802079471,"side":"sell","target_ltc":"16.12643122077084341235284632","vwap":"61.99434605256630000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":16.261115776692474,"ltc":"160.8727889733076057243929892","mid_cost_bps":20.297652052898123,"side":"buy","target_ltc":null,"vwap":"62.16091648451015349362547755"},{"budget_eur":10000,"eur":"9990.803868349229156587647157","filled_fraction":1.0,"full":true,"impact_bps":9.196131650770843,"ltc":"161.2643122077084341235284632","mid_cost_bps":13.222408699351979,"side":"sell","target_ltc":"161.2643122077084341235284632","vwap":"61.95297478763357000000000000"}],"spread_bps":8.059966148142177},"raw_file":"1790951401-okx.json","request_at":1790951401.914709,"response_at":1790951402.1865172,"sequence":null,"sha256":"a9ad43fff548c1c08dd4898748c3020ba0cc4c812401811b0fafb5283611262a","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790952301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 14:45:02 GMT"},"metrics":{"ask":"62.23000","ask_levels":100,"bid":"62.21000","bid_levels":100,"depth_1pct_eur":{"buy":"293761.65257000","sell":"365113.32911000"},"mid":"62.22000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606941989394182869998393058","mid_cost_bps":1.6072002571520412,"side":"buy","target_ltc":null,"vwap":"62.23000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.607458607940845523227776885","mid_cost_bps":1.6072002571520412,"side":"sell","target_ltc":"1.607458607940845523227776885","vwap":"62.20999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.19651427302111596,"ltc":"16.06910411311053984575835476","mid_cost_bps":1.8037461139521704,"side":"buy","target_ltc":null,"vwap":"62.23122290832101040469252215"},{"budget_eur":1000,"eur":"999.9803341392059154476772225","filled_fraction":1.0,"full":true,"impact_bps":0.19665860794084553,"ltc":"16.07458607940845523227776885","mid_cost_bps":1.8038272581163612,"side":"sell","target_ltc":"16.07458607940845523227776885","vwap":"62.20877658680000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.143258285789875,"ltc":"160.6276467565831727681438664","mid_cost_bps":5.751124447520152,"side":"buy","target_ltc":null,"vwap":"62.25578349631247039001780932"},{"budget_eur":10000,"eur":"9997.820132784118308953544448","filled_fraction":1.0,"full":true,"impact_bps":2.179867215881691,"ltc":"160.7458607940845523227776885","mid_cost_bps":3.78671712471874,"side":"sell","target_ltc":"160.7458607940845523227776885","vwap":"62.19643904605000000000000000"}],"spread_bps":3.2144005143040824},"raw_file":"1790952301-kraken.json","request_at":1790952301.9696295,"response_at":1790952302.245222,"sequence":null,"sha256":"99a7acc11aeccfc3471d6563a7f2ae33f4959b1db7e5c4a645a6ad9bbd6a4946","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 14:45:02 GMT"},"metrics":{"ask":"62.248","ask_levels":623,"bid":"62.16","bid_levels":229,"depth_1pct_eur":{"buy":"23941.74129419132","sell":"105382.73075556348"},"mid":"62.204","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606477316540290451098830485","mid_cost_bps":7.0735000964568195,"side":"buy","target_ltc":null,"vwap":"62.24799999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.608751608751608751608751609","mid_cost_bps":7.0735000964568195,"side":"sell","target_ltc":"1.608751608751608751608751609","vwap":"62.15999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.06477316540290451098830485","mid_cost_bps":7.0735000964568195,"side":"buy","target_ltc":null,"vwap":"62.24799999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.08751608751608751608751609","mid_cost_bps":7.0735000964568195,"side":"sell","target_ltc":"16.08751608751608751608751609","vwap":"62.15999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.4528225941467796,"ltc":"160.5922819880596487848727086","mid_cost_bps":10.528765044698874,"side":"buy","target_ltc":null,"vwap":"62.26949313008404487309769687"},{"budget_eur":10000,"eur":"9997.312991527565173745173747","filled_fraction":1.0,"full":true,"impact_bps":2.6870084724348264,"ltc":"160.8751608751608751608751609","mid_cost_bps":9.75860791342275,"side":"sell","target_ltc":"160.8751608751608751608751609","vwap":"62.14329755533534512000000000"}],"spread_bps":14.147000192913639},"raw_file":"1790952301-coinbase.json","request_at":1790952301.9707599,"response_at":1790952302.11892,"sequence":10015491894,"sha256":"4d6a97787ce7f68a5fc73162da19e1147904225371f94fb08e012b401036d472","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790952302.154,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 14:45:02 GMT"},"metrics":{"ask":"62.22","ask_levels":100,"bid":"62.2","bid_levels":100,"depth_1pct_eur":{"buy":"78285.43130232","sell":"79981.43872074"},"mid":"62.21","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607200257152041144326583092","mid_cost_bps":1.6074586079408455,"side":"buy","target_ltc":null,"vwap":"62.22000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607717041800643086816720257","mid_cost_bps":1.6074586079408455,"side":"sell","target_ltc":"1.607717041800643086816720257","vwap":"62.20000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.155067972642013,"ltc":"16.06051116661316211878009631","mid_cost_bps":8.76367672814316,"side":"buy","target_ltc":null,"vwap":"62.26451883292577860330227176"},{"budget_eur":1000,"eur":"999.7131571232797427652733118","filled_fraction":1.0,"full":true,"impact_bps":2.8684287672025723,"ltc":"16.07717041800643086816720257","mid_cost_bps":4.475426287092107,"side":"sell","target_ltc":"16.07717041800643086816720257","vwap":"62.18215837306800000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":15.013919599968975,"ltc":"160.4790837091754892524863651","mid_cost_bps":16.62379163333981,"side":"buy","target_ltc":null,"vwap":"62.31341660775100696583722620"},{"budget_eur":10000,"eur":"9990.375882215594855305466236","filled_fraction":1.0,"full":true,"impact_bps":9.624117784405145,"ltc":"160.7717041800643086816720257","mid_cost_bps":11.230029355248352,"side":"sell","target_ltc":"160.7717041800643086816720257","vwap":"62.14013798738100000000000000"}],"spread_bps":3.214917215881691},"raw_file":"1790952301-okx.json","request_at":1790952301.9710684,"response_at":1790952302.281202,"sequence":null,"sha256":"3428137c16110ee61b4ce3160e938684d016697b235fc2c1854b58642587b447","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790953201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 15:00:01 GMT"},"metrics":{"ask":"61.83000","ask_levels":100,"bid":"61.79000","bid_levels":100,"depth_1pct_eur":{"buy":"288527.41283000","sell":"752909.35105000"},"mid":"61.81000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.617337861879346595503800744","mid_cost_bps":3.2357223750202233,"side":"buy","target_ltc":null,"vwap":"61.83000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.618384851917786049522576469","mid_cost_bps":3.2357223750202233,"side":"sell","target_ltc":"1.618384851917786049522576469","vwap":"61.78999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.17337861879346595503800744","mid_cost_bps":3.2357223750202233,"side":"buy","target_ltc":null,"vwap":"61.83000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.18384851917786049522576469","mid_cost_bps":3.2357223750202233,"side":"sell","target_ltc":"16.18384851917786049522576469","vwap":"61.78999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.4822854974516964,"ltc":"161.6936492078887811186550275","mid_cost_bps":5.718811071144449,"side":"buy","target_ltc":null,"vwap":"61.84534797123074383955399590"},{"budget_eur":10000,"eur":"9998.643260296164427900954849","filled_fraction":1.0,"full":true,"impact_bps":1.3567397038355722,"ltc":"161.8384851917786049522576469","mid_cost_bps":4.592023075554118,"side":"sell","target_ltc":"161.8384851917786049522576469","vwap":"61.78161670537000000000000000"}],"spread_bps":6.471444750040447},"raw_file":"1790953201-kraken.json","request_at":1790953201.7238238,"response_at":1790953201.9326687,"sequence":null,"sha256":"2c4a0cb84ad0c610d17bba23f051d5feb966578f1b6846ee90d874c18458c514","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 15:00:02 GMT"},"metrics":{"ask":"61.857","ask_levels":615,"bid":"61.783","bid_levels":230,"depth_1pct_eur":{"buy":"20365.59387780015","sell":"86268.91690023667"},"mid":"61.820","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.616631909080621433305850591","mid_cost_bps":5.985118084762213,"side":"buy","target_ltc":null,"vwap":"61.85700000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.618568214557402521729278280","mid_cost_bps":5.985118084762213,"side":"sell","target_ltc":"1.618568214557402521729278280","vwap":"61.78300000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.16631909080621433305850591","mid_cost_bps":5.985118084762213,"side":"buy","target_ltc":null,"vwap":"61.85700000000000000000000000"},{"budget_eur":1000,"eur":"999.9907105754888519495654142","filled_fraction":1.0,"full":true,"impact_bps":0.0928942451114805,"ltc":"16.18568214557402521729278280","mid_cost_bps":6.077956731571055,"side":"sell","target_ltc":"16.18568214557402521729278280","vwap":"61.78242607148542774000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.97046409519661,"ltc":"161.5505826544670378439441620","mid_cost_bps":12.959754085030358,"side":"buy","target_ltc":null,"vwap":"61.90011719975365767536661671"},{"budget_eur":10000,"eur":"9996.003852823433169156564101","filled_fraction":1.0,"full":true,"impact_bps":3.996147176566831,"ltc":"161.8568214557402521729278280","mid_cost_bps":9.97887352005546,"side":"sell","target_ltc":"161.8568214557402521729278280","vwap":"61.75831060389901714900000000"}],"spread_bps":11.970236169524426},"raw_file":"1790953201-coinbase.json","request_at":1790953201.7249107,"response_at":1790953202.4215248,"sequence":10015560483,"sha256":"b1521621bb7b8692b26146ec0d2db68d3bbabe6d1a441b6366979f653abb2598","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790953201.854,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 15:00:01 GMT"},"metrics":{"ask":"61.83","ask_levels":100,"bid":"61.8","bid_levels":100,"depth_1pct_eur":{"buy":"79402.31506269","sell":"79311.38416478"},"mid":"61.815","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.617337861879346595503800744","mid_cost_bps":2.426595486532395,"side":"buy","target_ltc":null,"vwap":"61.83000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.618122977346278317152103560","mid_cost_bps":2.426595486532395,"side":"sell","target_ltc":"1.618122977346278317152103560","vwap":"61.80000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.900209811119557,"ltc":"16.17192280643596377749029754","mid_cost_bps":3.3270237421584117,"side":"buy","target_ltc":null,"vwap":"61.83556599726215222107108261"},{"budget_eur":1000,"eur":"999.7114286990614886731391587","filled_fraction":1.0,"full":true,"impact_bps":2.885713009385113,"ltc":"16.18122977346278317152103560","mid_cost_bps":5.311608250101108,"side":"sell","target_ltc":"16.18122977346278317152103560","vwap":"61.78216629360200000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.932099695930594,"ltc":"161.5894528776432606941081517","mid_cost_bps":11.360862641743731,"side":"buy","target_ltc":null,"vwap":"61.88522717241993886829780271"},{"budget_eur":10000,"eur":"9987.499476741844660194174758","filled_fraction":1.0,"full":true,"impact_bps":12.50052325815534,"ltc":"161.8122977346278317152103560","mid_cost_bps":14.924085373355982,"side":"sell","target_ltc":"161.8122977346278317152103560","vwap":"61.72274676626460000000000000"}],"spread_bps":4.85319097306479},"raw_file":"1790953201-okx.json","request_at":1790953201.7253304,"response_at":1790953201.9837644,"sequence":null,"sha256":"60301c8776f3a1993e6aa6658323e73d3a9c8a6e6a5d7cb132f295a5cd9b303e","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790954101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 15:15:01 GMT"},"metrics":{"ask":"62.29000","ask_levels":100,"bid":"62.25000","bid_levels":100,"depth_1pct_eur":{"buy":"225384.91954000","sell":"225875.45636000"},"mid":"62.27000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.605394124257505217530903837","mid_cost_bps":3.211819495744339,"side":"buy","target_ltc":null,"vwap":"62.29000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.606425702811244979919678715","mid_cost_bps":3.211819495744339,"side":"sell","target_ltc":"1.606425702811244979919678715","vwap":"62.24999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.05394124257505217530903837","mid_cost_bps":3.211819495744339,"side":"buy","target_ltc":null,"vwap":"62.29000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.06425702811244979919678715","mid_cost_bps":3.211819495744339,"side":"sell","target_ltc":"16.06425702811244979919678715","vwap":"62.24999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.1059554891227696,"ltc":"160.5216594447119242497191462","mid_cost_bps":4.318130197807248,"side":"buy","target_ltc":null,"vwap":"62.29688899674174573219320262"},{"budget_eur":10000,"eur":"9996.866032891566265060240965","filled_fraction":1.0,"full":true,"impact_bps":3.133967108433735,"ltc":"160.6425702811244979919678715","mid_cost_bps":6.344780030512285,"side":"sell","target_ltc":"160.6425702811244979919678715","vwap":"62.23049105475000000000000000"}],"spread_bps":6.423638991488678},"raw_file":"1790954101-kraken.json","request_at":1790954101.3157508,"response_at":1790954101.5335224,"sequence":null,"sha256":"36456670daa583109547e28cc45286f656d1d0b35451b86421e87d10e011505e","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 15:15:01 GMT"},"metrics":{"ask":"62.312","ask_levels":623,"bid":"62.247","bid_levels":233,"depth_1pct_eur":{"buy":"16315.34839830205","sell":"91286.93391392250"},"mid":"62.2795","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604827320580305559121838490","mid_cost_bps":5.21841055242897,"side":"buy","target_ltc":null,"vwap":"62.31200000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.606503124648577441483123685","mid_cost_bps":5.21841055242897,"side":"sell","target_ltc":"1.606503124648577441483123685","vwap":"62.24699999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.09088776343067499,"ltc":"16.04812734796286489175613435","mid_cost_bps":5.309345744826022,"side":"buy","target_ltc":null,"vwap":"62.31256633983148922205217171"},{"budget_eur":1000,"eur":"999.8571466257351422558516878","filled_fraction":1.0,"full":true,"impact_bps":1.4285337426485774,"ltc":"16.06503124648577441483123685","mid_cost_bps":6.646198827521833,"side":"sell","target_ltc":"16.06503124648577441483123685","vwap":"62.23810780601213540000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.83587306566772,"ltc":"160.3891309970693910256410256","mid_cost_bps":11.05732901625554,"side":"buy","target_ltc":null,"vwap":"62.34836449224678869615911105"},{"budget_eur":10000,"eur":"9992.901740178003108583546197","filled_fraction":1.0,"full":true,"impact_bps":7.0982598219968915,"ltc":"160.6503124648577441483123685","mid_cost_bps":12.312966211029961,"side":"sell","target_ltc":"160.6503124648577441483123685","vwap":"62.20281546208601595000000000"}],"spread_bps":10.43682110485794},"raw_file":"1790954101-coinbase.json","request_at":1790954101.3173726,"response_at":1790954101.5380278,"sequence":10015655604,"sha256":"99bbbfed7f6ee5a9e214be14054fde6b14dacff4594d4af81064b1851b9bfb92","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790954101.454,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 15:15:01 GMT"},"metrics":{"ask":"62.29","ask_levels":100,"bid":"62.26","bid_levels":100,"depth_1pct_eur":{"buy":"80839.30940067","sell":"80260.34245801"},"mid":"62.275","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.605394124257505217530903837","mid_cost_bps":2.408671216378964,"side":"buy","target_ltc":null,"vwap":"62.29000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606167683906199807259877931","mid_cost_bps":2.408671216378964,"side":"sell","target_ltc":"1.606167683906199807259877931","vwap":"62.26000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.0382609814722725,"ltc":"16.04906511774141803015720244","mid_cost_bps":5.447664015028629,"side":"buy","target_ltc":null,"vwap":"62.30892532765359078468987030"},{"budget_eur":1000,"eur":"999.7139641764375200770960487","filled_fraction":1.0,"full":true,"impact_bps":2.8603582356247994,"ltc":"16.06167683906199807259877931","mid_cost_bps":5.268340485748696,"side":"sell","target_ltc":"16.06167683906199807259877931","vwap":"62.24219140962500000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.13934374618724,"ltc":"160.3127407309417040358744395","mid_cost_bps":16.551420665596197,"side":"buy","target_ltc":null,"vwap":"62.37807397219500032429087920"},{"budget_eur":10000,"eur":"9988.450455240938001927401219","filled_fraction":1.0,"full":true,"impact_bps":11.549544759061998,"ltc":"160.6167683906199807259877931","mid_cost_bps":13.955434069838619,"side":"sell","target_ltc":"160.6167683906199807259877931","vwap":"62.18809253433008000000000000"}],"spread_bps":4.817342432757928},"raw_file":"1790954101-okx.json","request_at":1790954101.3177052,"response_at":1790954101.5883284,"sequence":null,"sha256":"42b8eee8452dd17b4cad3e65b8565b4996dd881a67d092661e7fcb6b34179e10","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790955001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 15:30:01 GMT"},"metrics":{"ask":"63.17000","ask_levels":100,"bid":"63.04000","bid_levels":100,"depth_1pct_eur":{"buy":"503084.24146000","sell":"467932.45354000"},"mid":"63.10500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.583029919265474117460820009","mid_cost_bps":10.30029316219,"side":"buy","target_ltc":null,"vwap":"63.17000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.586294416243654822335025381","mid_cost_bps":10.30029316219,"side":"sell","target_ltc":"1.586294416243654822335025381","vwap":"63.03999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.83029919265474117460820009","mid_cost_bps":10.30029316219,"side":"buy","target_ltc":null,"vwap":"63.17000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"15.86294416243654822335025381","mid_cost_bps":10.30029316219,"side":"sell","target_ltc":"15.86294416243654822335025381","vwap":"63.03999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.512251881895664,"ltc":"158.2632322162503951944356624","mid_cost_bps":12.815132737173743,"side":"buy","target_ltc":null,"vwap":"63.18586989513793490879945210"},{"budget_eur":10000,"eur":"9995.635903502538071065989850","filled_fraction":1.0,"full":true,"impact_bps":4.3640964974619285,"ltc":"158.6294416243654822335025381","mid_cost_bps":14.659894512320735,"side":"sell","target_ltc":"158.6294416243654822335025381","vwap":"63.01248873568000000000000000"}],"spread_bps":20.60058632438},"raw_file":"1790955001-kraken.json","request_at":1790955001.6193447,"response_at":1790955001.8190637,"sequence":null,"sha256":"4016f8b8d40e45932cdda2c27ed833379ee5e4a5081fb58d729490e657326f95","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 15:30:01 GMT"},"metrics":{"ask":"63.167","ask_levels":617,"bid":"63.025","bid_levels":234,"depth_1pct_eur":{"buy":"36492.46278076146","sell":"81888.39774366583"},"mid":"63.096","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.583105102347744866781705637","mid_cost_bps":11.252694307087612,"side":"buy","target_ltc":null,"vwap":"63.16700000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.586671955573185243950813169","mid_cost_bps":11.252694307087612,"side":"sell","target_ltc":"1.586671955573185243950813169","vwap":"63.02500000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7268422719002519,"ltc":"15.82990043939751601930227039","mid_cost_bps":11.98035447237738,"side":"buy","target_ltc":null,"vwap":"63.17159124457891232069200217"},{"budget_eur":1000,"eur":"999.8952449158384133280444266","filled_fraction":1.0,"full":true,"impact_bps":1.0475508416158668,"ltc":"15.86671955573185243950813169","mid_cost_bps":12.299066371764296,"side":"sell","target_ltc":"15.86671955573185243950813169","vwap":"63.01839781082071600000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":29.01902619315939,"ltc":"157.8524378319645024510962942","mid_cost_bps":40.3043747233311,"side":"buy","target_ltc":null,"vwap":"63.35030448275432992447141457"},{"budget_eur":10000,"eur":"9993.951421414947481158270525","filled_fraction":1.0,"full":true,"impact_bps":6.048578585052518,"ltc":"158.6671955573185243950813169","mid_cost_bps":17.29446661155913,"side":"sell","target_ltc":"158.6671955573185243950813169","vwap":"62.98687883346770650000000000"}],"spread_bps":22.505388614175224},"raw_file":"1790955001-coinbase.json","request_at":1790955001.6203833,"response_at":1790955001.7378209,"sequence":10015724753,"sha256":"e30eefd13b96ec83bdac719c229766d12d83e16ece354e4fd896e426d00f6b66","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790955001.804,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 15:30:01 GMT"},"metrics":{"ask":"63.07","ask_levels":100,"bid":"62.95","bid_levels":100,"depth_1pct_eur":{"buy":"79428.31537060","sell":"77061.92471867"},"mid":"63.01","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.585539876327889646424607579","mid_cost_bps":9.522298047928901,"side":"buy","target_ltc":null,"vwap":"63.07000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.588562351072279586973788721","mid_cost_bps":9.522298047928901,"side":"sell","target_ltc":"1.588562351072279586973788721","vwap":"62.95000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.08226014419015272,"ltc":"15.85526833761293390394674275","mid_cost_bps":9.604636522680098,"side":"buy","target_ltc":null,"vwap":"63.07051881472940729321832695"},{"budget_eur":1000,"eur":"999.8727081497855440826052421","filled_fraction":1.0,"full":true,"impact_bps":1.2729185021445593,"ltc":"15.88562351072279586973788721","mid_cost_bps":10.794004439136645,"side":"sell","target_ltc":"15.88562351072279586973788721","vwap":"62.94198697802900000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.751844593960461,"ltc":"158.4628422685243825205826472","mid_cost_bps":15.279619719744268,"side":"buy","target_ltc":null,"vwap":"63.10627688385410862812972285"},{"budget_eur":10000,"eur":"9991.998184588204924543288323","filled_fraction":1.0,"full":true,"impact_bps":8.001815411795075,"ltc":"158.8562351072279586973788721","mid_cost_bps":17.51649389259641,"side":"sell","target_ltc":"158.8562351072279586973788721","vwap":"62.89962857198275000000000000"}],"spread_bps":19.044596095857802},"raw_file":"1790955001-okx.json","request_at":1790955001.620685,"response_at":1790955001.9379454,"sequence":null,"sha256":"75f37630c478ad3aa53bfceb232f004315865bf3ce97eaf26764ae8aac75ba2b","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790955901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 15:45:01 GMT"},"metrics":{"ask":"63.61000","ask_levels":100,"bid":"63.46000","bid_levels":100,"depth_1pct_eur":{"buy":"116642.02491000","sell":"289943.51067000"},"mid":"63.53500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":6.715631040093874,"ltc":"1.571024819352811812755262331","mid_cost_bps":18.528075713549562,"side":"buy","target_ltc":null,"vwap":"63.65271812904603713335194454"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.575795776867317995587771825","mid_cost_bps":11.804517195246714,"side":"sell","target_ltc":"1.575795776867317995587771825","vwap":"63.45999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.871035391187036,"ltc":"15.70059033118819651546068121","mid_cost_bps":24.690746222293342,"side":"buy","target_ltc":null,"vwap":"63.69187265612334073599312900"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"15.75795776867317995587771825","mid_cost_bps":11.804517195246714,"side":"sell","target_ltc":"15.75795776867317995587771825","vwap":"63.45999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":15.910382368148419,"ltc":"156.9582595731324544883866918","mid_cost_bps":27.73368100161991,"side":"buy","target_ltc":null,"vwap":"63.71120594224379208937790316"},{"budget_eur":10000,"eur":"9993.486010239520958083832337","filled_fraction":1.0,"full":true,"impact_bps":6.513989760479042,"ltc":"157.5795776867317995587771825","mid_cost_bps":18.310817505312034,"side":"sell","target_ltc":"157.5795776867317995587771825","vwap":"63.41866222098000000000000000"}],"spread_bps":23.609034390493427},"raw_file":"1790955901-kraken.json","request_at":1790955901.3941247,"response_at":1790955901.6113884,"sequence":null,"sha256":"e6112abd1fb7b7d1607801bdff87144416da711d69573904a9343194c5210154","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 15:45:01 GMT"},"metrics":{"ask":"63.175","ask_levels":618,"bid":"63.088","bid_levels":233,"depth_1pct_eur":{"buy":"35293.20030345872","sell":"89282.35056032279"},"mid":"63.1315","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.582904629996042738425009893","mid_cost_bps":6.8903796044763705,"side":"buy","target_ltc":null,"vwap":"63.17500000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.585087496829825006340349987","mid_cost_bps":6.8903796044763705,"side":"sell","target_ltc":"1.585087496829825006340349987","vwap":"63.08800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.821998398245964,"ltc":"15.82141721511350154235545361","mid_cost_bps":11.715700542663944,"side":"buy","target_ltc":null,"vwap":"63.20546297488091887519701556"},{"budget_eur":1000,"eur":"999.9656356224253157494293683","filled_fraction":1.0,"full":true,"impact_bps":0.3436437757468425,"ltc":"15.85087496829825006340349987","mid_cost_bps":7.233786596616852,"side":"sell","target_ltc":"15.85087496829825006340349987","vwap":"63.08583202014756832000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":39.49092811436632,"ltc":"157.6678181523439542612338757","mid_cost_bps":46.40851846740679,"side":"buy","target_ltc":null,"vwap":"63.42448393836250920813617975"},{"budget_eur":10000,"eur":"9996.815903723186489982247018","filled_fraction":1.0,"full":true,"impact_bps":3.18409627681351,"ltc":"158.5087496829825006340349987","mid_cost_bps":10.072281918085435,"side":"sell","target_ltc":"158.5087496829825006340349987","vwap":"63.06791217340883892800000000"}],"spread_bps":13.780759208952741},"raw_file":"1790955901-coinbase.json","request_at":1790955901.3951423,"response_at":1790955901.5440133,"sequence":10015791388,"sha256":"7aa3ca0f22e9487268bbbf93b1c81e408696e71af5e5631d863afb8351528155","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790955901.554,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 15:45:01 GMT"},"metrics":{"ask":"63.14","ask_levels":100,"bid":"63.12","bid_levels":100,"depth_1pct_eur":{"buy":"70047.06034399","sell":"75132.88460756"},"mid":"63.13","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.583782071586949635730123535","mid_cost_bps":1.5840329478853161,"side":"buy","target_ltc":null,"vwap":"63.14000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.584283903675538656527249683","mid_cost_bps":1.5840329478853161,"side":"sell","target_ltc":"1.584283903675538656527249683","vwap":"63.12000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.506740291825047,"ltc":"15.83226875039569484013928458","mid_cost_bps":5.0913287189265555,"side":"buy","target_ltc":null,"vwap":"63.16214155820258334695538602"},{"budget_eur":1000,"eur":"999.6300339781622306717363751","filled_fraction":1.0,"full":true,"impact_bps":3.6996602183776934,"ltc":"15.84283903675538656527249683","mid_cost_bps":5.28310712789482,"side":"sell","target_ltc":"15.84283903675538656527249683","vwap":"63.09664774470160000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.801995137332828,"ltc":"158.2231169364125276811135716","mid_cost_bps":11.387580753543398,"side":"buy","target_ltc":null,"vwap":"63.20188979729711947203606895"},{"budget_eur":10000,"eur":"9984.914925221191381495564004","filled_fraction":1.0,"full":true,"impact_bps":15.085074778808618,"ltc":"158.4283903675538656527249683","mid_cost_bps":16.66671820114684,"side":"sell","target_ltc":"158.4283903675538656527249683","vwap":"63.02478300799616000000000000"}],"spread_bps":3.1680658957706322},"raw_file":"1790955901-okx.json","request_at":1790955901.3953943,"response_at":1790955901.6830099,"sequence":null,"sha256":"e051e105ca591d46ef255330177d833c1ff529cf014b8dca977a5f4612b0bc5c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790956801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 16:00:01 GMT"},"metrics":{"ask":"63.05000","ask_levels":100,"bid":"63.03000","bid_levels":100,"depth_1pct_eur":{"buy":"480898.80063000","sell":"515317.64878000"},"mid":"63.04000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.586042823156225218080888184","mid_cost_bps":1.5862944162436547,"side":"buy","target_ltc":null,"vwap":"63.05000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.586546089163890211010629859","mid_cost_bps":1.5862944162436547,"side":"sell","target_ltc":"1.586546089163890211010629859","vwap":"63.02999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.86042823156225218080888184","mid_cost_bps":1.5862944162436547,"side":"buy","target_ltc":null,"vwap":"63.05000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"15.86546089163890211010629859","mid_cost_bps":1.5862944162436547,"side":"sell","target_ltc":"15.86546089163890211010629859","vwap":"63.02999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.610687491652122,"ltc":"158.4995032472675431648978299","mid_cost_bps":8.198030557561331,"side":"buy","target_ltc":null,"vwap":"63.09168038463486662886482613"},{"budget_eur":10000,"eur":"9994.842135643344439155957482","filled_fraction":1.0,"full":true,"impact_bps":5.157864356655561,"ltc":"158.6546089163890211010629859","mid_cost_bps":6.743340583756345,"side":"sell","target_ltc":"158.6546089163890211010629859","vwap":"62.99748998096000000000000000"}],"spread_bps":3.1725888324873095},"raw_file":"1790956801-kraken.json","request_at":1790956801.5036175,"response_at":1790956801.7045844,"sequence":null,"sha256":"8f8233c76e401be38aee294e9a066d7ea261f366ba9569d9a6f45b1fdff35eae","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 16:00:01 GMT"},"metrics":{"ask":"63.067","ask_levels":614,"bid":"63.001","bid_levels":239,"depth_1pct_eur":{"buy":"7144.61693892668","sell":"99958.44415248711"},"mid":"63.034","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.585615298016395262181489527","mid_cost_bps":5.2352698543643115,"side":"buy","target_ltc":null,"vwap":"63.06700000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.587276392438215266424342471","mid_cost_bps":5.2352698543643115,"side":"sell","target_ltc":"1.587276392438215266424342471","vwap":"63.00099999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.14076434108421162,"ltc":"15.85592978521310331705460772","mid_cost_bps":5.376107889379668,"side":"buy","target_ltc":null,"vwap":"63.06788775846991579743819938"},{"budget_eur":1000,"eur":"999.9734544864268535420072699","filled_fraction":1.0,"full":true,"impact_bps":0.26545513573146456,"ltc":"15.87276392438215266424342471","mid_cost_bps":5.500586017168798,"side":"sell","target_ltc":"15.87276392438215266424342471","vwap":"62.99932760609937820000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":60.96382755391567,"ltc":"157.6007353961335085496159322","mid_cost_bps":66.23101361713995,"side":"buy","target_ltc":null,"vwap":"63.45148057123427995846070227"},{"budget_eur":10000,"eur":"9995.538550262257459087950986","filled_fraction":1.0,"full":true,"impact_bps":4.461449737742541,"ltc":"158.7276392438215266424342471","mid_cost_bps":9.694383902774975,"side":"sell","target_ltc":"158.7276392438215266424342471","vwap":"62.97289242050724821800000000"}],"spread_bps":10.470539708728623},"raw_file":"1790956801-coinbase.json","request_at":1790956801.5046532,"response_at":1790956801.644497,"sequence":10015847040,"sha256":"102217463dc870085092fe65ac7040ede3124569b049e3e893c83d7ec4159503","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790956801.654,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 16:00:01 GMT"},"metrics":{"ask":"63.03","ask_levels":100,"bid":"62.99","bid_levels":100,"depth_1pct_eur":{"buy":"78671.44546853","sell":"79037.44429293"},"mid":"63.01","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.586546089163890211010629859","mid_cost_bps":3.1740993493096332,"side":"buy","target_ltc":null,"vwap":"63.02999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.587553579933322749642800445","mid_cost_bps":3.1740993493096332,"side":"sell","target_ltc":"1.587553579933322749642800445","vwap":"62.98999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.847382897499613,"ltc":"15.86094467337878547645473284","mid_cost_bps":6.0223860344294655,"side":"buy","target_ltc":null,"vwap":"63.04794705440294005970429958"},{"budget_eur":1000,"eur":"999.6469882880266709001428801","filled_fraction":1.0,"full":true,"impact_bps":3.530117119733291,"ltc":"15.87553579933322749642800445","mid_cost_bps":6.703095974797651,"side":"sell","target_ltc":"15.87553579933322749642800445","vwap":"62.96776379226280000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.508749183593553,"ltc":"158.5197284553812014582342685","mid_cost_bps":11.685549294427894,"side":"buy","target_ltc":null,"vwap":"63.08363064610419016130021728"},{"budget_eur":10000,"eur":"9985.422437741066836005715196","filled_fraction":1.0,"full":true,"impact_bps":14.577562258933163,"ltc":"158.7553579933322749642800445","mid_cost_bps":17.747034545154737,"side":"sell","target_ltc":"158.7553579933322749642800445","vwap":"62.89817593533098000000000000"}],"spread_bps":6.3481986986192664},"raw_file":"1790956801-okx.json","request_at":1790956801.5049264,"response_at":1790956801.7816904,"sequence":null,"sha256":"d340b367dbab23e9cd75ba73f30d717136935646c33a9d4ed55279d707cf587c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790957701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 16:15:01 GMT"},"metrics":{"ask":"62.60000","ask_levels":100,"bid":"62.55000","bid_levels":100,"depth_1pct_eur":{"buy":"527487.86949000","sell":"445921.61464000"},"mid":"62.57500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597444089456869009584664537","mid_cost_bps":3.9952057530962843,"side":"buy","target_ltc":null,"vwap":"62.59999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598721023181454836131095124","mid_cost_bps":3.9952057530962843,"side":"sell","target_ltc":"1.598721023181454836131095124","vwap":"62.55000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.97444089456869009584664537","mid_cost_bps":3.9952057530962843,"side":"buy","target_ltc":null,"vwap":"62.59999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.98721023181454836131095124","mid_cost_bps":3.9952057530962843,"side":"sell","target_ltc":"15.98721023181454836131095124","vwap":"62.55000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.040595307511911,"ltc":"159.6798887647622087456112352","mid_cost_bps":8.037415361570046,"side":"buy","target_ltc":null,"vwap":"62.62529412662502456401204213"},{"budget_eur":10000,"eur":"9998.529567953637090327737810","filled_fraction":1.0,"full":true,"impact_bps":1.4704320463629097,"ltc":"159.8721023181454836131095124","mid_cost_bps":5.465050331602077,"side":"sell","target_ltc":"159.8721023181454836131095124","vwap":"62.54080244755000000000000000"}],"spread_bps":7.990411506192569},"raw_file":"1790957701-kraken.json","request_at":1790957701.26422,"response_at":1790957701.453535,"sequence":null,"sha256":"63d94ca57217ab1c139b4399d66ea1e06c9927c4275a9c781c923c5b37c2003e","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 16:15:01 GMT"},"metrics":{"ask":"62.564","ask_levels":628,"bid":"62.506","bid_levels":233,"depth_1pct_eur":{"buy":"39221.32398965836","sell":"107133.28035507977"},"mid":"62.535","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598363276005370500607378045","mid_cost_bps":4.637403054289598,"side":"buy","target_ltc":null,"vwap":"62.56400000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.599846414744184558282404889","mid_cost_bps":4.637403054289598,"side":"sell","target_ltc":"1.599846414744184558282404889","vwap":"62.50600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.12379755585487441,"ltc":"15.98343488903636218332933749","mid_cost_bps":4.761258020060835,"side":"buy","target_ltc":null,"vwap":"62.56477452702845043627027142"},{"budget_eur":1000,"eur":"999.9984222123325581544171759","filled_fraction":1.0,"full":true,"impact_bps":0.015777876674418455,"ltc":"15.99846414744184558282404889","mid_cost_bps":4.653173614126668,"side":"sell","target_ltc":"15.99846414744184558282404889","vwap":"62.50590137880405888000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":19.091961576158493,"ltc":"159.5317501960450293981739671","mid_cost_bps":23.738218342540655,"side":"buy","target_ltc":null,"vwap":"62.68344694840507798742913708"},{"budget_eur":10000,"eur":"9996.192588889406751031900937","filled_fraction":1.0,"full":true,"impact_bps":3.807411110593249,"ltc":"159.9846414744184558282404889","mid_cost_bps":8.443048514891526,"side":"sell","target_ltc":"159.9846414744184558282404889","vwap":"62.48220139611212583800000000"}],"spread_bps":9.274806108579195},"raw_file":"1790957701-coinbase.json","request_at":1790957701.2652788,"response_at":1790957701.3791196,"sequence":10015911823,"sha256":"20ce933f0f2e79d1da4b991bf623a40d18655a6f4958b1f2b9d36cd8855dbabe","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790957701.403,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 16:15:01 GMT"},"metrics":{"ask":"62.53","ask_levels":100,"bid":"62.5","bid_levels":100,"depth_1pct_eur":{"buy":"84110.86009312","sell":"81835.97300614"},"mid":"62.515","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.599232368463137693906924676","mid_cost_bps":2.39942413820683,"side":"buy","target_ltc":null,"vwap":"62.53000000000000000000000000"},{"budget_eur":100,"eur":"100.00","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.6","mid_cost_bps":2.39942413820683,"side":"sell","target_ltc":"1.6","vwap":"62.5"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5541110635850477,"ltc":"15.98664185456288956368866869","mid_cost_bps":5.954387983779462,"side":"buy","target_ltc":null,"vwap":"62.55222385648059730441432980"},{"budget_eur":1000,"eur":"999.82567414","filled_fraction":1.0,"full":true,"impact_bps":1.7432586,"ltc":"16.000000","mid_cost_bps":4.142264456530433,"side":"sell","target_ltc":"16","vwap":"62.48910463375"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":15.609511261757069,"ltc":"159.6739935462667517549457562","mid_cost_bps":18.012680783774606,"side":"buy","target_ltc":null,"vwap":"62.62760627391976695013938366"},{"budget_eur":10000,"eur":"9992.05685385","filled_fraction":1.0,"full":true,"impact_bps":7.94314615,"ltc":"160.000000","mid_cost_bps":10.34066439054627,"side":"sell","target_ltc":"1.6E+2","vwap":"62.4503553365625"}],"spread_bps":4.79884827641366},"raw_file":"1790957701-okx.json","request_at":1790957701.2655842,"response_at":1790957701.5335817,"sequence":null,"sha256":"2cf4ceabb00bdf29fc02ffe4c8001667349693baa5492b37d722b5509aeed6c0","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790958601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 16:30:01 GMT"},"metrics":{"ask":"62.04000","ask_levels":100,"bid":"62.00000","bid_levels":100,"depth_1pct_eur":{"buy":"543039.32602000","sell":"489269.31813000"},"mid":"62.02000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.611863313990973565441650548","mid_cost_bps":3.2247662044501775,"side":"buy","target_ltc":null,"vwap":"62.04000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612903225806451612903225806","mid_cost_bps":3.2247662044501775,"side":"sell","target_ltc":"1.612903225806451612903225806","vwap":"62.00000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1917360855494647,"ltc":"16.11832409347300564061240935","mid_cost_bps":3.4165641204045274,"side":"buy","target_ltc":null,"vwap":"62.04118953067474887891170574"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.12903225806451612903225806","mid_cost_bps":3.2247662044501775,"side":"sell","target_ltc":"16.12903225806451612903225806","vwap":"62.00000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.7432639678859765,"ltc":"161.0777124456609241668008372","mid_cost_bps":9.970204717311287,"side":"buy","target_ltc":null,"vwap":"62.08183520965676459629207099"},{"budget_eur":10000,"eur":"9997.233033870967741935483868","filled_fraction":1.0,"full":true,"impact_bps":2.7669661290322582,"ltc":"161.2903225806451612903225806","mid_cost_bps":5.990840051596259,"side":"sell","target_ltc":"161.2903225806451612903225806","vwap":"61.98284481000000000000000000"}],"spread_bps":6.449532408900355},"raw_file":"1790958601-kraken.json","request_at":1790958601.719467,"response_at":1790958601.9237323,"sequence":null,"sha256":"947e9d06390fd1263c76da5f49ca5e0cb2e0799081d4ee2a938e400724bd4e0b","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 16:30:01 GMT"},"metrics":{"ask":"61.996","ask_levels":628,"bid":"61.923","bid_levels":236,"depth_1pct_eur":{"buy":"64512.57294620076","sell":"98275.30961195248"},"mid":"61.9595","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613007290792954384153816375","mid_cost_bps":5.890944891421009,"side":"buy","target_ltc":null,"vwap":"61.99600000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.614908838396072541705020752","mid_cost_bps":5.890944891421009,"side":"sell","target_ltc":"1.614908838396072541705020752","vwap":"61.92299999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.13007290792954384153816375","mid_cost_bps":5.890944891421009,"side":"buy","target_ltc":null,"vwap":"61.99600000000000000000000000"},{"budget_eur":1000,"eur":"999.9846194101420785491658998","filled_fraction":1.0,"full":true,"impact_bps":0.1538058985792145,"ltc":"16.14908838396072541705020752","mid_cost_bps":6.044660183792973,"side":"sell","target_ltc":"16.14908838396072541705020752","vwap":"61.92204758773422793000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":20.118192139268974,"ltc":"160.9768727137720073960929335","mid_cost_bps":26.020988546810727,"side":"buy","target_ltc":null,"vwap":"62.12072474398661193133715957"},{"budget_eur":10000,"eur":"9998.198430569637462170760463","filled_fraction":1.0,"full":true,"impact_bps":1.8015694303625378,"ltc":"161.4908838396072541705020752","mid_cost_bps":7.691453027160313,"side":"sell","target_ltc":"161.4908838396072541705020752","vwap":"61.91184414161636605700000000"}],"spread_bps":11.781889782842018},"raw_file":"1790958601-coinbase.json","request_at":1790958601.7204995,"response_at":1790958601.8640451,"sequence":10015991825,"sha256":"bab3d135bb487f364c1191ac6d6fb32114149ffa87cc5e48eb0c0552f20ed843","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790958601.853,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 16:30:01 GMT"},"metrics":{"ask":"62.03","ask_levels":100,"bid":"61.93","bid_levels":100,"depth_1pct_eur":{"buy":"83736.76419802","sell":"80562.87162303"},"mid":"61.98","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612123166209898436240528776","mid_cost_bps":8.067118425298483,"side":"buy","target_ltc":null,"vwap":"62.03000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.614726303891490392378491846","mid_cost_bps":8.067118425298483,"side":"sell","target_ltc":"1.614726303891490392378491846","vwap":"61.92999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.12123166209898436240528776","mid_cost_bps":8.067118425298483,"side":"buy","target_ltc":null,"vwap":"62.03000000000000000000000000"},{"budget_eur":1000,"eur":"999.7129100384434038430486035","filled_fraction":1.0,"full":true,"impact_bps":2.8708996155659614,"ltc":"16.14726303891490392378491846","mid_cost_bps":10.935702052145853,"side":"sell","target_ltc":"16.14726303891490392378491846","vwap":"61.91222051868080000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.080004337917304,"ltc":"161.1304622762564432989690722","mid_cost_bps":13.151220862875288,"side":"buy","target_ltc":null,"vwap":"62.06151126690810103706567885"},{"budget_eur":10000,"eur":"9989.227075927193605683836592","filled_fraction":1.0,"full":true,"impact_bps":10.772924072806394,"ltc":"161.4726303891490392378491846","mid_cost_bps":18.83135185267667,"side":"sell","target_ltc":"161.4726303891490392378491846","vwap":"61.86328328121711000000000000"}],"spread_bps":16.134236850596967},"raw_file":"1790958601-okx.json","request_at":1790958601.7208138,"response_at":1790958601.9839265,"sequence":null,"sha256":"56cdeaf367fa5fea219bf6abaf1ceb0740a0132daeb78abd0bcb33cdff7ec9ef","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790959501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 16:45:01 GMT"},"metrics":{"ask":"62.29000","ask_levels":100,"bid":"62.22000","bid_levels":100,"depth_1pct_eur":{"buy":"538613.53544000","sell":"461617.74065000"},"mid":"62.25500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.605394124257505217530903837","mid_cost_bps":5.622038390490724,"side":"buy","target_ltc":null,"vwap":"62.29000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607200257152041144326583092","mid_cost_bps":5.622038390490724,"side":"sell","target_ltc":"1.607200257152041144326583092","vwap":"62.22000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.19066715057571326,"ltc":"16.05363515248796147672552167","mid_cost_bps":5.812812734870471,"side":"buy","target_ltc":null,"vwap":"62.29118766568093611796739115"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.07200257152041144326583092","mid_cost_bps":5.622038390490724,"side":"sell","target_ltc":"16.07200257152041144326583092","vwap":"62.22000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.4255599756938455,"ltc":"160.4523580365736284889316651","mid_cost_bps":11.050648636831895,"side":"buy","target_ltc":null,"vwap":"62.32379581308859696478915481"},{"budget_eur":10000,"eur":"9998.793189228543876567020249","filled_fraction":1.0,"full":true,"impact_bps":1.2068107714561234,"ltc":"160.7200257152041144326583092","mid_cost_bps":6.828170688298129,"side":"sell","target_ltc":"160.7200257152041144326583092","vwap":"62.21249122338000000000000000"}],"spread_bps":11.244076780981448},"raw_file":"1790959501-kraken.json","request_at":1790959501.7646115,"response_at":1790959501.9915094,"sequence":null,"sha256":"71db470a48b2cb343880d272778a74bfeff50df994ca266fe2afe83344583932","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 16:45:01 GMT"},"metrics":{"ask":"62.249","ask_levels":624,"bid":"62.169","bid_levels":227,"depth_1pct_eur":{"buy":"66041.55489211817","sell":"96225.25070262811"},"mid":"62.209","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606451509261192950890777362","mid_cost_bps":6.429937790351878,"side":"buy","target_ltc":null,"vwap":"62.24900000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.608518715115250365938007689","mid_cost_bps":6.429937790351878,"side":"sell","target_ltc":"1.608518715115250365938007689","vwap":"62.16899999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.2728387548402468,"ltc":"16.06407680234068863621763988","mid_cost_bps":6.702951978814167,"side":"buy","target_ltc":null,"vwap":"62.25069839396500505230617592"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.08518715115250365938007689","mid_cost_bps":6.429937790351878,"side":"sell","target_ltc":"16.08518715115250365938007689","vwap":"62.16899999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.476998642699915,"ltc":"160.5732622983829193144617755","mid_cost_bps":10.909815115327799,"side":"buy","target_ltc":null,"vwap":"62.27686886885094270021326953"},{"budget_eur":10000,"eur":"9995.596266472420523572841772","filled_fraction":1.0,"full":true,"impact_bps":4.403733527579476,"ltc":"160.8518715115250365938007689","mid_cost_bps":10.830839744668593,"side":"sell","target_ltc":"160.8518715115250365938007689","vwap":"62.14162242903239115300000000"}],"spread_bps":12.859875580703756},"raw_file":"1790959501-coinbase.json","request_at":1790959501.7656972,"response_at":1790959501.8848588,"sequence":10016046799,"sha256":"e0db3be9ebd1030af4a9dd66caa1e2885f73194eb29283b3cba8a489ce914b46","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790959501.853,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 16:45:01 GMT"},"metrics":{"ask":"62.25","ask_levels":100,"bid":"62.22","bid_levels":100,"depth_1pct_eur":{"buy":"81659.66532090","sell":"76361.47282549"},"mid":"62.235","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606425702811244979919678715","mid_cost_bps":2.4102193299590264,"side":"buy","target_ltc":null,"vwap":"62.24999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607200257152041144326583092","mid_cost_bps":2.4102193299590264,"side":"sell","target_ltc":"1.607200257152041144326583092","vwap":"62.22000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.676892168563877,"ltc":"16.05995795054592164418754014","mid_cost_bps":5.087756688247792,"side":"buy","target_ltc":null,"vwap":"62.26666365374931013440621313"},{"budget_eur":1000,"eur":"999.6427839371391835422693666","filled_fraction":1.0,"full":true,"impact_bps":3.5721606286081644,"ltc":"16.07200257152041144326583092","mid_cost_bps":5.981518989507512,"side":"sell","target_ltc":"16.07200257152041144326583092","vwap":"62.19777401656880000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.083021481906385,"ltc":"160.5128274179104477611940298","mid_cost_bps":10.495188997327428,"side":"buy","target_ltc":null,"vwap":"62.30031680872486724566596799"},{"budget_eur":10000,"eur":"9987.317569758479588556734168","filled_fraction":1.0,"full":true,"impact_bps":12.68243024152041,"ltc":"160.7200257152041144326583092","mid_cost_bps":15.089592827627541,"side":"sell","target_ltc":"160.7200257152041144326583092","vwap":"62.14108991903726000000000000"}],"spread_bps":4.820438659918053},"raw_file":"1790959501-okx.json","request_at":1790959501.7659662,"response_at":1790959501.982641,"sequence":null,"sha256":"680014b25eeac48e4475b56a722e6bacc270faebfffda8fa9bf1bfff876cf03e","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790960402,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 17:00:02 GMT"},"metrics":{"ask":"62.11000","ask_levels":100,"bid":"62.09000","bid_levels":100,"depth_1pct_eur":{"buy":"193186.96433000","sell":"476024.39642000"},"mid":"62.10000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.610046691354049267428755434","mid_cost_bps":1.6103059581320451,"side":"buy","target_ltc":null,"vwap":"62.11000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.610565308423256563053631825","mid_cost_bps":1.6103059581320451,"side":"sell","target_ltc":"1.610565308423256563053631825","vwap":"62.08999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.10046691354049267428755434","mid_cost_bps":1.6103059581320451,"side":"buy","target_ltc":null,"vwap":"62.11000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.10565308423256563053631825","mid_cost_bps":1.6103059581320451,"side":"sell","target_ltc":"16.10565308423256563053631825","vwap":"62.08999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.142260067929639,"ltc":"160.8415394631088249477575952","mid_cost_bps":11.754199240243317,"side":"buy","target_ltc":null,"vwap":"62.17299357728191099278460774"},{"budget_eur":10000,"eur":"9998.607744691576743436946370","filled_fraction":1.0,"full":true,"impact_bps":1.3922553084232565,"ltc":"161.0565308423256563053631825","mid_cost_bps":3.002337070853462,"side":"sell","target_ltc":"161.0565308423256563053631825","vwap":"62.08135548679000000000000000"}],"spread_bps":3.2206119162640903},"raw_file":"1790960402-kraken.json","request_at":1790960402.0733106,"response_at":1790960402.2894912,"sequence":null,"sha256":"55f7202aa17555cfe797b4b1c7af541f8744355bc1c5a4587739c4496679d748","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 17:00:02 GMT"},"metrics":{"ask":"62.16","ask_levels":624,"bid":"62.068","bid_levels":234,"depth_1pct_eur":{"buy":"67311.54289296886","sell":"85240.71159456548"},"mid":"62.114","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608751608751608751608751609","mid_cost_bps":7.405737836880575,"side":"buy","target_ltc":null,"vwap":"62.15999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.611136173229361345620931881","mid_cost_bps":7.405737836880575,"side":"sell","target_ltc":"1.611136173229361345620931881","vwap":"62.06800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.08751608751608751608751609","mid_cost_bps":7.405737836880575,"side":"buy","target_ltc":null,"vwap":"62.15999999999999999999999999"},{"budget_eur":1000,"eur":"999.7475416283926596635947669","filled_fraction":1.0,"full":true,"impact_bps":2.5245837160734035,"ltc":"16.11136173229361345620931881","mid_cost_bps":9.928451912439128,"side":"sell","target_ltc":"16.11136173229361345620931881","vwap":"62.05233041379107560000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.799253522509845,"ltc":"160.6695158884413666928792669","mid_cost_bps":20.21447015099997,"side":"buy","target_ltc":null,"vwap":"62.23956015989592119686418757"},{"budget_eur":10000,"eur":"9993.164925271315662176967196","filled_fraction":1.0,"full":true,"impact_bps":6.835074728684337,"ltc":"161.1136173229361345620931881","mid_cost_bps":14.235750688411299,"side":"sell","target_ltc":"161.1136173229361345620931881","vwap":"62.02557605817400205200000000"}],"spread_bps":14.81147567376115},"raw_file":"1790960402-coinbase.json","request_at":1790960402.0742874,"response_at":1790960402.2450228,"sequence":10016092906,"sha256":"6e2dfbd48f88527f632f01238ceb4e482483307dce3614cd452e95634145b600","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790960402.253,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 17:00:02 GMT"},"metrics":{"ask":"62.1","ask_levels":100,"bid":"62.07","bid_levels":100,"depth_1pct_eur":{"buy":"79374.45867045","sell":"70830.55402003"},"mid":"62.085","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.610305958132045088566827697","mid_cost_bps":2.4160425223483935,"side":"buy","target_ltc":null,"vwap":"62.10000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.611084259706782664733365555","mid_cost_bps":2.4160425223483935,"side":"sell","target_ltc":"1.611084259706782664733365555","vwap":"62.07000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.789703671914533,"ltc":"16.10017812652929813264649066","mid_cost_bps":4.206178594280301,"side":"buy","target_ltc":null,"vwap":"62.11111405980258924941246318"},{"budget_eur":1000,"eur":"999.6238611901466086676333172","filled_fraction":1.0,"full":true,"impact_bps":3.761388098533913,"ltc":"16.11084259706782664733365555","mid_cost_bps":6.176521853523395,"side":"sell","target_ltc":"16.11084259706782664733365555","vwap":"62.04665306407240000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.476914866516418,"ltc":"160.8620620003215434083601286","mid_cost_bps":12.895488656046863,"side":"buy","target_ltc":null,"vwap":"62.16506164132106695361726828"},{"budget_eur":10000,"eur":"9988.625551532932173352666344","filled_fraction":1.0,"full":true,"impact_bps":11.374448467067827,"ltc":"161.1084259706782664733365555","mid_cost_bps":13.78774287429975,"side":"sell","target_ltc":"161.1084259706782664733365555","vwap":"61.99939879836491000000000000"}],"spread_bps":4.832085044696787},"raw_file":"1790960402-okx.json","request_at":1790960402.0745134,"response_at":1790960402.38162,"sequence":null,"sha256":"32b6b3faa2bded3159e06fcd1c9cad8d7a5162a1d66f71a6a88b419558cecf47","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790961301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 17:15:01 GMT"},"metrics":{"ask":"62.28000","ask_levels":100,"bid":"62.26000","bid_levels":100,"depth_1pct_eur":{"buy":"220059.61237000","sell":"438808.07424000"},"mid":"62.27000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.605651894669235709698137444","mid_cost_bps":1.6059097478721696,"side":"buy","target_ltc":null,"vwap":"62.27999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606167683906199807259877931","mid_cost_bps":1.6059097478721696,"side":"sell","target_ltc":"1.606167683906199807259877931","vwap":"62.26000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.5375256660247019,"ltc":"16.05565591397849462365591398","mid_cost_bps":2.1435217356675516,"side":"buy","target_ltc":null,"vwap":"62.28334770984800184305132147"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.06167683906199807259877931","mid_cost_bps":1.6059097478721696,"side":"sell","target_ltc":"16.06167683906199807259877931","vwap":"62.26000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.909024205501753,"ltc":"160.4222688792688792688792689","mid_cost_bps":10.516364662255487,"side":"buy","target_ltc":null,"vwap":"62.33548540275186491716215156"},{"budget_eur":10000,"eur":"9996.589516948281400578220365","filled_fraction":1.0,"full":true,"impact_bps":3.4104830517185993,"ltc":"160.6167683906199807259877931","mid_cost_bps":5.015845106792998,"side":"sell","target_ltc":"160.6167683906199807259877931","vwap":"62.23876633252000000000000000"}],"spread_bps":3.211819495744339},"raw_file":"1790961301-kraken.json","request_at":1790961301.7494152,"response_at":1790961301.9505877,"sequence":null,"sha256":"e9e7a53f958120d8b4bbae2779c4b1fb1dfbf3ef6177b79b4d095a0436265bfd","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 17:15:01 GMT"},"metrics":{"ask":"62.305","ask_levels":629,"bid":"62.216","bid_levels":234,"depth_1pct_eur":{"buy":"66477.95596653017","sell":"71123.74560178577"},"mid":"62.2605","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.605007623786212984511676430","mid_cost_bps":7.147388793858064,"side":"buy","target_ltc":null,"vwap":"62.30500000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607303587501607303587501607","mid_cost_bps":7.147388793858064,"side":"sell","target_ltc":"1.607303587501607303587501607","vwap":"62.21600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.866835635233623,"ltc":"16.04708051168806161745827985","mid_cost_bps":9.015558729101611,"side":"buy","target_ltc":null,"vwap":"62.31663131942532308890245539"},{"budget_eur":1000,"eur":"999.9857066579449839269641248","filled_fraction":1.0,"full":true,"impact_bps":0.14293342055016073,"ltc":"16.07303587501607303587501607","mid_cost_bps":7.290220054335394,"side":"sell","target_ltc":"16.07303587501607303587501607","vwap":"62.21511072543070512000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.247020919906858,"ltc":"160.4005598133494219328768661","mid_cost_bps":13.398874702496716,"side":"buy","target_ltc":null,"vwap":"62.34392206384147968178966776"},{"budget_eur":10000,"eur":"9997.262626362925821010672494","filled_fraction":1.0,"full":true,"impact_bps":2.737373637074179,"ltc":"160.7303587501607303587501607","mid_cost_bps":9.882805923566421,"side":"sell","target_ltc":"160.7303587501607303587501607","vwap":"62.19896915617957928800000000"}],"spread_bps":14.294777587716128},"raw_file":"1790961301-coinbase.json","request_at":1790961301.7504272,"response_at":1790961301.868546,"sequence":10016138460,"sha256":"1a447d7fec198907e4c638bafb770474f31292cf9476ca68561d26b6fe5af65d","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790961301.851,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 17:15:01 GMT"},"metrics":{"ask":"62.25","ask_levels":100,"bid":"62.23","bid_levels":100,"depth_1pct_eur":{"buy":"81960.23367394","sell":"76806.89458857"},"mid":"62.24","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606425702811244979919678715","mid_cost_bps":1.6066838046272494,"side":"buy","target_ltc":null,"vwap":"62.24999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606941989394182869998393058","mid_cost_bps":1.6066838046272494,"side":"sell","target_ltc":"1.606941989394182869998393058","vwap":"62.23000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.571100968015041,"ltc":"16.05852236763525445496869482","mid_cost_bps":5.17835853565129,"side":"buy","target_ltc":null,"vwap":"62.27223010352589362905854887"},{"budget_eur":1000,"eur":"999.7140361442423268520006428","filled_fraction":1.0,"full":true,"impact_bps":2.8596385575767314,"ltc":"16.06941989394182869998393058","mid_cost_bps":4.465862908708226,"side":"sell","target_ltc":"16.06941989394182869998393058","vwap":"62.21220446925620000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.355124110242908,"ltc":"160.4443393086300930381777350","mid_cost_bps":13.963792992651365,"side":"buy","target_ltc":null,"vwap":"62.32691064758626209961363252"},{"budget_eur":10000,"eur":"9989.432418505452354170014462","filled_fraction":1.0,"full":true,"impact_bps":10.567581494547646,"ltc":"160.6941989394182869998393058","mid_cost_bps":12.172567422970758,"side":"sell","target_ltc":"160.6941989394182869998393058","vwap":"62.16423794035943000000000000"}],"spread_bps":3.2133676092544987},"raw_file":"1790961301-okx.json","request_at":1790961301.7506514,"response_at":1790961301.9822621,"sequence":null,"sha256":"cc970a8ae890f866b67aceee4166d36e682dcdcef64e7372498fa5076a1bc083","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790962202,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 17:30:02 GMT"},"metrics":{"ask":"62.40000","ask_levels":100,"bid":"62.37000","bid_levels":100,"depth_1pct_eur":{"buy":"555032.24600000","sell":"476685.14474000"},"mid":"62.38500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.602564102564102564102564103","mid_cost_bps":2.40442414041837,"side":"buy","target_ltc":null,"vwap":"62.39999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.603334936668270001603334937","mid_cost_bps":2.40442414041837,"side":"sell","target_ltc":"1.603334936668270001603334937","vwap":"62.36999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.02564102564102564102564103","mid_cost_bps":2.40442414041837,"side":"buy","target_ltc":null,"vwap":"62.39999999999999999999999998"},{"budget_eur":1000,"eur":"999.9806765063331729998396667","filled_fraction":1.0,"full":true,"impact_bps":0.19323493666827,"ltc":"16.03334936668270001603334937","mid_cost_bps":2.59761261521199,"side":"sell","target_ltc":"16.03334936668270001603334937","vwap":"62.36879479370000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.755667350446733,"ltc":"160.1962458753804260772064712","mid_cost_bps":6.160994512589182,"side":"buy","target_ltc":null,"vwap":"62.42343536426678761181437878"},{"budget_eur":10000,"eur":"9997.293660126663459996793332","filled_fraction":1.0,"full":true,"impact_bps":2.70633987333654,"ltc":"160.3334936668270001603334937","mid_cost_bps":5.110113294862547,"side":"sell","target_ltc":"160.3334936668270001603334937","vwap":"62.35312055821000000000000000"}],"spread_bps":4.80884828083674},"raw_file":"1790962202-kraken.json","request_at":1790962202.1315694,"response_at":1790962202.3384476,"sequence":null,"sha256":"ad2cfd04b8847723d9acc940392ccf1251813cfdf0fd57e859c6ba54865f4f64","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 17:30:02 GMT"},"metrics":{"ask":"62.422","ask_levels":628,"bid":"62.335","bid_levels":232,"depth_1pct_eur":{"buy":"65116.09686934162","sell":"97770.29914191860"},"mid":"62.3785","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.601999295120310147063535292","mid_cost_bps":6.973556594018772,"side":"buy","target_ltc":null,"vwap":"62.42200000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604235180877516643940001604","mid_cost_bps":6.973556594018772,"side":"sell","target_ltc":"1.604235180877516643940001604","vwap":"62.33500000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.075080814692035,"ltc":"16.01346733385221359378752702","mid_cost_bps":11.051479189379453,"side":"buy","target_ltc":null,"vwap":"62.44743746946147062098786298"},{"budget_eur":1000,"eur":"999.8518383438783725034089996","filled_fraction":1.0,"full":true,"impact_bps":1.481616561216275,"ltc":"16.04235180877516643940001604","mid_cost_bps":8.454139941541019,"side":"sell","target_ltc":"16.04235180877516643940001604","vwap":"62.32576434316565835000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":15.399109309713229,"ltc":"159.9536151915491674922501678","mid_cost_bps":22.38340455975888,"side":"buy","target_ltc":null,"vwap":"62.51812432013309191731307684"},{"budget_eur":10000,"eur":"9993.943099307626611855297985","filled_fraction":1.0,"full":true,"impact_bps":6.056900692373389,"ltc":"160.4235180877516643940001604","mid_cost_bps":13.0262334724159,"side":"sell","target_ltc":"160.4235180877516643940001604","vwap":"62.29724430953409048500000000"}],"spread_bps":13.947113188037545},"raw_file":"1790962202-coinbase.json","request_at":1790962202.1325865,"response_at":1790962202.282958,"sequence":10016211268,"sha256":"09b6a634725cc970ace8fb099ba1688b430735aad68de84c084193fa998267b8","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790962202.301,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 17:30:02 GMT"},"metrics":{"ask":"62.39","ask_levels":100,"bid":"62.36","bid_levels":100,"depth_1pct_eur":{"buy":"82610.14324579","sell":"78266.40732731"},"mid":"62.375","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.602820964898220868728962975","mid_cost_bps":2.404809619238477,"side":"buy","target_ltc":null,"vwap":"62.38999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.603592046183450930083386786","mid_cost_bps":2.404809619238477,"side":"sell","target_ltc":"1.603592046183450930083386786","vwap":"62.36000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.561118043218266,"ltc":"16.02250384622777510812109563","mid_cost_bps":5.9667840435493,"side":"buy","target_ltc":null,"vwap":"62.41221781547163876018604493"},{"budget_eur":1000,"eur":"999.7148582015266196279666450","filled_fraction":1.0,"full":true,"impact_bps":2.851417984733804,"ltc":"16.03592046183450930083386786","mid_cost_bps":5.255541892232465,"side":"sell","target_ltc":"16.03592046183450930083386786","vwap":"62.34221855744720000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.790417697975576,"ltc":"160.1093318330398591323835441","mid_cost_bps":13.197822207241622,"side":"buy","target_ltc":null,"vwap":"62.45732141601766961236405766"},{"budget_eur":10000,"eur":"9989.560144674348941629249516","filled_fraction":1.0,"full":true,"impact_bps":10.439855325651058,"ltc":"160.3592046183450930083386786","mid_cost_bps":12.842154358438476,"side":"sell","target_ltc":"160.3592046183450930083386786","vwap":"62.29489706218924000000000000"}],"spread_bps":4.809619238476954},"raw_file":"1790962202-okx.json","request_at":1790962202.1329203,"response_at":1790962202.4280913,"sequence":null,"sha256":"ef35bf1683c84adcb550f01cc19ddbf091fa425ce291775d72c7bc3919d211da","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790963101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 17:45:01 GMT"},"metrics":{"ask":"61.94000","ask_levels":100,"bid":"61.91000","bid_levels":100,"depth_1pct_eur":{"buy":"238804.24496000","sell":"468871.49802000"},"mid":"61.92500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614465611882466903454956409","mid_cost_bps":2.4222850222042793,"side":"buy","target_ltc":null,"vwap":"61.94000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.615247940558875787433371022","mid_cost_bps":2.4222850222042793,"side":"sell","target_ltc":"1.615247940558875787433371022","vwap":"61.91000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.14465611882466903454956409","mid_cost_bps":2.4222850222042793,"side":"buy","target_ltc":null,"vwap":"61.94000000000000000000000000"},{"budget_eur":1000,"eur":"999.9524052059441124212566626","filled_fraction":1.0,"full":true,"impact_bps":0.4759479405588758,"ltc":"16.15247940558875787433371022","mid_cost_bps":2.898117674606379,"side":"sell","target_ltc":"16.15247940558875787433371022","vwap":"61.90705340630000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.111238087437704,"ltc":"161.3963469420687429401323221","mid_cost_bps":5.534276740183954,"side":"buy","target_ltc":null,"vwap":"61.95927100871358913747777607"},{"budget_eur":10000,"eur":"9997.378824118882248425133255","filled_fraction":1.0,"full":true,"impact_bps":2.6211758811177517,"ltc":"161.5247940558875787433371022","mid_cost_bps":5.042825979814292,"side":"sell","target_ltc":"161.5247940558875787433371022","vwap":"61.89377230012000000000000000"}],"spread_bps":4.844570044408559},"raw_file":"1790963101-kraken.json","request_at":1790963101.2539876,"response_at":1790963101.4584386,"sequence":null,"sha256":"799f0567e9fa7d0a178d4606c20ac276c54af7139dfead1788a84ecb0c0b078f","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 17:45:01 GMT"},"metrics":{"ask":"61.973","ask_levels":626,"bid":"61.876","bid_levels":232,"depth_1pct_eur":{"buy":"63824.66113234713","sell":"80874.27373181558"},"mid":"61.9245","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613605925160957191034805480","mid_cost_bps":7.832118143868743,"side":"buy","target_ltc":null,"vwap":"61.97299999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.616135496800051716335897602","mid_cost_bps":7.832118143868743,"side":"sell","target_ltc":"1.616135496800051716335897602","vwap":"61.87599999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.007874678250971807,"ltc":"16.13604654499209345854713267","mid_cost_bps":7.839998989660756,"side":"buy","target_ltc":null,"vwap":"61.97304880174352474758008051"},{"budget_eur":1000,"eur":"999.9475212344599922425496156","filled_fraction":1.0,"full":true,"impact_bps":0.5247876554000775,"ltc":"16.16135496800051716335897602","mid_cost_bps":8.356494779377067,"side":"sell","target_ltc":"16.16135496800051716335897602","vwap":"61.87275282390344648000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.382595557425587,"ltc":"161.1610333265657541081228977","mid_cost_bps":20.22441189642768,"side":"buy","target_ltc":null,"vwap":"62.04973865944803358554673786"},{"budget_eur":10000,"eur":"9994.180389089699762104854873","filled_fraction":1.0,"full":true,"impact_bps":5.819610910300238,"ltc":"161.6135496800051716335897602","mid_cost_bps":13.6471710661489,"side":"sell","target_ltc":"161.6135496800051716335897602","vwap":"61.83999057553142624800000000"}],"spread_bps":15.664236287737486},"raw_file":"1790963101-coinbase.json","request_at":1790963101.2552807,"response_at":1790963101.398429,"sequence":10016280757,"sha256":"5b938d74ff1dbc11cd690e698dbe2629e25c94856b4075f4fab1c2307dcee95b","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790963101.401,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 17:45:01 GMT"},"metrics":{"ask":"61.93","ask_levels":100,"bid":"61.9","bid_levels":100,"depth_1pct_eur":{"buy":"75014.35695390","sell":"69315.59873748"},"mid":"61.915","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614726303891490392378491846","mid_cost_bps":2.4226762496971657,"side":"buy","target_ltc":null,"vwap":"61.92999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.615508885298869143780290792","mid_cost_bps":2.4226762496971657,"side":"sell","target_ltc":"1.615508885298869143780290792","vwap":"61.89999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.0509084000164353,"ltc":"16.14233815940626008389803162","mid_cost_bps":5.474323786045673,"side":"buy","target_ltc":null,"vwap":"61.94889427572130178258367467"},{"budget_eur":1000,"eur":"999.7126541158804523424878839","filled_fraction":1.0,"full":true,"impact_bps":2.8734588411954767,"ltc":"16.15508885298869143780290792","mid_cost_bps":5.295438944843737,"side":"sell","target_ltc":"16.15508885298869143780290792","vwap":"61.88221328977300000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.706366136281538,"ltc":"161.2516130243312922977763455","mid_cost_bps":16.132362994749506,"side":"buy","target_ltc":null,"vwap":"62.01488352548199156388558321"},{"budget_eur":10000,"eur":"9987.582204406413570274636513","filled_fraction":1.0,"full":true,"impact_bps":12.41779559358643,"ltc":"161.5508885298869143780290792","mid_cost_bps":14.837463413437778,"side":"sell","target_ltc":"161.5508885298869143780290792","vwap":"61.82313384527570000000000000"}],"spread_bps":4.845352499394331},"raw_file":"1790963101-okx.json","request_at":1790963101.2555332,"response_at":1790963101.5295064,"sequence":null,"sha256":"bd240d83a85b673556eb2706e5ba9fe113ca7833f1ee91536b392654cc3fe0b7","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790964001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 18:00:01 GMT"},"metrics":{"ask":"61.92000","ask_levels":100,"bid":"61.90000","bid_levels":100,"depth_1pct_eur":{"buy":"260031.01774000","sell":"487686.82092000"},"mid":"61.91000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614987080103359173126614987","mid_cost_bps":1.6152479405588758,"side":"buy","target_ltc":null,"vwap":"61.92000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.615508885298869143780290792","mid_cost_bps":1.6152479405588758,"side":"sell","target_ltc":"1.615508885298869143780290792","vwap":"61.89999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.14987080103359173126614987","mid_cost_bps":1.6152479405588758,"side":"buy","target_ltc":null,"vwap":"61.92000000000000000000000000"},{"budget_eur":1000,"eur":"999.9407291114701130856219712","filled_fraction":1.0,"full":true,"impact_bps":0.5927088852988691,"ltc":"16.15508885298869143780290792","mid_cost_bps":2.2078610886771117,"side":"sell","target_ltc":"16.15508885298869143780290792","vwap":"61.89633113200000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.819207559161291,"ltc":"161.4693333871488537294155634","mid_cost_bps":3.4347493468465053,"side":"buy","target_ltc":null,"vwap":"61.93126453320632671441060569"},{"budget_eur":10000,"eur":"9997.138723344103392568659130","filled_fraction":1.0,"full":true,"impact_bps":2.8612766558966074,"ltc":"161.5508885298869143780290792","mid_cost_bps":4.476062429332902,"side":"sell","target_ltc":"161.5508885298869143780290792","vwap":"61.88228869750000000000000000"}],"spread_bps":3.2304958811177515},"raw_file":"1790964001-kraken.json","request_at":1790964001.3065934,"response_at":1790964001.527834,"sequence":null,"sha256":"f3caf32c4b1b709db111dd524b91ca905bd1e88ce5b12a52e797b73f37003842","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 18:00:02 GMT"},"metrics":{"ask":"61.927","ask_levels":628,"bid":"61.895","bid_levels":232,"depth_1pct_eur":{"buy":"67188.43991295971","sell":"98244.38874395967"},"mid":"61.911","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614804527911896264957126940","mid_cost_bps":2.5843549611539145,"side":"buy","target_ltc":null,"vwap":"61.92699999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.615639389288310849018499071","mid_cost_bps":2.5843549611539145,"side":"sell","target_ltc":"1.615639389288310849018499071","vwap":"61.89500000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.417481240128566,"ltc":"16.14414246296474462452379415","mid_cost_bps":5.002460964246122,"side":"buy","target_ltc":null,"vwap":"61.94197073607574416980270333"},{"budget_eur":1000,"eur":"999.9898081241571168915098150","filled_fraction":1.0,"full":true,"impact_bps":0.10191875842883108,"ltc":"16.15639389288310849018499071","mid_cost_bps":2.6862473801578477,"side":"sell","target_ltc":"16.15639389288310849018499071","vwap":"61.89436917384470475000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.718115787787282,"ltc":"161.3397948898868380752800838","mid_cost_bps":11.304723819520005,"side":"buy","target_ltc":null,"vwap":"61.98098867563903029810389914"},{"budget_eur":10000,"eur":"9995.078691653329094434122304","filled_fraction":1.0,"full":true,"impact_bps":4.921308346670906,"ltc":"161.5639389288310849018499071","mid_cost_bps":7.504391467060711,"side":"sell","target_ltc":"161.5639389288310849018499071","vwap":"61.86453956198828043000000000"}],"spread_bps":5.168709922307829},"raw_file":"1790964001-coinbase.json","request_at":1790964001.3081586,"response_at":1790964002.2085192,"sequence":10016332180,"sha256":"419c6787a85ed42d9e1382b5a2f5a7d6021b35f61c2247a94dc464d9088d8e45","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790964001.451,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 18:00:01 GMT"},"metrics":{"ask":"61.91","ask_levels":100,"bid":"61.88","bid_levels":100,"depth_1pct_eur":{"buy":"66618.92577666","sell":"76823.12452203"},"mid":"61.895","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.615247940558875787433371022","mid_cost_bps":2.423459083932466,"side":"buy","target_ltc":null,"vwap":"61.91000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.616031027795733678086619263","mid_cost_bps":2.423459083932466,"side":"sell","target_ltc":"1.616031027795733678086619263","vwap":"61.88000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.7697153774560808,"ltc":"16.14639267511297611362169141","mid_cost_bps":6.194088036486081,"side":"buy","target_ltc":null,"vwap":"61.93333830790183059476198634"},{"budget_eur":1000,"eur":"999.8410185916612798965740142","filled_fraction":1.0,"full":true,"impact_bps":1.589814083387201,"ltc":"16.16031027795733678086619263","mid_cost_bps":4.012887882381452,"side":"sell","target_ltc":"16.16031027795733678086619263","vwap":"61.87016223045200000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.871550124464228,"ltc":"161.2849383513862024500322373","mid_cost_bps":17.298613267720825,"side":"buy","target_ltc":null,"vwap":"62.00206976682055803992663171"},{"budget_eur":10000,"eur":"9989.965042369838396897220426","filled_fraction":1.0,"full":true,"impact_bps":10.034957630161603,"ltc":"161.6031027795733678086619263","mid_cost_bps":12.4559847831715,"side":"sell","target_ltc":"161.6031027795733678086619263","vwap":"61.81790368218456000000000000"}],"spread_bps":4.846918167864932},"raw_file":"1790964001-okx.json","request_at":1790964001.3084836,"response_at":1790964001.5840821,"sequence":null,"sha256":"2c8286d89f11091bc3fd4d3ee55ee2c9c8c9c0e89b3935a5e52b66de58ca7b36","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790964901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 18:15:01 GMT"},"metrics":{"ask":"61.97000","ask_levels":100,"bid":"61.95000","bid_levels":100,"depth_1pct_eur":{"buy":"234281.72786000","sell":"531396.93918000"},"mid":"61.96000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613684040664837824753913184","mid_cost_bps":1.6139444803098772,"side":"buy","target_ltc":null,"vwap":"61.96999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614205004035512510088781275","mid_cost_bps":1.6139444803098772,"side":"sell","target_ltc":"1.614205004035512510088781275","vwap":"61.95000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.19315660276941443,"ltc":"16.13652871894159406260083898","mid_cost_bps":1.8071322574825792,"side":"buy","target_ltc":null,"vwap":"61.97119699146736206121920381"},{"budget_eur":1000,"eur":"999.9960694995964487489911217","filled_fraction":1.0,"full":true,"impact_bps":0.03930500403551251,"ltc":"16.14205004035512510088781275","mid_cost_bps":1.6532431407359587,"side":"sell","target_ltc":"16.14205004035512510088781275","vwap":"61.94975650550000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7022685126177977,"ltc":"161.3409395063719954831424423","mid_cost_bps":3.3164877296146695,"side":"buy","target_ltc":null,"vwap":"61.98054895797269249195805628"},{"budget_eur":10000,"eur":"9997.725489991928974979822436","filled_fraction":1.0,"full":true,"impact_bps":2.274510008071025,"ltc":"161.4205004035512510088781275","mid_cost_bps":3.8880873950936086,"side":"sell","target_ltc":"161.4205004035512510088781275","vwap":"61.93590941050000000000000000"}],"spread_bps":3.2278889606197545},"raw_file":"1790964901-kraken.json","request_at":1790964901.6428108,"response_at":1790964901.854854,"sequence":null,"sha256":"7dc2f120a1fb569493fd9f16a0e86c248baa25176c34cdcae73065572564c283","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 18:15:01 GMT"},"metrics":{"ask":"62.005","ask_levels":628,"bid":"61.924","bid_levels":236,"depth_1pct_eur":{"buy":"70501.47832069720","sell":"97265.74477948508"},"mid":"61.9645","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612773163454560116119667769","mid_cost_bps":6.536000451871637,"side":"buy","target_ltc":null,"vwap":"62.00499999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614882759511659453523674181","mid_cost_bps":6.536000451871637,"side":"sell","target_ltc":"1.614882759511659453523674181","vwap":"61.92400000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.14348012279476818,"ltc":"16.12750023697416379060090959","mid_cost_bps":6.679574353281146,"side":"buy","target_ltc":null,"vwap":"62.00588964850138896010580628"},{"budget_eur":1000,"eur":"999.9333503145762689748724241","filled_fraction":1.0,"full":true,"impact_bps":0.6664968542373102,"ltc":"16.14882759511659453523674181","mid_cost_bps":7.202061683734899,"side":"sell","target_ltc":"16.14882759511659453523674181","vwap":"61.91987278487982088000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.142821305327392,"ltc":"161.2105297037460322575447529","mid_cost_bps":10.681529505391394,"side":"buy","target_ltc":null,"vwap":"62.03068756350368249816274298"},{"budget_eur":10000,"eur":"9995.085612391140357858019506","filled_fraction":1.0,"full":true,"impact_bps":4.914387608859642,"ltc":"161.4882759511659453523674181","mid_cost_bps":11.44717601676806,"side":"sell","target_ltc":"161.4882759511659453523674181","vwap":"61.89356814617089755200000000"}],"spread_bps":13.072000903743273},"raw_file":"1790964901-coinbase.json","request_at":1790964901.6438608,"response_at":1790964901.7632043,"sequence":10016372436,"sha256":"53f7283da7da83e34db9f4dcdffc2312388996e4577892846cca2b5e141d444d","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790964901.759,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 18:15:01 GMT"},"metrics":{"ask":"61.98","ask_levels":100,"bid":"61.96","bid_levels":100,"depth_1pct_eur":{"buy":"74578.88043411","sell":"68678.01228606"},"mid":"61.97","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613423685059696676347208777","mid_cost_bps":1.6136840406648378,"side":"buy","target_ltc":null,"vwap":"61.98000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613944480309877340219496449","mid_cost_bps":1.6136840406648378,"side":"sell","target_ltc":"1.613944480309877340219496449","vwap":"61.96000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.584777065752268,"ltc":"16.12845515898097387939374395","mid_cost_bps":5.19903957617114,"side":"buy","target_ltc":null,"vwap":"62.00221844825353255558205849"},{"budget_eur":1000,"eur":"999.7309507059070367979341509","filled_fraction":1.0,"full":true,"impact_bps":2.690492940929632,"ltc":"16.13944480309877340219496449","mid_cost_bps":4.30374282104244,"side":"sell","target_ltc":"16.13944480309877340219496449","vwap":"61.94332970573800000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.097246109686186,"ltc":"161.1957247879471479213664196","mid_cost_bps":10.712398158437143,"side":"buy","target_ltc":null,"vwap":"62.03638473138783497476863838"},{"budget_eur":10000,"eur":"9985.902645795041962556488055","filled_fraction":1.0,"full":true,"impact_bps":14.097354204958037,"ltc":"161.3944480309877340219496449","mid_cost_bps":15.708763378073261,"side":"sell","target_ltc":"161.3944480309877340219496449","vwap":"61.87265279334608000000000000"}],"spread_bps":3.2273680813296757},"raw_file":"1790964901-okx.json","request_at":1790964901.6440697,"response_at":1790964901.8888187,"sequence":null,"sha256":"ac8a68b8a4106dbc170e5ba8f71621de547003105eae41949ffff04cdae1b5a0","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790965802,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 18:30:02 GMT"},"metrics":{"ask":"61.52000","ask_levels":100,"bid":"61.50000","bid_levels":100,"depth_1pct_eur":{"buy":"252979.88406000","sell":"412752.70751000"},"mid":"61.51000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625487646293888166449934980","mid_cost_bps":1.6257519102584945,"side":"buy","target_ltc":null,"vwap":"61.52000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.626016260162601626016260163","mid_cost_bps":1.6257519102584945,"side":"sell","target_ltc":"1.626016260162601626016260163","vwap":"61.49999999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.25487646293888166449934980","mid_cost_bps":1.6257519102584945,"side":"buy","target_ltc":null,"vwap":"61.52000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"16.26016260162601626016260163","mid_cost_bps":1.6257519102584945,"side":"sell","target_ltc":"16.26016260162601626016260163","vwap":"61.49999999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.398391779311989,"ltc":"162.4773007469957778499512829","mid_cost_bps":6.0248587589542115,"side":"buy","target_ltc":null,"vwap":"61.54705890622632735752436052"},{"budget_eur":10000,"eur":"9995.491504959349593495934962","filled_fraction":1.0,"full":true,"impact_bps":4.5084950406504065,"ltc":"162.6016260162601626016260163","mid_cost_bps":6.133513981466428,"side":"sell","target_ltc":"162.6016260162601626016260163","vwap":"61.47227275550000000000000000"}],"spread_bps":3.251503820516989},"raw_file":"1790965802-kraken.json","request_at":1790965802.0317347,"response_at":1790965802.26705,"sequence":null,"sha256":"8468d911b690eeb927af874ed8b8029372a239a1bf5c0b6c676c3122af05674f","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 18:30:02 GMT"},"metrics":{"ask":"61.549","ask_levels":637,"bid":"61.448","bid_levels":228,"depth_1pct_eur":{"buy":"72045.53206040903","sell":"88468.09917005790"},"mid":"61.4985","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.624721766397504427366813433","mid_cost_bps":8.21158239631861,"side":"buy","target_ltc":null,"vwap":"61.54900000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.627392266631948964978518422","mid_cost_bps":8.21158239631861,"side":"sell","target_ltc":"1.627392266631948964978518422","vwap":"61.44800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.5121538807680268,"ltc":"16.24638559903174448451765929","mid_cost_bps":8.724156836465788,"side":"buy","target_ltc":null,"vwap":"61.55215225592073912806821819"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.27392266631948964978518422","mid_cost_bps":8.21158239631861,"side":"sell","target_ltc":"16.27392266631948964978518422","vwap":"61.44800000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.630628085410507,"ltc":"162.3969766396491114176742676","mid_cost_bps":12.846012960136122,"side":"buy","target_ltc":null,"vwap":"61.57750105280289312932605161"},{"budget_eur":10000,"eur":"9999.137452398654440828017185","filled_fraction":1.0,"full":true,"impact_bps":0.8625476013455592,"ltc":"162.7392266631948964978518422","mid_cost_bps":9.07342170959425,"side":"sell","target_ltc":"162.7392266631948964978518422","vwap":"61.44269981749925180800000000"}],"spread_bps":16.42316479263722},"raw_file":"1790965802-coinbase.json","request_at":1790965802.0328846,"response_at":1790965802.5674226,"sequence":10016432172,"sha256":"41ebee3ff2e496d2cbe8f349ebbc239cc904205b858dd9c1b873a4a296fa0210","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790965802.159,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 18:30:02 GMT"},"metrics":{"ask":"61.53","ask_levels":100,"bid":"61.51","bid_levels":100,"depth_1pct_eur":{"buy":"79821.47399340","sell":"76986.60411084"},"mid":"61.52","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625223468226881196164472615","mid_cost_bps":1.625487646293888,"side":"buy","target_ltc":null,"vwap":"61.53000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625751910258494553731100634","mid_cost_bps":1.625487646293888,"side":"sell","target_ltc":"1.625751910258494553731100634","vwap":"61.51000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.2504835030524877,"ltc":"16.24695363679168696216918331","mid_cost_bps":4.876499511424245,"side":"buy","target_ltc":null,"vwap":"61.55000022499428195576108356"},{"budget_eur":1000,"eur":"999.9096633589741505446268899","filled_fraction":1.0,"full":true,"impact_bps":0.9033664102584945,"ltc":"16.25751910258494553731100634","mid_cost_bps":2.5287072154583874,"side":"sell","target_ltc":"16.25751910258494553731100634","vwap":"61.50444339321050000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.421396695123592,"ltc":"162.3369353689761479798799286","mid_cost_bps":13.048740875340615,"side":"buy","target_ltc":null,"vwap":"61.60027585386509546298165672"},{"budget_eur":10000,"eur":"9992.378325067932043570151195","filled_fraction":1.0,"full":true,"impact_bps":7.621674932067957,"ltc":"162.5751910258494553731100634","mid_cost_bps":9.24592368451723,"side":"sell","target_ltc":"162.5751910258494553731100634","vwap":"61.46311907749285000000000000"}],"spread_bps":3.250975292587776},"raw_file":"1790965802-okx.json","request_at":1790965802.0332026,"response_at":1790965802.2882721,"sequence":null,"sha256":"2f56631b9b4c02e752db8a78f97cc757fbe831db524cc6c2bb5d8f31c225f197","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790966701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 18:45:02 GMT"},"metrics":{"ask":"60.52000","ask_levels":100,"bid":"60.47000","bid_levels":100,"depth_1pct_eur":{"buy":"209538.70535000","sell":"757678.29004000"},"mid":"60.49500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.652346331791143423661599471","mid_cost_bps":4.132572939912389,"side":"buy","target_ltc":null,"vwap":"60.52000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.653712584752769968579460890","mid_cost_bps":4.132572939912389,"side":"sell","target_ltc":"1.653712584752769968579460890","vwap":"60.46999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.52346331791143423661599471","mid_cost_bps":4.132572939912389,"side":"buy","target_ltc":null,"vwap":"60.52000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.53712584752769968579460890","mid_cost_bps":4.132572939912389,"side":"sell","target_ltc":"16.53712584752769968579460890","vwap":"60.46999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.8724558735794887,"ltc":"165.1706715653896961690885073","mid_cost_bps":8.006629134127294,"side":"buy","target_ltc":null,"vwap":"60.54343610294690306563098320"},{"budget_eur":10000,"eur":"9997.142037076236150157102697","filled_fraction":1.0,"full":true,"impact_bps":2.85796292376385,"ltc":"165.3712584752769968579460890","mid_cost_bps":6.989354789652038,"side":"sell","target_ltc":"165.3712584752769968579460890","vwap":"60.45271789820000000000000000"}],"spread_bps":8.265145879824779},"raw_file":"1790966701-kraken.json","request_at":1790966701.9083335,"response_at":1790966702.1263466,"sequence":null,"sha256":"b94a8bacbeb0c0d67d67ef02e760b51618cc7fa450138e4cd68dac34e552a03d","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 18:45:02 GMT"},"metrics":{"ask":"60.534","ask_levels":634,"bid":"60.402","bid_levels":222,"depth_1pct_eur":{"buy":"74975.07793346800","sell":"83618.90023522579"},"mid":"60.468","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.651964185416460171143489609","mid_cost_bps":10.91486406032943,"side":"buy","target_ltc":null,"vwap":"60.53400000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.655574318731167842124432966","mid_cost_bps":10.91486406032943,"side":"sell","target_ltc":"1.655574318731167842124432966","vwap":"60.40199999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.14739921801616865,"ltc":"16.51939835952457256132815726","mid_cost_bps":11.062424162588323,"side":"buy","target_ltc":null,"vwap":"60.53489226642633907525086255"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.55574318731167842124432966","mid_cost_bps":10.91486406032943,"side":"sell","target_ltc":"16.55574318731167842124432966","vwap":"60.40199999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.9294064116676666,"ltc":"165.1645515871647680369820043","mid_cost_bps":12.846376392867144,"side":"buy","target_ltc":null,"vwap":"60.54567946877238905264118303"},{"budget_eur":10000,"eur":"9982.762252630502358531174466","filled_fraction":1.0,"full":true,"impact_bps":17.23774736949764,"ltc":"165.5574318731167842124432966","mid_cost_bps":28.133796662902636,"side":"sell","target_ltc":"165.5574318731167842124432966","vwap":"60.29788055833876034600000000"}],"spread_bps":21.82972812065886},"raw_file":"1790966701-coinbase.json","request_at":1790966701.9094193,"response_at":1790966702.0388758,"sequence":10016568909,"sha256":"32721af78b3d79031a5770f363ee6fb402c04aa45aa0c450188775ab8e02eee1","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790966702.059,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 18:45:02 GMT"},"metrics":{"ask":"60.48","ask_levels":100,"bid":"60.42","bid_levels":100,"depth_1pct_eur":{"buy":"74227.12494296","sell":"80355.35968736"},"mid":"60.45","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.653439153439153439153439153","mid_cost_bps":4.962779156327543,"side":"buy","target_ltc":null,"vwap":"60.48000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.655081098973849718636213174","mid_cost_bps":4.962779156327543,"side":"sell","target_ltc":"1.655081098973849718636213174","vwap":"60.42000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.5093309254965055,"ltc":"16.52528720680541790551701354","mid_cost_bps":10.474844241092285,"side":"buy","target_ltc":null,"vwap":"60.51332043343740286704345640"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.55081098973849718636213174","mid_cost_bps":4.962779156327543,"side":"sell","target_ltc":"16.55081098973849718636213174","vwap":"60.42000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":16.102471446693528,"ltc":"165.0780988066644671725503134","mid_cost_bps":21.07324190398717,"side":"buy","target_ltc":null,"vwap":"60.57738774730960245320685493"},{"budget_eur":10000,"eur":"9994.984592540261502813637866","filled_fraction":1.0,"full":true,"impact_bps":5.015407459738497,"ltc":"165.5081098973849718636213174","mid_cost_bps":9.975697580105873,"side":"sell","target_ltc":"165.5081098973849718636213174","vwap":"60.38969690812826000000000000"}],"spread_bps":9.925558312655086},"raw_file":"1790966701-okx.json","request_at":1790966701.9097362,"response_at":1790966702.1976469,"sequence":null,"sha256":"22c387f6a0711cb959aabca0991c3cec324b4ff327db359dbc3d4f27ac8126f1","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790967601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 19:00:01 GMT"},"metrics":{"ask":"60.87000","ask_levels":100,"bid":"60.84000","bid_levels":100,"depth_1pct_eur":{"buy":"241150.15951000","sell":"416588.50442000"},"mid":"60.85500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.642845408247083949400361426","mid_cost_bps":2.464875523786049,"side":"buy","target_ltc":null,"vwap":"60.87000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.643655489809335963182117028","mid_cost_bps":2.464875523786049,"side":"sell","target_ltc":"1.643655489809335963182117028","vwap":"60.84000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.42845408247083949400361426","mid_cost_bps":2.464875523786049,"side":"buy","target_ltc":null,"vwap":"60.87000000000000000000000000"},{"budget_eur":1000,"eur":"999.9856344510190664036817881","filled_fraction":1.0,"full":true,"impact_bps":0.14365548980933596,"ltc":"16.43655489809335963182117028","mid_cost_bps":2.608495604305316,"side":"sell","target_ltc":"16.43655489809335963182117028","vwap":"60.83912600000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.191585780979549,"ltc":"164.2321247333005087805678648","mid_cost_bps":5.657247990932958,"side":"buy","target_ltc":null,"vwap":"60.88942718264882251420117723"},{"budget_eur":10000,"eur":"9996.636503530571992110453647","filled_fraction":1.0,"full":true,"impact_bps":3.363496469428008,"ltc":"164.3655489809335963182117028","mid_cost_bps":5.827542933201873,"side":"sell","target_ltc":"164.3655489809335963182117028","vwap":"60.81953648748000000000000000"}],"spread_bps":4.929751047572098},"raw_file":"1790967601-kraken.json","request_at":1790967601.725985,"response_at":1790967601.9255939,"sequence":null,"sha256":"25b54347290e0386acf1814bc61b8359da476cee0ff903b80341f4ffbc95a673","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 19:00:01 GMT"},"metrics":{"ask":"60.895","ask_levels":633,"bid":"60.818","bid_levels":222,"depth_1pct_eur":{"buy":"69671.25355759140","sell":"95973.36560695796"},"mid":"60.8565","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.642170949995894572625010264","mid_cost_bps":6.326357907536582,"side":"buy","target_ltc":null,"vwap":"60.89499999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.644250057548752014206320497","mid_cost_bps":6.326357907536582,"side":"sell","target_ltc":"1.644250057548752014206320497","vwap":"60.81800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.42170949995894572625010264","mid_cost_bps":6.326357907536582,"side":"buy","target_ltc":null,"vwap":"60.89499999999999999999999998"},{"budget_eur":1000,"eur":"999.4701302812817238317603340","filled_fraction":1.0,"full":true,"impact_bps":5.2986971871827615,"ltc":"16.44250057548752014206320497","mid_cost_bps":11.621702949234367,"side":"sell","target_ltc":"16.44250057548752014206320497","vwap":"60.78577438344699188000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.176715826080862,"ltc":"164.0665358020269849336852632","mid_cost_bps":15.508879252490598,"side":"buy","target_ltc":null,"vwap":"60.95088161102291940560143392"},{"budget_eur":10000,"eur":"9989.863253761298486303397019","filled_fraction":1.0,"full":true,"impact_bps":10.136746238701514,"ltc":"164.4250057548752014206320497","mid_cost_bps":16.456691277765707,"side":"sell","target_ltc":"164.4250057548752014206320497","vwap":"60.75635033672546513400000000"}],"spread_bps":12.652715815073163},"raw_file":"1790967601-coinbase.json","request_at":1790967601.727069,"response_at":1790967601.8543131,"sequence":10016674047,"sha256":"ecc4a2076ff279f0a8f4fc157302ce33a0206602527b27bb3632c7d55b5783a1","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790967601.909,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 19:00:02 GMT"},"metrics":{"ask":"60.9","ask_levels":100,"bid":"60.81","bid_levels":100,"depth_1pct_eur":{"buy":"78765.89072280","sell":"71227.76328431"},"mid":"60.855","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.642036124794745484400656814","mid_cost_bps":7.394626571358146,"side":"buy","target_ltc":null,"vwap":"60.90000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.644466370662719947377076139","mid_cost_bps":7.394626571358146,"side":"sell","target_ltc":"1.644466370662719947377076139","vwap":"60.80999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.42036124794745484400656814","mid_cost_bps":7.394626571358146,"side":"buy","target_ltc":null,"vwap":"60.90000000000000000000000000"},{"budget_eur":1000,"eur":"999.9958967529337280052622925","filled_fraction":1.0,"full":true,"impact_bps":0.04103247066271995,"ltc":"16.44466370662719947377076139","mid_cost_bps":7.4356287000410815,"side":"sell","target_ltc":"16.44466370662719947377076139","vwap":"60.80975048154590000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.454874795312438,"ltc":"164.0485066703819046058023275","mid_cost_bps":16.856492893509614,"side":"buy","target_ltc":null,"vwap":"60.95758018750345275159357063"},{"budget_eur":10000,"eur":"9994.311998926686400263114621","filled_fraction":1.0,"full":true,"impact_bps":5.6880010733135995,"ltc":"164.4466370662719947377076139","mid_cost_bps":13.078421580284282,"side":"sell","target_ltc":"164.4466370662719947377076139","vwap":"60.77541126547318000000000000"}],"spread_bps":14.789253142716293},"raw_file":"1790967601-okx.json","request_at":1790967601.7273242,"response_at":1790967602.0412407,"sequence":null,"sha256":"42c38b27b56e105d887d192dea1cc7fc7369c1c73603c07e62276e075a9bc230","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790968501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 19:15:02 GMT"},"metrics":{"ask":"60.49000","ask_levels":100,"bid":"60.45000","bid_levels":100,"depth_1pct_eur":{"buy":"197099.16183000","sell":"369452.60506000"},"mid":"60.47000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.653165812530996858984956191","mid_cost_bps":3.30742516950554,"side":"buy","target_ltc":null,"vwap":"60.49000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.654259718775847808105872622","mid_cost_bps":3.30742516950554,"side":"sell","target_ltc":"1.654259718775847808105872622","vwap":"60.45000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.53165812530996858984956191","mid_cost_bps":3.30742516950554,"side":"buy","target_ltc":null,"vwap":"60.49000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.54259718775847808105872622","mid_cost_bps":3.30742516950554,"side":"sell","target_ltc":"16.54259718775847808105872622","vwap":"60.45000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.9880485350594097,"ltc":"165.2671986120290812954395241","mid_cost_bps":6.296461979258206,"side":"buy","target_ltc":null,"vwap":"60.50807470558857437023166853"},{"budget_eur":10000,"eur":"9998.732100281224152191894127","filled_fraction":1.0,"full":true,"impact_bps":1.2678997187758478,"ltc":"165.4259718775847808105872622","mid_cost_bps":4.574905539937159,"side":"sell","target_ltc":"165.4259718775847808105872622","vwap":"60.44233554620000000000000000"}],"spread_bps":6.61485033901108},"raw_file":"1790968501-kraken.json","request_at":1790968501.8149529,"response_at":1790968502.0349548,"sequence":null,"sha256":"01dceca6a529b8688f6dd30680283f1a87a4b8a8091d1db7357382264accfab8","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 19:15:01 GMT"},"metrics":{"ask":"60.485","ask_levels":646,"bid":"60.382","bid_levels":225,"depth_1pct_eur":{"buy":"58775.68819472874","sell":"73059.65191433795"},"mid":"60.4335","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.653302471687195172356782673","mid_cost_bps":8.521763591385573,"side":"buy","target_ltc":null,"vwap":"60.48500000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.656122685568546917955682157","mid_cost_bps":8.521763591385573,"side":"sell","target_ltc":"1.656122685568546917955682157","vwap":"60.38200000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.1198025940216176,"ltc":"16.53117355176940242995288867","mid_cost_bps":9.642520454704718,"side":"buy","target_ltc":null,"vwap":"60.49177312598993975468332993"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.56122685568546917955682157","mid_cost_bps":8.521763591385573,"side":"sell","target_ltc":"16.56122685568546917955682157","vwap":"60.38200000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.430739641431304,"ltc":"165.1249845995343007915567282","mid_cost_bps":20.96309641526591,"side":"buy","target_ltc":null,"vwap":"60.56018732872119723608538475"},{"budget_eur":10000,"eur":"9997.478227965549196780497500","filled_fraction":1.0,"full":true,"impact_bps":2.521772034450803,"ltc":"165.6122685568546917955682157","mid_cost_bps":11.04138663132548,"side":"sell","target_ltc":"165.6122685568546917955682157","vwap":"60.36677303610157916000000000"}],"spread_bps":17.043527182771147},"raw_file":"1790968501-coinbase.json","request_at":1790968501.8160205,"response_at":1790968501.9564667,"sequence":10016740903,"sha256":"82d51a535e7e1037fa31a2f436f1b7217738ea26e247db494e22a4ed5de81a83","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790968501.903,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 19:15:02 GMT"},"metrics":{"ask":"60.48","ask_levels":100,"bid":"60.46","bid_levels":100,"depth_1pct_eur":{"buy":"80116.85443707","sell":"78260.84466173"},"mid":"60.47","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.653439153439153439153439153","mid_cost_bps":1.65371258475277,"side":"buy","target_ltc":null,"vwap":"60.48000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.653986106516705259675818723","mid_cost_bps":1.65371258475277,"side":"sell","target_ltc":"1.653986106516705259675818723","vwap":"60.46000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.8584918284964766,"ltc":"16.52801421361308442094829010","mid_cost_bps":5.512842496898742,"side":"buy","target_ltc":null,"vwap":"60.50333615857874669083078954"},{"budget_eur":1000,"eur":"999.7242376280449884220972543","filled_fraction":1.0,"full":true,"impact_bps":2.7576237195501156,"ltc":"16.53986106516705259675818723","mid_cost_bps":4.410880272597982,"side":"sell","target_ltc":"16.53986106516705259675818723","vwap":"60.44332740699160000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.544816917330941,"ltc":"165.1202629707872586235352368","mid_cost_bps":15.200769425503147,"side":"buy","target_ltc":null,"vwap":"60.56191905271601752808125603"},{"budget_eur":10000,"eur":"9986.147264298766126364538537","filled_fraction":1.0,"full":true,"impact_bps":13.852735701233874,"ltc":"165.3986106516705259675818723","mid_cost_bps":15.504157441650404,"side":"sell","target_ltc":"165.3986106516705259675818723","vwap":"60.37624635995034000000000000"}],"spread_bps":3.30742516950554},"raw_file":"1790968501-okx.json","request_at":1790968501.816337,"response_at":1790968502.0316775,"sequence":null,"sha256":"aae36a4ad4f65d9c14d1fb0d25469128a003559275d513885b77e7d51ca830f7","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790969401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 19:30:01 GMT"},"metrics":{"ask":"60.80000","ask_levels":100,"bid":"60.78000","bid_levels":100,"depth_1pct_eur":{"buy":"270594.57003000","sell":"455393.74634000"},"mid":"60.79000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.644736842105263157894736842","mid_cost_bps":1.6450074025333115,"side":"buy","target_ltc":null,"vwap":"60.80000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.645278051990786442908851596","mid_cost_bps":1.6450074025333115,"side":"sell","target_ltc":"1.645278051990786442908851596","vwap":"60.78000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.44736842105263157894736842","mid_cost_bps":1.6450074025333115,"side":"buy","target_ltc":null,"vwap":"60.80000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.45278051990786442908851596","mid_cost_bps":1.6450074025333115,"side":"sell","target_ltc":"16.45278051990786442908851596","vwap":"60.78000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.282409917665132,"ltc":"164.4032799868550772264212948","mid_cost_bps":5.928121779799967,"side":"buy","target_ltc":null,"vwap":"60.82603705229940400018364945"},{"budget_eur":10000,"eur":"9996.415405844027640671273446","filled_fraction":1.0,"full":true,"impact_bps":3.5845941559723595,"ltc":"164.5278051990786442908851596","mid_cost_bps":5.229011890113505,"side":"sell","target_ltc":"164.5278051990786442908851596","vwap":"60.75821283672000000000000000"}],"spread_bps":3.290014805066623},"raw_file":"1790969401-kraken.json","request_at":1790969401.7681136,"response_at":1790969401.9939458,"sequence":null,"sha256":"bcbcabb482ec840c93450e7cafc4591eb8e9afe2c30d2d32851d67c61d4f8943","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 19:30:01 GMT"},"metrics":{"ask":"60.842","ask_levels":633,"bid":"60.758","bid_levels":230,"depth_1pct_eur":{"buy":"67688.83783841192","sell":"98968.69643416738"},"mid":"60.800","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.643601459518096052069294238","mid_cost_bps":6.907894736842105,"side":"buy","target_ltc":null,"vwap":"60.84199999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.645873794397445603871095164","mid_cost_bps":6.907894736842105,"side":"sell","target_ltc":"1.645873794397445603871095164","vwap":"60.75800000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.12832135790312185,"ltc":"16.43580368871620400046020084","mid_cost_bps":7.036304737788515,"side":"buy","target_ltc":null,"vwap":"60.84278073280575417396295252"},{"budget_eur":1000,"eur":"999.9871450946160255439612888","filled_fraction":1.0,"full":true,"impact_bps":0.12854905383974455,"ltc":"16.45873794397445603871095164","mid_cost_bps":7.036354990348605,"side":"sell","target_ltc":"16.45873794397445603871095164","vwap":"60.75721896165868048000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.107787122706556,"ltc":"164.2269942009312937005547714","mid_cost_bps":15.0212826335479,"side":"buy","target_ltc":null,"vwap":"60.89132939841197123068853788"},{"budget_eur":10000,"eur":"9996.332616226769706705289836","filled_fraction":1.0,"full":true,"impact_bps":3.667383773230293,"ltc":"164.5873794397445603871095164","mid_cost_bps":10.57274511996589,"side":"sell","target_ltc":"164.5873794397445603871095164","vwap":"60.73571770967060738400000000"}],"spread_bps":13.81578947368421},"raw_file":"1790969401-coinbase.json","request_at":1790969401.7691257,"response_at":1790969401.8855288,"sequence":10016803798,"sha256":"8bae59838007f8f052493740f5de7b456991734ea966afeff07c0d799f852c04","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790969401.953,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 19:30:02 GMT"},"metrics":{"ask":"60.8","ask_levels":100,"bid":"60.77","bid_levels":100,"depth_1pct_eur":{"buy":"80100.06588238","sell":"71659.50818508"},"mid":"60.785","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.644736842105263157894736842","mid_cost_bps":2.4677140741959365,"side":"buy","target_ltc":null,"vwap":"60.80000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.645548790521638966595359552","mid_cost_bps":2.4677140741959365,"side":"sell","target_ltc":"1.645548790521638966595359552","vwap":"60.77000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.8395194480009693,"ltc":"16.44105584568611339359079704","mid_cost_bps":6.3081810058149035,"side":"buy","target_ltc":null,"vwap":"60.82334427824384589259405481"},{"budget_eur":1000,"eur":"999.9085131209478361033404638","filled_fraction":1.0,"full":true,"impact_bps":0.9148687905216389,"ltc":"16.45548790521638966595359552","mid_cost_bps":3.3823571012585343,"side":"sell","target_ltc":"16.45548790521638966595359552","vwap":"60.76444034236000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.563801745047817,"ltc":"164.2344963460781096160157532","mid_cost_bps":17.03510974909776,"side":"buy","target_ltc":null,"vwap":"60.88854791460989072872736090"},{"budget_eur":10000,"eur":"9990.552334495305249300641762","filled_fraction":1.0,"full":true,"impact_bps":9.44766550469475,"ltc":"164.5548790521638966595359552","mid_cost_bps":11.913048165177264,"side":"sell","target_ltc":"164.5548790521638966595359552","vwap":"60.71258653672797000000000000"}],"spread_bps":4.935428148391873},"raw_file":"1790969401-okx.json","request_at":1790969401.7693584,"response_at":1790969402.0781305,"sequence":null,"sha256":"25bc1b335a2def74fe49be130491184fff453a68e124d8d4390329faebc059c4","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790970301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 19:45:01 GMT"},"metrics":{"ask":"61.22000","ask_levels":100,"bid":"61.18000","bid_levels":100,"depth_1pct_eur":{"buy":"596166.85622000","sell":"447940.47198000"},"mid":"61.20000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.633453119895459000326690624","mid_cost_bps":3.2679738562091503,"side":"buy","target_ltc":null,"vwap":"61.22000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.634521085322000653808434129","mid_cost_bps":3.2679738562091503,"side":"sell","target_ltc":"1.634521085322000653808434129","vwap":"61.17999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.33453119895459000326690624","mid_cost_bps":3.2679738562091503,"side":"buy","target_ltc":null,"vwap":"61.22000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.34521085322000653808434129","mid_cost_bps":3.2679738562091503,"side":"sell","target_ltc":"16.34521085322000653808434129","vwap":"61.17999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.6089743884048909,"ltc":"163.3353652841280209013716525","mid_cost_bps":3.877147255852082,"side":"buy","target_ltc":null,"vwap":"61.22372814120581474217526889"},{"budget_eur":10000,"eur":"9997.548387829355998692383133","filled_fraction":1.0,"full":true,"impact_bps":2.4516121706440015,"ltc":"163.4521085322000653808434129","mid_cost_bps":5.718784846405229,"side":"sell","target_ltc":"163.4521085322000653808434129","vwap":"61.16500103674000000000000000"}],"spread_bps":6.5359477124183005},"raw_file":"1790970301-kraken.json","request_at":1790970301.2802246,"response_at":1790970301.4719512,"sequence":null,"sha256":"0480e97848cd47a456939f8070d829e45b5b0d9f0b39250be86091f2eb37e7d6","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 19:45:01 GMT"},"metrics":{"ask":"61.238","ask_levels":632,"bid":"61.164","bid_levels":231,"depth_1pct_eur":{"buy":"67116.30502659936","sell":"90443.34567306594"},"mid":"61.201","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.632972990626735033802540906","mid_cost_bps":6.04565284880966,"side":"buy","target_ltc":null,"vwap":"61.23800000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.634948662611993983388921588","mid_cost_bps":6.04565284880966,"side":"sell","target_ltc":"1.634948662611993983388921588","vwap":"61.16399999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.12725851484429418,"ltc":"16.32952209919430428321821062","mid_cost_bps":6.172988299734235,"side":"buy","target_ltc":null,"vwap":"61.23877930569320348863989692"},{"budget_eur":1000,"eur":"999.9778693937194003008305540","filled_fraction":1.0,"full":true,"impact_bps":0.221306062805997,"ltc":"16.34948662611993983388921588","mid_cost_bps":6.2668251176527505,"side":"sell","target_ltc":"16.34948662611993983388921588","vwap":"61.16264640359745340000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.804004282455521,"ltc":"163.2025762175460622859938040","mid_cost_bps":11.853166030767655,"side":"buy","target_ltc":null,"vwap":"61.27354256142490112073210248"},{"budget_eur":10000,"eur":"9994.284109834645232489699824","filled_fraction":1.0,"full":true,"impact_bps":5.715890165354767,"ltc":"163.4948662611993983388921588","mid_cost_bps":11.75808738539826,"side":"sell","target_ltc":"163.4948662611993983388921588","vwap":"61.12903932939262410000000000"}],"spread_bps":12.09130569761932},"raw_file":"1790970301-coinbase.json","request_at":1790970301.2812414,"response_at":1790970301.4127526,"sequence":10016843611,"sha256":"a0f9ec2bfdf1daebc1c2bf74f280898185519da99a1578309e1ba0fa34bb1f4a","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790970301.603,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 19:45:01 GMT"},"metrics":{"ask":"61.19","ask_levels":100,"bid":"61.17","bid_levels":100,"depth_1pct_eur":{"buy":"79926.65507937","sell":"72285.80417144"},"mid":"61.18","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5397204097825192,"ltc":"1.634002372385620915032679739","mid_cost_bps":3.174493165652049,"side":"buy","target_ltc":null,"vwap":"61.19942154918745923505405618"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.634788294915808402811835867","mid_cost_bps":1.6345210853220007,"side":"sell","target_ltc":"1.634788294915808402811835867","vwap":"61.17000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.298582856729167,"ltc":"16.33551767303609341825902336","mid_cost_bps":5.933806554482801,"side":"buy","target_ltc":null,"vwap":"61.21630302850032577418896343"},{"budget_eur":1000,"eur":"999.6364740420336766388752655","filled_fraction":1.0,"full":true,"impact_bps":3.6352595796632334,"ltc":"16.34788294915808402811835867","mid_cost_bps":5.269186474141876,"side":"sell","target_ltc":"16.34788294915808402811835867","vwap":"61.14776311715120000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.778039192579765,"ltc":"163.2168371923327895595432300","mid_cost_bps":14.4146488753507,"side":"buy","target_ltc":null,"vwap":"61.26818882181939558501952420"},{"budget_eur":10000,"eur":"9988.141751921010299166257968","filled_fraction":1.0,"full":true,"impact_bps":11.858248078989702,"ltc":"163.4788294915808402811835867","mid_cost_bps":13.490830908659692,"side":"sell","target_ltc":"163.4788294915808402811835867","vwap":"61.09746309650082000000000000"}],"spread_bps":3.2690421706440014},"raw_file":"1790970301-okx.json","request_at":1790970301.2814775,"response_at":1790970301.7538438,"sequence":null,"sha256":"122079e34e6eaba09dbcc1b4dc29e27fb69ae3041e4031db7a9ea7fdd4295124","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790971201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 20:00:01 GMT"},"metrics":{"ask":"61.03000","ask_levels":100,"bid":"61.00000","bid_levels":100,"depth_1pct_eur":{"buy":"264741.53947000","sell":"779192.75550000"},"mid":"61.01500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.638538423726036375553006718","mid_cost_bps":2.458411865934606,"side":"buy","target_ltc":null,"vwap":"61.03000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.639344262295081967213114754","mid_cost_bps":2.458411865934606,"side":"sell","target_ltc":"1.639344262295081967213114754","vwap":"61.00000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.38538423726036375553006718","mid_cost_bps":2.458411865934606,"side":"buy","target_ltc":null,"vwap":"61.03000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.39344262295081967213114754","mid_cost_bps":2.458411865934606,"side":"sell","target_ltc":"16.39344262295081967213114754","vwap":"61.00000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.702679257703292,"ltc":"163.8423295119554536521454307","mid_cost_bps":3.161263871140407,"side":"buy","target_ltc":null,"vwap":"61.03428845150976319111905643"},{"budget_eur":10000,"eur":"9999.165925737704918032786885","filled_fraction":1.0,"full":true,"impact_bps":0.834074262295082,"ltc":"163.9344262295081967213114754","mid_cost_bps":3.2922810784233385,"side":"sell","target_ltc":"163.9344262295081967213114754","vwap":"60.99491214700000000000000000"}],"spread_bps":4.916823731869212},"raw_file":"1790971201-kraken.json","request_at":1790971201.2505238,"response_at":1790971201.4705734,"sequence":null,"sha256":"9972ce3cc0c2113b9f5becb37e063ea97152a3426e8340ec224c0f6dcba02c8e","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 20:00:01 GMT"},"metrics":{"ask":"61.037","ask_levels":644,"bid":"60.982","bid_levels":229,"depth_1pct_eur":{"buy":"70806.07890066423","sell":"100262.04623085426"},"mid":"61.0095","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.638350508707832953782132149","mid_cost_bps":4.507494734426606,"side":"buy","target_ltc":null,"vwap":"61.03700000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.639828146010298120756944672","mid_cost_bps":4.507494734426606,"side":"sell","target_ltc":"1.639828146010298120756944672","vwap":"60.98200000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.25162552738050614,"ltc":"16.38309284664056356487549148","mid_cost_bps":4.759233681881083,"side":"buy","target_ltc":null,"vwap":"61.03853584673147239534585814"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.39828146010298120756944672","mid_cost_bps":4.507494734426606,"side":"sell","target_ltc":"16.39828146010298120756944672","vwap":"60.98200000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.509460682474117,"ltc":"163.6467023421409537510830650","mid_cost_bps":16.022143300242956,"side":"buy","target_ltc":null,"vwap":"61.10725029516761726677021140"},{"budget_eur":10000,"eur":"9997.983741584777777704896526","filled_fraction":1.0,"full":true,"impact_bps":2.0162584152222225,"ltc":"163.9828146010298120756944672","mid_cost_bps":6.522844322229842,"side":"sell","target_ltc":"163.9828146010298120756944672","vwap":"60.96970445293229184400000000"}],"spread_bps":9.014989468853212},"raw_file":"1790971201-coinbase.json","request_at":1790971201.2515574,"response_at":1790971201.4199107,"sequence":10016890532,"sha256":"500713f95eedb738169ea65e4c3cbb6acfae94ce440414e2b2ca7eb31d72bcb7","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790971201.453,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 20:00:01 GMT"},"metrics":{"ask":"61.04","ask_levels":100,"bid":"61.02","bid_levels":100,"depth_1pct_eur":{"buy":"80869.49037786","sell":"78354.46500933"},"mid":"61.03","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.638269986893840104849279161","mid_cost_bps":1.6385384237260363,"side":"buy","target_ltc":null,"vwap":"61.04000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.638806948541461815798098984","mid_cost_bps":1.6385384237260363,"side":"sell","target_ltc":"1.638806948541461815798098984","vwap":"61.02000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.914364002263746,"ltc":"16.37792674492468893254747872","mid_cost_bps":4.553379955729626,"side":"buy","target_ltc":null,"vwap":"61.05778927786981790452546590"},{"budget_eur":1000,"eur":"999.8177858702917076368403802","filled_fraction":1.0,"full":true,"impact_bps":1.8221412970829236,"ltc":"16.38806948541461815798098984","mid_cost_bps":3.460381155956087,"side":"sell","target_ltc":"16.38806948541461815798098984","vwap":"61.00888129380520000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.516576559586428,"ltc":"163.6221997104316546762589928","mid_cost_bps":14.157165872475103,"side":"buy","target_ltc":null,"vwap":"61.11640118331971555690986257"},{"budget_eur":10000,"eur":"9988.223783434585381842019011","filled_fraction":1.0,"full":true,"impact_bps":11.776216565414618,"ltc":"163.8806948541461815798098984","mid_cost_bps":13.4128254108078,"side":"sell","target_ltc":"163.8806948541461815798098984","vwap":"60.94814152651784000000000000"}],"spread_bps":3.2770768474520726},"raw_file":"1790971201-okx.json","request_at":1790971201.251779,"response_at":1790971201.5902574,"sequence":null,"sha256":"ef4cbddd587ec988de951a42957495009c175cf03149ec8417b917f50a641b84","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790972101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 20:15:01 GMT"},"metrics":{"ask":"61.18000","ask_levels":100,"bid":"61.14000","bid_levels":100,"depth_1pct_eur":{"buy":"623306.85546000","sell":"794592.24854000"},"mid":"61.16000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.634521085322000653808434129","mid_cost_bps":3.2701111837802483,"side":"buy","target_ltc":null,"vwap":"61.17999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.635590448151782793588485443","mid_cost_bps":3.2701111837802483,"side":"sell","target_ltc":"1.635590448151782793588485443","vwap":"61.14000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.34521085322000653808434129","mid_cost_bps":3.2701111837802483,"side":"buy","target_ltc":null,"vwap":"61.17999999999999999999999999"},{"budget_eur":1000,"eur":"999.9817509551848217206411513","filled_fraction":1.0,"full":true,"impact_bps":0.18249044815178278,"ltc":"16.35590448151782793588485443","mid_cost_bps":3.452541955526488,"side":"sell","target_ltc":"16.35590448151782793588485443","vwap":"61.13888425340000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9588506790137011,"ltc":"163.4364374183006535947712418","mid_cost_bps":4.229275417626852,"side":"buy","target_ltc":null,"vwap":"61.18586624845420582381731568"},{"budget_eur":10000,"eur":"9998.509719551848217206411513","filled_fraction":1.0,"full":true,"impact_bps":1.4902804481517828,"ltc":"163.5590448151782793588485443","mid_cost_bps":4.7599042936559846,"side":"sell","target_ltc":"163.5590448151782793588485443","vwap":"61.13088842534000000000000000"}],"spread_bps":6.540222367560497},"raw_file":"1790972101-kraken.json","request_at":1790972101.5762267,"response_at":1790972101.787481,"sequence":null,"sha256":"c5d6ea04dd9014c88bc3f582f0b343d799de73e7dcd619966933c9b7fad804ff","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 20:15:01 GMT"},"metrics":{"ask":"61.227","ask_levels":634,"bid":"61.145","bid_levels":236,"depth_1pct_eur":{"buy":"65932.94055112772","sell":"91199.28717184853"},"mid":"61.186","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.633266369412187433648553743","mid_cost_bps":6.700879286111202,"side":"buy","target_ltc":null,"vwap":"61.22699999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.635456701283833510507809306","mid_cost_bps":6.700879286111202,"side":"sell","target_ltc":"1.635456701283833510507809306","vwap":"61.14499999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1455294397433742,"ltc":"16.33242600924119683804795192","mid_cost_bps":6.846506243375406,"side":"buy","target_ltc":null,"vwap":"61.22789103310071675723894956"},{"budget_eur":1000,"eur":"999.9838545319443233297898440","filled_fraction":1.0,"full":true,"impact_bps":0.1614546805567667,"ltc":"16.35456701283833510507809306","mid_cost_bps":6.862225777835509,"side":"sell","target_ltc":"16.35456701283833510507809306","vwap":"61.14401278535573565000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.089668910741548,"ltc":"163.1946178985373290072228653","mid_cost_bps":14.795968986336298,"side":"buy","target_ltc":null,"vwap":"61.27653061583979727477157741"},{"budget_eur":10000,"eur":"9995.862031309176998936953146","filled_fraction":1.0,"full":true,"impact_bps":4.137968690823001,"ltc":"163.5456701283833510507809306","mid_cost_bps":10.836075174065511,"side":"sell","target_ltc":"163.5456701283833510507809306","vwap":"61.11969839043996276000000000"}],"spread_bps":13.401758572222404},"raw_file":"1790972101-coinbase.json","request_at":1790972101.577268,"response_at":1790972101.7114637,"sequence":10016937858,"sha256":"f14a7d150374dd6d3a4f4db8fa5f09bc990ffa547807ccc3dcb6a34ae98bf825","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790972101.759,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 20:15:01 GMT"},"metrics":{"ask":"61.17","ask_levels":100,"bid":"61.12","bid_levels":100,"depth_1pct_eur":{"buy":"75748.08431551","sell":"69386.85616575"},"mid":"61.145","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.634788294915808402811835867","mid_cost_bps":4.088641753209584,"side":"buy","target_ltc":null,"vwap":"61.17000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.636125654450261780104712042","mid_cost_bps":4.088641753209584,"side":"sell","target_ltc":"1.636125654450261780104712042","vwap":"61.12000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.6332297743724116,"ltc":"16.34194554484561346185263846","mid_cost_bps":7.723357025077446,"side":"buy","target_ltc":null,"vwap":"61.19222446652983604082397637"},{"budget_eur":1000,"eur":"999.9958721045549738219895289","filled_fraction":1.0,"full":true,"impact_bps":0.04127895445026178,"ltc":"16.36125654450261780104712042","mid_cost_bps":4.129903830174176,"side":"sell","target_ltc":"16.36125654450261780104712042","vwap":"61.11974770303040000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.685780768350805,"ltc":"163.2554017278511992168379834","mid_cost_bps":17.780018147027864,"side":"buy","target_ltc":null,"vwap":"61.25371592096000187118918762"},{"budget_eur":10000,"eur":"9995.619312963298429319371728","filled_fraction":1.0,"full":true,"impact_bps":4.380687036701571,"ltc":"163.6125654450261780104712042","mid_cost_bps":8.467537683918554,"side":"sell","target_ltc":"163.6125654450261780104712042","vwap":"61.09322524083168000000000000"}],"spread_bps":8.177283506419167},"raw_file":"1790972101-okx.json","request_at":1790972101.5775647,"response_at":1790972101.8858745,"sequence":null,"sha256":"2eb444bc583895780685d6b57d972a4dbb828f89d7dd57f8f85e7332c104efac","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790973001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 20:30:02 GMT"},"metrics":{"ask":"61.23000","ask_levels":100,"bid":"61.19000","bid_levels":100,"depth_1pct_eur":{"buy":"244528.47254000","sell":"462329.37569000"},"mid":"61.21000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.633186346562142740486689531","mid_cost_bps":3.2674399607907203,"side":"buy","target_ltc":null,"vwap":"61.23000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.634253963065860434711554176","mid_cost_bps":3.2674399607907203,"side":"sell","target_ltc":"1.634253963065860434711554176","vwap":"61.18999999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.33186346562142740486689531","mid_cost_bps":3.2674399607907203,"side":"buy","target_ltc":null,"vwap":"61.23000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"16.34253963065860434711554176","mid_cost_bps":3.2674399607907203,"side":"sell","target_ltc":"16.34253963065860434711554176","vwap":"61.18999999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8241481414951406,"ltc":"163.2888483512895853738165198","mid_cost_bps":5.092184131739053,"side":"buy","target_ltc":null,"vwap":"61.24116925907037474582128113"},{"budget_eur":10000,"eur":"9997.335778110802418695865340","filled_fraction":1.0,"full":true,"impact_bps":2.6642218891975813,"ltc":"163.4253963065860434711554176","mid_cost_bps":5.930791331481784,"side":"sell","target_ltc":"163.4253963065860434711554176","vwap":"61.17369762626000000000000000"}],"spread_bps":6.534879921581441},"raw_file":"1790973001-kraken.json","request_at":1790973001.9625556,"response_at":1790973002.1577196,"sequence":null,"sha256":"c1f86752e7c9aa6ad1c680b0fa618dfbec8f9f7ddfbde8a54c787a7abb9cb68e","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 20:30:02 GMT"},"metrics":{"ask":"61.257","ask_levels":633,"bid":"61.201","bid_levels":235,"depth_1pct_eur":{"buy":"68422.15035058938","sell":"102131.85894032461"},"mid":"61.229","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.632466493625218342393522373","mid_cost_bps":4.572996455927747,"side":"buy","target_ltc":null,"vwap":"61.25700000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.633960229408016208885475728","mid_cost_bps":4.572996455927747,"side":"sell","target_ltc":"1.633960229408016208885475728","vwap":"61.20099999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.41810475111116663,"ltc":"16.32398242279138099902056807","mid_cost_bps":4.991292406193417,"side":"buy","target_ltc":null,"vwap":"61.25956118427388167340846463"},{"budget_eur":1000,"eur":"999.7329872926663927060015362","filled_fraction":1.0,"full":true,"impact_bps":2.670127073336073,"ltc":"16.33960229408016208885475728","mid_cost_bps":7.241902481099495,"side":"sell","target_ltc":"16.33960229408016208885475728","vwap":"61.18465855529847590000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.736254723450491,"ltc":"163.1204552233005688949744894","mid_cost_bps":12.312788965921488,"side":"buy","target_ltc":null,"vwap":"61.30438997555944067651237034"},{"budget_eur":10000,"eur":"9989.554414945277052499142174","filled_fraction":1.0,"full":true,"impact_bps":10.445585054722947,"ltc":"163.3960229408016208885475728","mid_cost_bps":15.01380474830716,"side":"sell","target_ltc":"163.3960229408016208885475728","vwap":"61.13707197490659008900000000"}],"spread_bps":9.145992911855494},"raw_file":"1790973001-coinbase.json","request_at":1790973001.9636505,"response_at":1790973002.087567,"sequence":10016981063,"sha256":"294665c118a070555f2dda782a4e01e036bb85bf8d777e9c114aa4df1ead4c47","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790973002.059,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 20:30:02 GMT"},"metrics":{"ask":"61.23","ask_levels":100,"bid":"61.21","bid_levels":100,"depth_1pct_eur":{"buy":"81351.47598224","sell":"75774.35486482"},"mid":"61.22","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.633186346562142740486689531","mid_cost_bps":1.633453119895459,"side":"buy","target_ltc":null,"vwap":"61.23000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.633719980395360235255677177","mid_cost_bps":1.633453119895459,"side":"sell","target_ltc":"1.633719980395360235255677177","vwap":"61.21000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7221097753961576,"ltc":"16.32741896294482533463924257","mid_cost_bps":4.356007539162149,"side":"buy","target_ltc":null,"vwap":"61.24666747815475067273612250"},{"budget_eur":1000,"eur":"999.6368373678418559058977292","filled_fraction":1.0,"full":true,"impact_bps":3.631626321581441,"ltc":"16.33719980395360235255677177","mid_cost_bps":5.264486232342372,"side":"sell","target_ltc":"16.33719980395360235255677177","vwap":"61.18777081528560000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.057193205089249,"ltc":"163.1708476669385092154624042","mid_cost_bps":10.692125775034542,"side":"buy","target_ltc":null,"vwap":"61.28545719399476146893506095"},{"budget_eur":10000,"eur":"9986.931626905651037412187551","filled_fraction":1.0,"full":true,"impact_bps":13.068373094348962,"ltc":"163.3719980395360235255677177","mid_cost_bps":14.69969155676413,"side":"sell","target_ltc":"163.3719980395360235255677177","vwap":"61.13000848828949000000000000"}],"spread_bps":3.266906239790918},"raw_file":"1790973001-okx.json","request_at":1790973001.9640126,"response_at":1790973002.1855419,"sequence":null,"sha256":"bbb306adf2b47ec832783e0bb2a0dbf9d0d9f491662ec2fe674ef65be63ec49b","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790973901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 20:45:01 GMT"},"metrics":{"ask":"61.11000","ask_levels":100,"bid":"61.07000","bid_levels":100,"depth_1pct_eur":{"buy":"599498.32653000","sell":"397300.58998000"},"mid":"61.09000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.636393388970708558337424317","mid_cost_bps":3.273858241938124,"side":"buy","target_ltc":null,"vwap":"61.10999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.637465203864417881120026199","mid_cost_bps":3.273858241938124,"side":"sell","target_ltc":"1.637465203864417881120026199","vwap":"61.07000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.36393388970708558337424317","mid_cost_bps":3.273858241938124,"side":"buy","target_ltc":null,"vwap":"61.10999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.37465203864417881120026199","mid_cost_bps":3.273858241938124,"side":"sell","target_ltc":"16.37465203864417881120026199","vwap":"61.07000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.258315576335665,"ltc":"163.6023923139820114472608340","mid_cost_bps":5.532913158780038,"side":"buy","target_ltc":null,"vwap":"61.12380056648698724914238735"},{"budget_eur":10000,"eur":"9999.597104796135582118879971","filled_fraction":1.0,"full":true,"impact_bps":0.4028952038644179,"ltc":"163.7465203864417881120026199","mid_cost_bps":3.676621543624161,"side":"sell","target_ltc":"163.7465203864417881120026199","vwap":"61.06753951899000000000000000"}],"spread_bps":6.547716483876248},"raw_file":"1790973901-kraken.json","request_at":1790973901.7604904,"response_at":1790973901.9599795,"sequence":null,"sha256":"841cb8e846658fe17e9cf342345202477ede300ba0deccef7c1b9c26b4d67732","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 20:45:01 GMT"},"metrics":{"ask":"61.135","ask_levels":636,"bid":"61.053","bid_levels":228,"depth_1pct_eur":{"buy":"65450.82176056831","sell":"103743.70262288643"},"mid":"61.094","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.635724216897031160546331888","mid_cost_bps":6.710969980685501,"side":"buy","target_ltc":null,"vwap":"61.13500000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.637921150475816094213224575","mid_cost_bps":6.710969980685501,"side":"sell","target_ltc":"1.637921150475816094213224575","vwap":"61.05300000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.06862180162591283,"ltc":"16.35712992339783433656110966","mid_cost_bps":6.779637834196487,"side":"buy","target_ltc":null,"vwap":"61.13541951938424001812708823"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.37921150475816094213224575","mid_cost_bps":6.710969980685501,"side":"sell","target_ltc":"16.37921150475816094213224575","vwap":"61.05300000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.555622678358626,"ltc":"163.4815974826562219208965709","mid_cost_bps":12.270321020745975,"side":"buy","target_ltc":null,"vwap":"61.16896429924414545884707823"},{"budget_eur":10000,"eur":"9997.624813119622878155045614","filled_fraction":1.0,"full":true,"impact_bps":2.3751868803771217,"ltc":"163.7921150475816094213224575","mid_cost_bps":9.08456288027735,"side":"sell","target_ltc":"163.7921150475816094213224575","vwap":"61.03849877153923355800000000"}],"spread_bps":13.421939961371002},"raw_file":"1790973901-coinbase.json","request_at":1790973901.7614744,"response_at":1790973901.8949482,"sequence":10017033995,"sha256":"bb7fa11dfc417d706b12bb17690767473315e7595e35725f91997aa9915beab8","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790973901.859,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 20:45:01 GMT"},"metrics":{"ask":"61.14","ask_levels":100,"bid":"61.04","bid_levels":100,"depth_1pct_eur":{"buy":"73833.84439361","sell":"69821.65666816"},"mid":"61.09","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.635590448151782793588485443","mid_cost_bps":8.18464560484531,"side":"buy","target_ltc":null,"vwap":"61.14000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.638269986893840104849279161","mid_cost_bps":8.18464560484531,"side":"sell","target_ltc":"1.638269986893840104849279161","vwap":"61.04000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1220276580611765,"ltc":"16.35570489668137976132090894","mid_cost_bps":8.30677313822001,"side":"buy","target_ltc":null,"vwap":"61.14074607710138603316374962"},{"budget_eur":1000,"eur":"999.9122091413106159895150720","filled_fraction":1.0,"full":true,"impact_bps":0.8779085868938401,"ltc":"16.38269986893840104849279161","mid_cost_bps":9.061835654673432,"side":"sell","target_ltc":"16.38269986893840104849279161","vwap":"61.03464124598560000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.823426112045375,"ltc":"163.3985314751020408163265306","mid_cost_bps":18.016111843025932,"side":"buy","target_ltc":null,"vwap":"61.20006042724904542092531989"},{"budget_eur":10000,"eur":"9993.830014498636959370904324","filled_fraction":1.0,"full":true,"impact_bps":6.1699855013630405,"ltc":"163.8269986893840104849279161","mid_cost_bps":14.349581191736782,"side":"sell","target_ltc":"163.8269986893840104849279161","vwap":"61.00233840849968000000000000"}],"spread_bps":16.36929120969062},"raw_file":"1790973901-okx.json","request_at":1790973901.7617044,"response_at":1790973901.989059,"sequence":null,"sha256":"183d177a5f0e043aa6d4bd77b9e12ac98e924e762c6cf3f8ff36c47f812105d5","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790974802,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 21:00:02 GMT"},"metrics":{"ask":"61.01000","ask_levels":100,"bid":"60.99000","bid_levels":100,"depth_1pct_eur":{"buy":"267456.14541000","sell":"448753.10133000"},"mid":"61.00000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.639075561383379773807572529","mid_cost_bps":1.639344262295082,"side":"buy","target_ltc":null,"vwap":"61.01000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.639613051319888506312510248","mid_cost_bps":1.639344262295082,"side":"sell","target_ltc":"1.639613051319888506312510248","vwap":"60.98999999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.39075561383379773807572529","mid_cost_bps":1.639344262295082,"side":"buy","target_ltc":null,"vwap":"61.01000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"16.39613051319888506312510248","mid_cost_bps":1.639344262295082,"side":"sell","target_ltc":"16.39613051319888506312510248","vwap":"60.98999999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.3034947510262644,"ltc":"163.8698088138925294888597641","mid_cost_bps":3.9432166354116784,"side":"buy","target_ltc":null,"vwap":"61.02405362147601123907508357"},{"budget_eur":10000,"eur":"9996.880700846040334481062472","filled_fraction":1.0,"full":true,"impact_bps":3.1192991539596657,"ltc":"163.9613051319888506312510248","mid_cost_bps":4.758132055737705,"side":"sell","target_ltc":"163.9613051319888506312510248","vwap":"60.97097539446000000000000000"}],"spread_bps":3.278688524590164},"raw_file":"1790974802-kraken.json","request_at":1790974802.0793822,"response_at":1790974802.2938883,"sequence":null,"sha256":"ba5169a6395d94a12851fdbcde6cf7c637d26fa8657f74d2ba4947cbd7f14c3e","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 21:00:02 GMT"},"metrics":{"ask":"61.081","ask_levels":630,"bid":"60.967","bid_levels":226,"depth_1pct_eur":{"buy":"62256.50725144178","sell":"100456.74053121205"},"mid":"61.024","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.637170314827851541395851410","mid_cost_bps":9.340587309910855,"side":"buy","target_ltc":null,"vwap":"61.08100000000000000000000000"},{"budget_eur":100,"eur":"99.99841664193929798087489956","filled_fraction":1.0,"full":true,"impact_bps":0.15833580607020192,"ltc":"1.640231600702019125100464186","mid_cost_bps":9.498775221038969,"side":"sell","target_ltc":"1.640231600702019125100464186","vwap":"60.96603467409113180000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.21846381861200714,"ltc":"16.37134549361328029075192770","mid_cost_bps":9.559255186560042,"side":"buy","target_ltc":null,"vwap":"61.08233439885046400077621968"},{"budget_eur":1000,"eur":"999.9236625740076769399839260","filled_fraction":1.0,"full":true,"impact_bps":0.7633742599232306,"ltc":"16.40231600702019125100464186","mid_cost_bps":10.10324853344159,"side":"sell","target_ltc":"16.40231600702019125100464186","vwap":"60.96234593614952604000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.912251170343746,"ltc":"163.5222396836802391101964819","mid_cost_bps":21.26396522246602,"side":"buy","target_ltc":null,"vwap":"61.15376122137357662821294834"},{"budget_eur":10000,"eur":"9997.288474617553740712188564","filled_fraction":1.0,"full":true,"impact_bps":2.711525382446259,"ltc":"164.0231600702019125100464186","mid_cost_bps":12.049579968399335,"side":"sell","target_ltc":"164.0231600702019125100464186","vwap":"60.95046864320083989100000000"}],"spread_bps":18.68117461982171},"raw_file":"1790974802-coinbase.json","request_at":1790974802.0804439,"response_at":1790974802.233094,"sequence":10017081035,"sha256":"9cfd27dfaa4c6fe48ea301c00b2d42738c3233a19174586c25883c8b571296b5","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790974802.209,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 21:00:02 GMT"},"metrics":{"ask":"61.02","ask_levels":100,"bid":"60.99","bid_levels":100,"depth_1pct_eur":{"buy":"78816.23493802","sell":"81142.85234600"},"mid":"61.005","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.638806948541461815798098984","mid_cost_bps":2.4588148512417014,"side":"buy","target_ltc":null,"vwap":"61.02000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.639613051319888506312510248","mid_cost_bps":2.4588148512417014,"side":"sell","target_ltc":"1.639613051319888506312510248","vwap":"60.98999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.913337997589871,"ltc":"16.38329647739927939731411726","mid_cost_bps":5.372869184705089,"side":"buy","target_ltc":null,"vwap":"61.03777718846129339387879284"},{"budget_eur":1000,"eur":"999.7266614946040334481062472","filled_fraction":1.0,"full":true,"impact_bps":2.7333850539596654,"ltc":"16.39613051319888506312510248","mid_cost_bps":5.191527816424883,"side":"sell","target_ltc":"16.39613051319888506312510248","vwap":"60.97332908455590000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.164480888570706,"ltc":"163.7142877792144026186579378","mid_cost_bps":12.625794997468807,"side":"buy","target_ltc":null,"vwap":"61.08202366238205845271302212"},{"budget_eur":10000,"eur":"9989.645430642841449417937369","filled_fraction":1.0,"full":true,"impact_bps":10.354569357158551,"ltc":"163.9613051319888506312510248","mid_cost_bps":12.810838211508893,"side":"sell","target_ltc":"163.9613051319888506312510248","vwap":"60.92684748149069000000000000"}],"spread_bps":4.917629702483403},"raw_file":"1790974802-okx.json","request_at":1790974802.08075,"response_at":1790974802.3436022,"sequence":null,"sha256":"f0e30dadf39619fdf74bf4333ce475027173da51ecaf30df96acacafa12d6be3","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790975702,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 21:15:02 GMT"},"metrics":{"ask":"61.53000","ask_levels":100,"bid":"61.51000","bid_levels":100,"depth_1pct_eur":{"buy":"205709.72998000","sell":"615130.20872000"},"mid":"61.52000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625223468226881196164472615","mid_cost_bps":1.625487646293888,"side":"buy","target_ltc":null,"vwap":"61.53000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625751910258494553731100634","mid_cost_bps":1.625487646293888,"side":"sell","target_ltc":"1.625751910258494553731100634","vwap":"61.51000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.6678595340336881,"ltc":"16.25114933376665583360415990","mid_cost_bps":2.2934557400697795,"side":"buy","target_ltc":null,"vwap":"61.53410933971290928319431979"},{"budget_eur":1000,"eur":"999.9259448089741505446268899","filled_fraction":1.0,"full":true,"impact_bps":0.7405519102584945,"ltc":"16.25751910258494553731100634","mid_cost_bps":2.365919180754226,"side":"sell","target_ltc":"16.25751910258494553731100634","vwap":"61.50544486520000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.420282791157641,"ltc":"162.4667785899935022742040286","mid_cost_bps":5.046326400193915,"side":"buy","target_ltc":null,"vwap":"61.55104500001399296417763476"},{"budget_eur":10000,"eur":"9996.022352358966021785075597","filled_fraction":1.0,"full":true,"impact_bps":3.977647641033978,"ltc":"162.5751910258494553731100634","mid_cost_bps":5.602488725617685,"side":"sell","target_ltc":"162.5751910258494553731100634","vwap":"61.48553348936000000000000000"}],"spread_bps":3.250975292587776},"raw_file":"1790975702-kraken.json","request_at":1790975702.168706,"response_at":1790975702.3942082,"sequence":null,"sha256":"d256c69df12708a74292f361589988a99d4ad791f2c0226702cab76ad9e03ed8","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 21:15:02 GMT"},"metrics":{"ask":"61.808","ask_levels":625,"bid":"61.62","bid_levels":229,"depth_1pct_eur":{"buy":"66328.67116808970","sell":"86326.04616863203"},"mid":"61.714","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.617913538700491845715764950","mid_cost_bps":15.231551997925916,"side":"buy","target_ltc":null,"vwap":"61.80799999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.622849724115546900357026939","mid_cost_bps":15.231551997925916,"side":"sell","target_ltc":"1.622849724115546900357026939","vwap":"61.62000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.005419941717701102,"ltc":"16.17912661801258716368166448","mid_cost_bps":15.236980195056027,"side":"buy","target_ltc":null,"vwap":"61.80803349957576876697010335"},{"budget_eur":1000,"eur":"999.9954760023688445309964295","filled_fraction":1.0,"full":true,"impact_bps":0.04523997631155469,"ltc":"16.22849724115546900357026939","mid_cost_bps":15.276723066732314,"side":"sell","target_ltc":"16.22849724115546900357026939","vwap":"61.61972123126596820000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.360505330975636,"ltc":"161.7046719944222078760490639","mid_cost_bps":20.600222210469944,"side":"buy","target_ltc":null,"vwap":"61.84113221134969421405879269"},{"budget_eur":10000,"eur":"9999.087901053630460889321647","filled_fraction":1.0,"full":true,"impact_bps":0.9120989463695391,"ltc":"162.2849724115546900357026939","mid_cost_bps":16.14226167604257,"side":"sell","target_ltc":"162.2849724115546900357026939","vwap":"61.61437964629247090000000000"}],"spread_bps":30.46310399585183},"raw_file":"1790975702-coinbase.json","request_at":1790975702.1699111,"response_at":1790975702.3261232,"sequence":10017127796,"sha256":"8dc8beaa8583d4f44beac0acdca657f99f1719aee5413b94d7da48350d53ccce","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790975702.254,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 21:15:02 GMT"},"metrics":{"ask":"61.74","ask_levels":100,"bid":"61.63","bid_levels":100,"depth_1pct_eur":{"buy":"78575.19504199","sell":"76094.06471790"},"mid":"61.685","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.619695497246517654680919987","mid_cost_bps":8.91626813649996,"side":"buy","target_ltc":null,"vwap":"61.74000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.622586402725945156579587863","mid_cost_bps":8.91626813649996,"side":"sell","target_ltc":"1.622586402725945156579587863","vwap":"61.63000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8999590297420311,"ltc":"16.19549744404858299595141700","mid_cost_bps":9.817029593844095,"side":"buy","target_ltc":null,"vwap":"61.74555634704962730047363019"},{"budget_eur":1000,"eur":"999.9919224794548109686840824","filled_fraction":1.0,"full":true,"impact_bps":0.08077520545189032,"ltc":"16.22586402725945156579587863","mid_cost_bps":8.99697132061279,"side":"sell","target_ltc":"16.22586402725945156579587863","vwap":"61.62950218240880000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.507867560412579,"ltc":"161.8480363624595469255663430","mid_cost_bps":16.430829912942734,"side":"buy","target_ltc":null,"vwap":"61.78635357431798725855317610"},{"budget_eur":10000,"eur":"9993.143121025466493590783709","filled_fraction":1.0,"full":true,"impact_bps":6.856878974533506,"ltc":"162.2586402725945156579587863","mid_cost_bps":15.76703333388182,"side":"sell","target_ltc":"162.2586402725945156579587863","vwap":"61.58774105487995000000000000"}],"spread_bps":17.83253627299992},"raw_file":"1790975702-okx.json","request_at":1790975702.1701458,"response_at":1790975702.3796723,"sequence":null,"sha256":"acf5295f5bcc60a235df196acb0e775ffc4920dd64bacc60a4f8e16a919a1434","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790976601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 21:30:01 GMT"},"metrics":{"ask":"61.52000","ask_levels":100,"bid":"61.49000","bid_levels":100,"depth_1pct_eur":{"buy":"266544.63976000","sell":"708485.78440000"},"mid":"61.50500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625487646293888166449934980","mid_cost_bps":2.4388261116982357,"side":"buy","target_ltc":null,"vwap":"61.52000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.626280696048137908603024882","mid_cost_bps":2.4388261116982357,"side":"sell","target_ltc":"1.626280696048137908603024882","vwap":"61.49000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.25487646293888166449934980","mid_cost_bps":2.4388261116982357,"side":"buy","target_ltc":null,"vwap":"61.52000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.26280696048137908603024882","mid_cost_bps":2.4388261116982357,"side":"sell","target_ltc":"16.26280696048137908603024882","vwap":"61.49000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.061865288122445,"ltc":"162.5152561728395061728395062","mid_cost_bps":4.501194252911029,"side":"buy","target_ltc":null,"vwap":"61.53268459525252928295829699"},{"budget_eur":10000,"eur":"9999.528499303951862091396975","filled_fraction":1.0,"full":true,"impact_bps":0.47150069604813794,"ltc":"162.6280696048137908603024882","mid_cost_bps":2.9102118169254534,"side":"sell","target_ltc":"162.6280696048137908603024882","vwap":"61.48710074222000000000000000"}],"spread_bps":4.877652223396471},"raw_file":"1790976601-kraken.json","request_at":1790976601.2735176,"response_at":1790976601.4703987,"sequence":null,"sha256":"6f2c7353a6718c05343091440bf8abff58ec5994b852120dede08595f66f3f03","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 21:30:01 GMT"},"metrics":{"ask":"61.516","ask_levels":634,"bid":"61.444","bid_levels":227,"depth_1pct_eur":{"buy":"45316.34510649083","sell":"84650.50303074064"},"mid":"61.480","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625593341569672930619676182","mid_cost_bps":5.8555627846454135,"side":"buy","target_ltc":null,"vwap":"61.51599999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.627498209751969272833799883","mid_cost_bps":5.8555627846454135,"side":"sell","target_ltc":"1.627498209751969272833799883","vwap":"61.44399999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.765176953056364,"ltc":"16.25143960507173612803639613","mid_cost_bps":8.622358904427704,"side":"buy","target_ltc":null,"vwap":"61.53301026254442152833150416"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.27498209751969272833799883","mid_cost_bps":5.8555627846454135,"side":"sell","target_ltc":"16.27498209751969272833799883","vwap":"61.44399999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.99574712848221,"ltc":"162.3483503461847676210560467","mid_cost_bps":18.85891965445204,"side":"buy","target_ltc":null,"vwap":"61.59594463803557115968362223"},{"budget_eur":10000,"eur":"9994.778747339527944144261442","filled_fraction":1.0,"full":true,"impact_bps":5.2212526604720555,"ltc":"162.7498209751969272833799883","mid_cost_bps":11.07375810784068,"side":"sell","target_ltc":"162.7498209751969272833799883","vwap":"61.41191853515299550000000000"}],"spread_bps":11.711125569290827},"raw_file":"1790976601-coinbase.json","request_at":1790976601.2745478,"response_at":1790976601.4483902,"sequence":10017157577,"sha256":"01ad90ac2f62416761cb055f83f7446e81df9c3ffd93c96dbd168eddbcc9a677","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790976601.404,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 21:30:01 GMT"},"metrics":{"ask":"61.51","ask_levels":100,"bid":"61.49","bid_levels":100,"depth_1pct_eur":{"buy":"76368.49841110","sell":"81071.67542937"},"mid":"61.50","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625751910258494553731100634","mid_cost_bps":1.6260162601626016,"side":"buy","target_ltc":null,"vwap":"61.51000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.626280696048137908603024882","mid_cost_bps":1.6260162601626016,"side":"sell","target_ltc":"1.626280696048137908603024882","vwap":"61.49000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.6122766060868314,"ltc":"16.25164855759545085296506905","mid_cost_bps":5.2388802282992035,"side":"buy","target_ltc":null,"vwap":"61.53221911340404009968956403"},{"budget_eur":1000,"eur":"999.6385394015807448365587900","filled_fraction":1.0,"full":true,"impact_bps":3.6146059841925515,"ltc":"16.26280696048137908603024882","mid_cost_bps":5.240034503544716,"side":"sell","target_ltc":"16.26280696048137908603024882","vwap":"61.46777378780320000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.439239994427918,"ltc":"162.3732110917058919006654764","mid_cost_bps":14.06727889524002,"side":"buy","target_ltc":null,"vwap":"61.58651376520572612257570818"},{"budget_eur":10000,"eur":"9990.360703591614896731175800","filled_fraction":1.0,"full":true,"impact_bps":9.639296408385103,"ltc":"162.6280696048137908603024882","mid_cost_bps":11.263745303278048,"side":"sell","target_ltc":"162.6280696048137908603024882","vwap":"61.43072796638484000000000000"}],"spread_bps":3.252032520325203},"raw_file":"1790976601-okx.json","request_at":1790976601.2748213,"response_at":1790976601.5341039,"sequence":null,"sha256":"6714661926a7cd169cbad12338c8ff7a9636b05ba7a8aac5de05829e148b78eb","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790977501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 21:45:01 GMT"},"metrics":{"ask":"61.77000","ask_levels":100,"bid":"61.73000","bid_levels":100,"depth_1pct_eur":{"buy":"270837.18648000","sell":"436349.72485000"},"mid":"61.75000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.618908855431439209972478549","mid_cost_bps":3.2388663967611335,"side":"buy","target_ltc":null,"vwap":"61.77000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.619957881095091527620281873","mid_cost_bps":3.2388663967611335,"side":"sell","target_ltc":"1.619957881095091527620281873","vwap":"61.72999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.18908855431439209972478549","mid_cost_bps":3.2388663967611335,"side":"buy","target_ltc":null,"vwap":"61.77000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.19957881095091527620281873","mid_cost_bps":3.2388663967611335,"side":"sell","target_ltc":"16.19957881095091527620281873","vwap":"61.72999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.24502519264534764,"ltc":"161.8869189057947555843314989","mid_cost_bps":3.4839709497927633,"side":"buy","target_ltc":null,"vwap":"61.77151352061497031230364415"},{"budget_eur":10000,"eur":"9998.123394237809816944759438","filled_fraction":1.0,"full":true,"impact_bps":1.876605762190183,"ltc":"161.9957881095091527620281873","mid_cost_bps":5.114864351417004,"side":"sell","target_ltc":"161.9957881095091527620281873","vwap":"61.71841571263000000000000000"}],"spread_bps":6.477732793522267},"raw_file":"1790977501-kraken.json","request_at":1790977501.7843225,"response_at":1790977501.9879744,"sequence":null,"sha256":"dd1c372ffd78c570bab6243be7464927af09bbfe9b6ce0d1bc1762055f55682d","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 21:45:01 GMT"},"metrics":{"ask":"61.779","ask_levels":630,"bid":"61.696","bid_levels":228,"depth_1pct_eur":{"buy":"67440.98321140364","sell":"73644.25049338521"},"mid":"61.7375","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.618673011864873176969520387","mid_cost_bps":6.722008503745697,"side":"buy","target_ltc":null,"vwap":"61.77900000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.620850622406639004149377593","mid_cost_bps":6.722008503745697,"side":"sell","target_ltc":"1.620850622406639004149377593","vwap":"61.69600000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.18673011864873176969520387","mid_cost_bps":6.722008503745697,"side":"buy","target_ltc":null,"vwap":"61.77900000000000000000000000"},{"budget_eur":1000,"eur":"999.9369766316796680497925309","filled_fraction":1.0,"full":true,"impact_bps":0.6302336832033195,"ltc":"16.20850622406639004149377593","mid_cost_bps":7.351818543331233,"side":"sell","target_ltc":"16.20850622406639004149377593","vwap":"61.69211171026810880000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.169463704406875,"ltc":"161.7190135240052326426460376","mid_cost_bps":15.897635929452154,"side":"buy","target_ltc":null,"vwap":"61.83564802981945523329207589"},{"budget_eur":10000,"eur":"9993.544145676007593360995848","filled_fraction":1.0,"full":true,"impact_bps":6.455854323992407,"ltc":"162.0850622406639004149377593","mid_cost_bps":13.173523196971622,"side":"sell","target_ltc":"162.0850622406639004149377593","vwap":"61.65616996116269644800000000"}],"spread_bps":13.444017007491395},"raw_file":"1790977501-coinbase.json","request_at":1790977501.7853165,"response_at":1790977501.9090693,"sequence":10017188952,"sha256":"42094dc229b91c1ef45f37111021c395b7c499ea1e353ee1f5925c9eb9f28b8b","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790977501.904,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 21:45:02 GMT"},"metrics":{"ask":"61.76","ask_levels":100,"bid":"61.74","bid_levels":100,"depth_1pct_eur":{"buy":"79519.05247374","sell":"79874.18792772"},"mid":"61.75","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.619170984455958549222797927","mid_cost_bps":1.6194331983805668,"side":"buy","target_ltc":null,"vwap":"61.76000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.619695497246517654680919987","mid_cost_bps":1.6194331983805668,"side":"sell","target_ltc":"1.619695497246517654680919987","vwap":"61.74000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.7774624817055966,"ltc":"16.18559579647306261122795664","mid_cost_bps":5.397507414901015,"side":"buy","target_ltc":null,"vwap":"61.78332960828701376555407820"},{"budget_eur":1000,"eur":"999.6399896411013929381276320","filled_fraction":1.0,"full":true,"impact_bps":3.6001035889860704,"ltc":"16.19695497246517654680919987","mid_cost_bps":5.218953774639676,"side":"sell","target_ltc":"16.19695497246517654680919987","vwap":"61.71777296044160000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.315168370097757,"ltc":"161.7017897899159663865546218","mid_cost_bps":14.936757871048378,"side":"buy","target_ltc":null,"vwap":"61.84223447985372374168622656"},{"budget_eur":10000,"eur":"9986.343935468548752834467120","filled_fraction":1.0,"full":true,"impact_bps":13.656064531451246,"ltc":"161.9695497246517654680919987","mid_cost_bps":15.273286221405668,"side":"sell","target_ltc":"161.9695497246517654680919987","vwap":"61.65568745758282000000000000"}],"spread_bps":3.2388663967611335},"raw_file":"1790977501-okx.json","request_at":1790977501.7855468,"response_at":1790977502.0287848,"sequence":null,"sha256":"aa30d425bbf41b3dafe36a59eb19c0e008712bd3de84a0690ed14573b1983987","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790978402,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 22:00:02 GMT"},"metrics":{"ask":"62.03000","ask_levels":100,"bid":"61.98000","bid_levels":100,"depth_1pct_eur":{"buy":"95467.08669000","sell":"547948.78307000"},"mid":"62.00500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612123166209898436240528776","mid_cost_bps":4.0319329086364,"side":"buy","target_ltc":null,"vwap":"62.03000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613423685059696676347208777","mid_cost_bps":4.0319329086364,"side":"sell","target_ltc":"1.613423685059696676347208777","vwap":"61.98000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.12123166209898436240528776","mid_cost_bps":4.0319329086364,"side":"buy","target_ltc":null,"vwap":"62.03000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.13423685059696676347208777","mid_cost_bps":4.0319329086364,"side":"sell","target_ltc":"16.13423685059696676347208777","vwap":"61.98000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":27.22364254140165,"ltc":"160.7746295166211658904769552","mid_cost_bps":31.266551840063613,"side":"buy","target_ltc":null,"vwap":"62.19886825468431443369596549"},{"budget_eur":10000,"eur":"9988.002261039044853178444659","filled_fraction":1.0,"full":true,"impact_bps":11.997738960955147,"ltc":"161.3423685059696676347208777","mid_cost_bps":16.02483446173696,"side":"sell","target_ltc":"161.3423685059696676347208777","vwap":"61.90563801392000000000000000"}],"spread_bps":8.0638658172728},"raw_file":"1790978402-kraken.json","request_at":1790978402.0554168,"response_at":1790978402.2541366,"sequence":null,"sha256":"c48b6c099a4abdc9be0693148647b626e8ebcbdb3f8512a69f0d258fd80a0e79","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 22:00:03 GMT"},"metrics":{"ask":"62.049","ask_levels":630,"bid":"61.975","bid_levels":229,"depth_1pct_eur":{"buy":"62456.85326281202","sell":"85794.44479789179"},"mid":"62.012","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.611629518606262792309303937","mid_cost_bps":5.966587112171838,"side":"buy","target_ltc":null,"vwap":"62.04900000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.613553852359822509076240420","mid_cost_bps":5.966587112171838,"side":"sell","target_ltc":"1.613553852359822509076240420","vwap":"61.97499999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.284334810419131,"ltc":"16.11261452543789565245405196","mid_cost_bps":8.252284890854941,"side":"buy","target_ltc":null,"vwap":"62.06317406906516966386976285"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"16.13553852359822509076240420","mid_cost_bps":5.966587112171838,"side":"sell","target_ltc":"16.13553852359822509076240420","vwap":"61.97499999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":16.179916168492202,"ltc":"160.9026127820158413932714244","mid_cost_bps":22.156157168592735,"side":"buy","target_ltc":null,"vwap":"62.14939476183387727255729546"},{"budget_eur":10000,"eur":"9993.503324695795526421944335","filled_fraction":1.0,"full":true,"impact_bps":6.496675304204474,"ltc":"161.3553852359822509076240420","mid_cost_bps":12.459386118462108,"side":"sell","target_ltc":"161.3553852359822509076240420","vwap":"61.93473685480219277500000000"}],"spread_bps":11.933174224343675},"raw_file":"1790978402-coinbase.json","request_at":1790978402.0564537,"response_at":1790978403.2905746,"sequence":10017214565,"sha256":"41dfcaaa30f12a8e801baa8e96876268e25412ed0368724ef09a72004573601d","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790978402.204,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 22:00:02 GMT"},"metrics":{"ask":"62.05","ask_levels":100,"bid":"62.03","bid_levels":100,"depth_1pct_eur":{"buy":"82705.89985856","sell":"71618.68448274"},"mid":"62.04","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.611603545527800161160354553","mid_cost_bps":1.6118633139909735,"side":"buy","target_ltc":null,"vwap":"62.04999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.612123166209898436240528776","mid_cost_bps":1.6118633139909735,"side":"sell","target_ltc":"1.612123166209898436240528776","vwap":"62.03000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.864521135104915,"ltc":"16.11142030488001288452246739","mid_cost_bps":4.476846170748871,"side":"buy","target_ltc":null,"vwap":"62.06777435364332599780712125"},{"budget_eur":1000,"eur":"999.6417086935160406255037882","filled_fraction":1.0,"full":true,"impact_bps":3.5829130648395937,"ltc":"16.12123166209898436240528776","mid_cost_bps":5.194198862217924,"side":"sell","target_ltc":"16.12123166209898436240528776","vwap":"62.00777519025880000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.753020496893214,"ltc":"161.0033276772895541606309351","mid_cost_bps":11.366455864478143,"side":"buy","target_ltc":null,"vwap":"62.11051749218322239411336086"},{"budget_eur":10000,"eur":"9986.737903505481218765113652","filled_fraction":1.0,"full":true,"impact_bps":13.262096494518781,"ltc":"161.2123166209898436240528776","mid_cost_bps":14.871822139829142,"side":"sell","target_ltc":"161.2123166209898436240528776","vwap":"61.94773521544450000000000000"}],"spread_bps":3.223726627981947},"raw_file":"1790978402-okx.json","request_at":1790978402.0567567,"response_at":1790978402.3373106,"sequence":null,"sha256":"5e782da281b7311d899597b3a9bf0b46a98a901e4e2d0e897772307f65841b65","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790979302,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 22:15:02 GMT"},"metrics":{"ask":"61.87000","ask_levels":100,"bid":"61.85000","bid_levels":100,"depth_1pct_eur":{"buy":"261781.64546000","sell":"427242.72702000"},"mid":"61.86000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.616292225634394698561499919","mid_cost_bps":1.6165535079211122,"side":"buy","target_ltc":null,"vwap":"61.87000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.616814874696847210994341148","mid_cost_bps":1.6165535079211122,"side":"sell","target_ltc":"1.616814874696847210994341148","vwap":"61.85000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8306269715795074,"ltc":"16.16157983193277310924369748","mid_cost_bps":2.4473147547950878,"side":"buy","target_ltc":null,"vwap":"61.87513908907316241236088493"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.16814874696847210994341148","mid_cost_bps":1.6165535079211122,"side":"sell","target_ltc":"16.16814874696847210994341148","vwap":"61.85000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.221452578783142,"ltc":"161.5771712439418416801292407","mid_cost_bps":4.838526851750937,"side":"buy","target_ltc":null,"vwap":"61.88993112710493129872701011"},{"budget_eur":10000,"eur":"9997.221105375909458367016977","filled_fraction":1.0,"full":true,"impact_bps":2.7788946240905417,"ltc":"161.6814874696847210994341148","mid_cost_bps":4.394998908826382,"side":"sell","target_ltc":"161.6814874696847210994341148","vwap":"61.83281253675000000000000000"}],"spread_bps":3.2331070158422244},"raw_file":"1790979302-kraken.json","request_at":1790979302.123952,"response_at":1790979302.3279893,"sequence":null,"sha256":"d01ad3b2054a18ab507da00b6ccf49c4e6e2d73486d6955d61857c21df28556c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 22:15:02 GMT"},"metrics":{"ask":"61.879","ask_levels":660,"bid":"61.837","bid_levels":253,"depth_1pct_eur":{"buy":"66207.57311364061","sell":"93025.36198752128"},"mid":"61.858","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.36211228794686967,"ltc":"1.615998626484608548113436212","mid_cost_bps":3.7571073469214062,"side":"buy","target_ltc":null,"vwap":"61.88124071462658643487408141"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.617154777883791257661270760","mid_cost_bps":3.3948721264832358,"side":"sell","target_ltc":"1.617154777883791257661270760","vwap":"61.83700000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.680286280561828,"ltc":"16.15785645535351903315452724","mid_cost_bps":5.075728842750903,"side":"buy","target_ltc":null,"vwap":"61.88939744347548853461245056"},{"budget_eur":1000,"eur":"999.8830680991516208742338728","filled_fraction":1.0,"full":true,"impact_bps":1.1693190084837912,"ltc":"16.17154777883791257661270760","mid_cost_bps":4.56379416611614,"side":"sell","target_ltc":"16.17154777883791257661270760","vwap":"61.82976928204723878000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.878872424773489,"ltc":"161.3978521433217786663227138","mid_cost_bps":16.278116763758263,"side":"buy","target_ltc":null,"vwap":"61.95869317467725586809114742"},{"budget_eur":10000,"eur":"9994.833118486841318466290407","filled_fraction":1.0,"full":true,"impact_bps":5.166881513158682,"ltc":"161.7154777883791257661270760","mid_cost_bps":8.559999549438931,"side":"sell","target_ltc":"161.7154777883791257661270760","vwap":"61.80504955478708066100000000"}],"spread_bps":6.7897442529664715},"raw_file":"1790979302-coinbase.json","request_at":1790979302.1251318,"response_at":1790979302.7972333,"sequence":10017249495,"sha256":"ea05c000310b43cdd0c551c88dad1d0b0ff6b4833d88f96947a8aa75e81c3fe9","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790979302.307,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 22:15:02 GMT"},"metrics":{"ask":"61.87","ask_levels":100,"bid":"61.84","bid_levels":100,"depth_1pct_eur":{"buy":"75965.29553453","sell":"81216.16922919"},"mid":"61.855","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.616292225634394698561499919","mid_cost_bps":2.425026271117937,"side":"buy","target_ltc":null,"vwap":"61.87000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.617076326002587322121604140","mid_cost_bps":2.425026271117937,"side":"sell","target_ltc":"1.617076326002587322121604140","vwap":"61.83999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8730075682856295,"ltc":"16.15827997027943789371668551","mid_cost_bps":5.298730551286588,"side":"buy","target_ltc":null,"vwap":"61.88777529782498318872514668"},{"budget_eur":1000,"eur":"999.7304418621992238033635189","filled_fraction":1.0,"full":true,"impact_bps":2.6955813780077618,"ltc":"16.17076326002587322121604140","mid_cost_bps":5.119953963559938,"side":"sell","target_ltc":"16.17076326002587322121604140","vwap":"61.82333052475840000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.218627192799165,"ltc":"161.3997342983389775842606031","mid_cost_bps":16.64710151836528,"side":"buy","target_ltc":null,"vwap":"61.95797064644184843665794982"},{"budget_eur":10000,"eur":"9991.057848485976714100905564","filled_fraction":1.0,"full":true,"impact_bps":8.942151514023285,"ltc":"161.7076326002587322121604140","mid_cost_bps":11.365009289907041,"side":"sell","target_ltc":"161.7076326002587322121604140","vwap":"61.78470173503728000000000000"}],"spread_bps":4.850052542235874},"raw_file":"1790979302-okx.json","request_at":1790979302.1254742,"response_at":1790979302.4387865,"sequence":null,"sha256":"f8b345539453311c8ac63e32774f6b6683ba8fa908864494ecc417b9a9c03115","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790980201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 22:30:01 GMT"},"metrics":{"ask":"61.74000","ask_levels":100,"bid":"61.72000","bid_levels":100,"depth_1pct_eur":{"buy":"219934.98565000","sell":"424310.06072000"},"mid":"61.73000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0496356680134409,"ltc":"1.619525506072874493927125506","mid_cost_bps":2.6697635856658,"side":"buy","target_ltc":null,"vwap":"61.74648045061431498404590939"},{"budget_eur":100,"eur":"99.98949779650032404406999351","filled_fraction":1.0,"full":true,"impact_bps":1.0502203499675955,"ltc":"1.620220349967595593000648088","mid_cost_bps":2.6700080997894053,"side":"sell","target_ltc":"1.620220349967595593000648088","vwap":"61.71351804000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.562686589932955,"ltc":"16.19442429149797570850202429","mid_cost_bps":3.182897619673751,"side":"buy","target_ltc":null,"vwap":"61.74964802700624606439743293"},{"budget_eur":1000,"eur":"999.8436779650032404406999351","filled_fraction":1.0,"full":true,"impact_bps":1.5632203499675956,"ltc":"16.20220349967595593000648088","mid_cost_bps":3.1829249959501054,"side":"sell","target_ltc":"16.20220349967595593000648088","vwap":"61.71035180400000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.4731384498074416,"ltc":"161.9133149886694723211395274","mid_cost_bps":5.093658964702923,"side":"buy","target_ltc":null,"vwap":"61.76144315678911114366577416"},{"budget_eur":10000,"eur":"9996.203458950097213220998055","filled_fraction":1.0,"full":true,"impact_bps":3.7965410499027867,"ltc":"162.0220349967595593000648088","mid_cost_bps":5.415883907338409,"side":"sell","target_ltc":"162.0220349967595593000648088","vwap":"61.69656774864000000000000000"}],"spread_bps":3.239915762190183},"raw_file":"1790980201-kraken.json","request_at":1790980201.562382,"response_at":1790980201.7577643,"sequence":null,"sha256":"a4ecbef8fd9addc0e50564f18a3a637004ea20645463b842ad7495dafbb0bcb9","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 22:30:01 GMT"},"metrics":{"ask":"61.738","ask_levels":648,"bid":"61.708","bid_levels":250,"depth_1pct_eur":{"buy":"59000.59036227259","sell":"72057.58088547312"},"mid":"61.723","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3643266474859459,"ltc":"1.619688957631510754081368230","mid_cost_bps":2.7946275871634128,"side":"buy","target_ltc":null,"vwap":"61.74024927985624873288947697"},{"budget_eur":100,"eur":"99.99635178745057366954041616","filled_fraction":1.0,"full":true,"impact_bps":0.36482125494263307,"ltc":"1.620535424904388409930641084","mid_cost_bps":2.794944996192667,"side":"sell","target_ltc":"1.620535424904388409930641084","vwap":"61.70574876100000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.889650707554095,"ltc":"16.19280051841547927461139896","mid_cost_bps":5.320565354616184,"side":"buy","target_ltc":null,"vwap":"61.75584012553829747250541797"},{"budget_eur":1000,"eur":"999.8062877974172100862124847","filled_fraction":1.0,"full":true,"impact_bps":1.9371220258278992,"ltc":"16.20535424904388409930641084","mid_cost_bps":4.3668636645948515,"side":"sell","target_ltc":"16.20535424904388409930641084","vwap":"61.69604640740302120000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":18.173755543359853,"ltc":"161.6809616942454598332579332","mid_cost_bps":20.60838455253229,"side":"buy","target_ltc":null,"vwap":"61.85020113197359505027621134"},{"budget_eur":10000,"eur":"9993.637228195547180268360668","filled_fraction":1.0,"full":true,"impact_bps":6.362771804452819,"ltc":"162.0535424904388409930641084","mid_cost_bps":8.791437916322515,"side":"sell","target_ltc":"162.0535424904388409930641084","vwap":"61.66873660774908254000000000"}],"spread_bps":4.8604248011276185},"raw_file":"1790980201-coinbase.json","request_at":1790980201.5634332,"response_at":1790980201.6859996,"sequence":10017281516,"sha256":"224349a4273ed9bd63fc5153963a545ede6ae149c38b2bfde4803607f2c993d0","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790980201.707,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 22:30:01 GMT"},"metrics":{"ask":"61.74","ask_levels":100,"bid":"61.72","bid_levels":100,"depth_1pct_eur":{"buy":"79879.96990366","sell":"72251.43301426"},"mid":"61.73","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.619695497246517654680919987","mid_cost_bps":1.6199578810950914,"side":"buy","target_ltc":null,"vwap":"61.74000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.620220349967595593000648088","mid_cost_bps":1.6199578810950914,"side":"sell","target_ltc":"1.620220349967595593000648088","vwap":"61.72000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.21924956574677495,"ltc":"16.19659986271652905941395499","mid_cost_bps":1.8392429643480623,"side":"buy","target_ltc":null,"vwap":"61.74135364681892058861190128"},{"budget_eur":1000,"eur":"999.6398940200129617627997407","filled_fraction":1.0,"full":true,"impact_bps":3.601059799870382,"ltc":"16.20220349967595593000648088","mid_cost_bps":5.220434324445164,"side":"sell","target_ltc":"16.20220349967595593000648088","vwap":"61.69777425891520000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.412718691340544,"ltc":"161.8334038345195729537366548","mid_cost_bps":10.034039397430181,"side":"buy","target_ltc":null,"vwap":"61.79194012520033651356234837"},{"budget_eur":10000,"eur":"9985.101484070486066104990278","filled_fraction":1.0,"full":true,"impact_bps":14.898515929513934,"ltc":"162.0220349967595593000648088","mid_cost_bps":16.516060313779363,"side":"sell","target_ltc":"162.0220349967595593000648088","vwap":"61.62804635968304000000000000"}],"spread_bps":3.239915762190183},"raw_file":"1790980201-okx.json","request_at":1790980201.563761,"response_at":1790980201.8400996,"sequence":null,"sha256":"a955e6085cf56ac5c9ac45a84a356f9d453e8f390a24d9fcf26906e567bd9647","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790981101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 22:45:01 GMT"},"metrics":{"ask":"61.77000","ask_levels":100,"bid":"61.76000","bid_levels":100,"depth_1pct_eur":{"buy":"259476.70527000","sell":"413684.35829000"},"mid":"61.76500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":2.0975785869039716,"ltc":"1.618569347790904677132222042","mid_cost_bps":2.907268344743112,"side":"buy","target_ltc":null,"vwap":"61.78295674293130583113525058"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.619170984455958549222797927","mid_cost_bps":0.8095199546668825,"side":"sell","target_ltc":"1.619170984455958549222797927","vwap":"61.76000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.123782099746941,"ltc":"16.18403301505097912283541026","mid_cost_bps":3.9335549308082016,"side":"buy","target_ltc":null,"vwap":"61.78929560203013685643983659"},{"budget_eur":1000,"eur":"999.9806829015544041450777199","filled_fraction":1.0,"full":true,"impact_bps":0.19317098445595854,"ltc":"16.19170984455958549222797927","mid_cost_bps":1.0026753015461831,"side":"sell","target_ltc":"16.19170984455958549222797927","vwap":"61.75880697600000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.9756364160926068,"ltc":"161.8265491909385113268608414","mid_cost_bps":4.785478206460622,"side":"buy","target_ltc":null,"vwap":"61.79455750614220403152212773"},{"budget_eur":10000,"eur":"9996.943337046632124352331603","filled_fraction":1.0,"full":true,"impact_bps":3.0566629533678755,"ltc":"161.9170984455958549222797927","mid_cost_bps":3.865935465069214,"side":"sell","target_ltc":"161.9170984455958549222797927","vwap":"61.74112204960000000000000000"}],"spread_bps":1.619039909333765},"raw_file":"1790981101-kraken.json","request_at":1790981101.5395224,"response_at":1790981101.7385511,"sequence":null,"sha256":"aae66f994f646eedc883fd6e6489757aa280402538b6099c60d010538c179216","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 22:45:01 GMT"},"metrics":{"ask":"61.795","ask_levels":645,"bid":"61.753","bid_levels":251,"depth_1pct_eur":{"buy":"67916.29905529975","sell":"85035.60623581142"},"mid":"61.774","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.618253904037543490573671009","mid_cost_bps":3.3994884579272835,"side":"buy","target_ltc":null,"vwap":"61.79500000000000000000000000"},{"budget_eur":100,"eur":"99.99635887284828267452593395","filled_fraction":1.0,"full":true,"impact_bps":0.36411271517173255,"ltc":"1.619354525286220912344339546","mid_cost_bps":3.7634773934017547,"side":"sell","target_ltc":"1.619354525286220912344339546","vwap":"61.75075149475000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.5530203237849362,"ltc":"16.18164416256601941747572816","mid_cost_bps":3.95269678033299,"side":"buy","target_ltc":null,"vwap":"61.79841738909082901315778541"},{"budget_eur":1000,"eur":"999.6642117371155470989263678","filled_fraction":1.0,"full":true,"impact_bps":3.357882628844529,"ltc":"16.19354525286220912344339546","mid_cost_bps":6.7562295784478295,"side":"sell","target_ltc":"16.19354525286220912344339546","vwap":"61.73226406740209638000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.582464577774818,"ltc":"161.6220300569364031192986422","mid_cost_bps":15.986230430012544,"side":"buy","target_ltc":null,"vwap":"61.87275333985835949307710724"},{"budget_eur":10000,"eur":"9992.166434919217831522355188","filled_fraction":1.0,"full":true,"impact_bps":7.833565080782169,"ltc":"161.9354525286220912344339546","mid_cost_bps":11.230390527301799,"side":"sell","target_ltc":"161.9354525286220912344339546","vwap":"61.70462538555664587500000000"}],"spread_bps":6.798976915854567},"raw_file":"1790981101-coinbase.json","request_at":1790981101.5406036,"response_at":1790981101.6777332,"sequence":10017308620,"sha256":"1172151dee090965e62909ded3fc085c03e4a6bbf0b2a0388d6f71f468d8e6b4","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790981101.657,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 22:45:01 GMT"},"metrics":{"ask":"61.78","ask_levels":100,"bid":"61.75","bid_levels":100,"depth_1pct_eur":{"buy":"79480.94933415","sell":"71680.61890588"},"mid":"61.765","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.618646811265781806409841373","mid_cost_bps":2.428559864000648,"side":"buy","target_ltc":null,"vwap":"61.77999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.619433198380566801619433198","mid_cost_bps":2.428559864000648,"side":"sell","target_ltc":"1.619433198380566801619433198","vwap":"61.75000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.596381704620508,"ltc":"16.18064893367842122290520867","mid_cost_bps":6.025814971447502,"side":"buy","target_ltc":null,"vwap":"61.80221844617114550083624426"},{"budget_eur":1000,"eur":"999.7300323704858299595141698","filled_fraction":1.0,"full":true,"impact_bps":2.6996762951417006,"ltc":"16.19433198380566801619433198","mid_cost_bps":5.12758052659273,"side":"sell","target_ltc":"16.19433198380566801619433198","vwap":"61.73332949887750000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.584598267819548,"ltc":"161.6935350155138978668390433","mid_cost_bps":13.015728664873174,"side":"buy","target_ltc":null,"vwap":"61.84539164809858916398072510"},{"budget_eur":10000,"eur":"9990.113367802955465587044532","filled_fraction":1.0,"full":true,"impact_bps":9.886632197044534,"ltc":"161.9433198380566801619433198","mid_cost_bps":12.312791033230795,"side":"sell","target_ltc":"161.9433198380566801619433198","vwap":"61.68895004618325000000000000"}],"spread_bps":4.857119728001296},"raw_file":"1790981101-okx.json","request_at":1790981101.5408566,"response_at":1790981101.7831755,"sequence":null,"sha256":"c03bd951c29e8770ad126824d22b4c87c168f7ce796fc27d01ebdf7083fe7a7f","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790982002,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 23:00:02 GMT"},"metrics":{"ask":"61.75000","ask_levels":100,"bid":"61.72000","bid_levels":100,"depth_1pct_eur":{"buy":"264084.75915000","sell":"444552.05131000"},"mid":"61.73500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.619433198380566801619433198","mid_cost_bps":2.4297400178180935,"side":"buy","target_ltc":null,"vwap":"61.75000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.620220349967595593000648088","mid_cost_bps":2.4297400178180935,"side":"sell","target_ltc":"1.620220349967595593000648088","vwap":"61.72000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.19433198380566801619433198","mid_cost_bps":2.4297400178180935,"side":"buy","target_ltc":null,"vwap":"61.75000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.20220349967595593000648088","mid_cost_bps":2.4297400178180935,"side":"sell","target_ltc":"16.20220349967595593000648088","vwap":"61.72000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7580361072092086,"ltc":"161.9148546219847822567589445","mid_cost_bps":4.1882032820955475,"side":"buy","target_ltc":null,"vwap":"61.76085587296201686266936375"},{"budget_eur":10000,"eur":"9996.910148950097213220998055","filled_fraction":1.0,"full":true,"impact_bps":3.0898510499027867,"ltc":"162.0220349967595593000648088","mid_cost_bps":5.5188403142463756,"side":"sell","target_ltc":"162.0220349967595593000648088","vwap":"61.70092943932000000000000000"}],"spread_bps":4.859480035636187},"raw_file":"1790982002-kraken.json","request_at":1790982002.1116867,"response_at":1790982002.3158681,"sequence":null,"sha256":"d316ec810385e8763b2de12c88e42d50b5d2bf23f9b643e38f6e4fdba021dd8c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 23:00:02 GMT"},"metrics":{"ask":"61.759","ask_levels":641,"bid":"61.719","bid_levels":249,"depth_1pct_eur":{"buy":"59908.68372440059","sell":"79905.28193431614"},"mid":"61.739","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.619197202027234896938098091","mid_cost_bps":3.239443463612951,"side":"buy","target_ltc":null,"vwap":"61.75900000000000000000000000"},{"budget_eur":100,"eur":"99.99635352039080348028970011","filled_fraction":1.0,"full":true,"impact_bps":0.36464796091965196,"ltc":"1.620246601532753285049984608","mid_cost_bps":3.6039732988872513,"side":"sell","target_ltc":"1.620246601532753285049984608","vwap":"61.71674942925000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.1290652101022975,"ltc":"16.19014404743329879549281181","mid_cost_bps":4.368874428006735,"side":"buy","target_ltc":null,"vwap":"61.76597299383107077918955675"},{"budget_eur":1000,"eur":"999.8071717956747594743920027","filled_fraction":1.0,"full":true,"impact_bps":1.9282820432524053,"ltc":"16.20246601532753285049984608","mid_cost_bps":5.167100850799255,"side":"sell","target_ltc":"16.20246601532753285049984608","vwap":"61.70709883605725048000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":15.399388784562515,"ltc":"161.6707571183275193798449612","mid_cost_bps":18.643820793109644,"side":"buy","target_ltc":null,"vwap":"61.85410508519457963451406127"},{"budget_eur":10000,"eur":"9983.746059434553685250895188","filled_fraction":1.0,"full":true,"impact_bps":16.253940565446314,"ltc":"162.0246601532753285049984608","mid_cost_bps":19.488118656906998,"side":"sell","target_ltc":"162.0246601532753285049984608","vwap":"61.61868230422412189000000000"}],"spread_bps":6.478886927225902},"raw_file":"1790982002-coinbase.json","request_at":1790982002.1127222,"response_at":1790982002.2709916,"sequence":10017331197,"sha256":"91053bb64a2ceb28e70f628088e90e290a8617d9ae435c5da8400657a85883f6","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790982002.357,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 23:00:02 GMT"},"metrics":{"ask":"61.77","ask_levels":100,"bid":"61.72","bid_levels":100,"depth_1pct_eur":{"buy":"69799.23315522","sell":"77568.50003711"},"mid":"61.745","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.618908855431439209972478549","mid_cost_bps":4.048910842983237,"side":"buy","target_ltc":null,"vwap":"61.77000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.620220349967595593000648088","mid_cost_bps":4.048910842983237,"side":"sell","target_ltc":"1.620220349967595593000648088","vwap":"61.72000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.04000173955358095,"ltc":"16.18902379540304305600517967","mid_cost_bps":4.0889287788845206,"side":"buy","target_ltc":null,"vwap":"61.77024709074522246956466264"},{"budget_eur":1000,"eur":"999.8199387500064808813998703","filled_fraction":1.0,"full":true,"impact_bps":1.8006124999351911,"ltc":"16.20220349967595593000648088","mid_cost_bps":5.848794290970929,"side":"sell","target_ltc":"16.20220349967595593000648088","vwap":"61.70888661965040000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.2419564211362575,"ltc":"161.7898969945019404915912031","mid_cost_bps":10.293394576622992,"side":"buy","target_ltc":null,"vwap":"61.80855656481335866183408876"},{"budget_eur":10000,"eur":"9989.073398870388852883992222","filled_fraction":1.0,"full":true,"impact_bps":10.926601129611146,"ltc":"162.0220349967595593000648088","mid_cost_bps":14.97108788921532,"side":"sell","target_ltc":"162.0220349967595593000648088","vwap":"61.65256101782804000000000000"}],"spread_bps":8.097821685966474},"raw_file":"1790982002-okx.json","request_at":1790982002.1129522,"response_at":1790982002.492674,"sequence":null,"sha256":"b73c4871a4aef9d600242ebc3b1d26503a7a62d4503462119157d8a791894acc","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790982901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 23:15:01 GMT"},"metrics":{"ask":"61.41000","ask_levels":100,"bid":"61.40000","bid_levels":100,"depth_1pct_eur":{"buy":"247901.17004000","sell":"742964.91885000"},"mid":"61.40500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.2925775625316023,"ltc":"1.628026045905909164903141787","mid_cost_bps":3.1070301785695906,"side":"buy","target_ltc":null,"vwap":"61.42407871881150657076657812"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.628664495114006514657980456","mid_cost_bps":0.814265939255761,"side":"sell","target_ltc":"1.628664495114006514657980456","vwap":"61.40000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":3.1603681010601363,"ltc":"16.27884811981116718215855445","mid_cost_bps":3.9748913783259177,"side":"buy","target_ltc":null,"vwap":"61.42940782050861029699673695"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.28664495114006514657980456","mid_cost_bps":0.814265939255761,"side":"sell","target_ltc":"16.28664495114006514657980456","vwap":"61.40000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.657964834275698,"ltc":"162.7315822352367008296730112","mid_cost_bps":7.4727729089303905,"side":"buy","target_ltc":null,"vwap":"61.45088656204728706002199901"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"162.8664495114006514657980456","mid_cost_bps":0.814265939255761,"side":"sell","target_ltc":"162.8664495114006514657980456","vwap":"61.40000000000000000000000000"}],"spread_bps":1.628531878511522},"raw_file":"1790982901-kraken.json","request_at":1790982901.667263,"response_at":1790982901.8717616,"sequence":null,"sha256":"6fbc37c7e300c5c73dbfadabad260b0844acff2b6157ab7a9f06c76459465447","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 23:15:01 GMT"},"metrics":{"ask":"61.449","ask_levels":652,"bid":"61.418","bid_levels":249,"depth_1pct_eur":{"buy":"62840.80387622255","sell":"97671.18431822824"},"mid":"61.4335","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.627365783007046493840420511","mid_cost_bps":2.523053382926254,"side":"buy","target_ltc":null,"vwap":"61.44900000000000000000000000"},{"budget_eur":100,"eur":"99.99630587694161320785437493","filled_fraction":1.0,"full":true,"impact_bps":0.36941230583867923,"ltc":"1.628187176397798690937510176","mid_cost_bps":2.892372484068139,"side":"sell","target_ltc":"1.628187176397798690937510176","vwap":"61.41573114350000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7983519237459119,"ltc":"16.27235872318141139333192313","mid_cost_bps":3.3216067351243628,"side":"buy","target_ltc":null,"vwap":"61.45390579273622625412736110"},{"budget_eur":1000,"eur":"999.5794072973687264319906215","filled_fraction":1.0,"full":true,"impact_bps":4.205927026312736,"ltc":"16.28187176397798690937510176","mid_cost_bps":6.727919231397781,"side":"sell","target_ltc":"16.28187176397798690937510176","vwap":"61.39216803738979244000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.613113135558363,"ltc":"162.5802880304598018515510801","mid_cost_bps":12.13859195824633,"side":"buy","target_ltc":null,"vwap":"61.50807161890669258881549948"},{"budget_eur":10000,"eur":"9992.695361120268270865218664","filled_fraction":1.0,"full":true,"impact_bps":7.304638879731729,"ltc":"162.8187176397798690937510176","mid_cost_bps":9.825849263274327,"side":"sell","target_ltc":"162.8187176397798690937510176","vwap":"61.37313636892846366600000000"}],"spread_bps":5.046106765852508},"raw_file":"1790982901-coinbase.json","request_at":1790982901.668249,"response_at":1790982901.7852938,"sequence":10017353394,"sha256":"33c9e811d640c452895821c65f166b21a5aafdddd6be12ef27d6d97a5ac18a82","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790982901.751,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 23:15:01 GMT"},"metrics":{"ask":"61.43","ask_levels":100,"bid":"61.41","bid_levels":100,"depth_1pct_eur":{"buy":"79796.02941717","sell":"81727.62726158"},"mid":"61.42","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.627869119322806446361712518","mid_cost_bps":1.6281341582546403,"side":"buy","target_ltc":null,"vwap":"61.43000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.628399283504315258101286435","mid_cost_bps":1.6281341582546403,"side":"sell","target_ltc":"1.628399283504315258101286435","vwap":"61.41000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.6168395120821755,"ltc":"16.27280558060842687489832439","mid_cost_bps":5.24556254033227,"side":"buy","target_ltc":null,"vwap":"61.45221824512272080482572758"},{"budget_eur":1000,"eur":"999.7285507049487054225696138","filled_fraction":1.0,"full":true,"impact_bps":2.7144929505129456,"ltc":"16.28399283504315258101286435","mid_cost_bps":4.342185152898079,"side":"sell","target_ltc":"16.28399283504315258101286435","vwap":"61.39333029879090000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.960960902672024,"ltc":"162.5924357555663903786770681","mid_cost_bps":13.591042465827783,"side":"buy","target_ltc":null,"vwap":"61.50347618282511424840825090"},{"budget_eur":10000,"eur":"9990.611296941965477935189706","filled_fraction":1.0,"full":true,"impact_bps":9.388703058034523,"ltc":"162.8399283504315258101286435","mid_cost_bps":11.015308609474113,"side":"sell","target_ltc":"162.8399283504315258101286435","vwap":"61.35234397452061000000000000"}],"spread_bps":3.2562683165092805},"raw_file":"1790982901-okx.json","request_at":1790982901.6684752,"response_at":1790982901.8771415,"sequence":null,"sha256":"cf8b8fceb74aec3fcd4d5689c604844e20b5c3a541431d0573f0a7bf5b086eac","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790983801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 23:30:01 GMT"},"metrics":{"ask":"61.71000","ask_levels":100,"bid":"61.69000","bid_levels":100,"depth_1pct_eur":{"buy":"234203.01462000","sell":"393279.80009000"},"mid":"61.70000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0504230297926656,"ltc":"1.620312702527543745949449125","mid_cost_bps":2.6713388195867975,"side":"buy","target_ltc":null,"vwap":"61.71648216051685053951924741"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.621008267142162425028367645","mid_cost_bps":1.6207455429497568,"side":"sell","target_ltc":"1.621008267142162425028367645","vwap":"61.68999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5634739921036087,"ltc":"16.20229585223590408295528192","mid_cost_bps":3.1844729344037876,"side":"buy","target_ltc":null,"vwap":"61.71964819800527136995319126"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.21008267142162425028367645","mid_cost_bps":1.6207455429497568,"side":"sell","target_ltc":"16.21008267142162425028367645","vwap":"61.68999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.992828156055119,"ltc":"161.9836131174089068825910931","mid_cost_bps":5.614220834848645,"side":"buy","target_ltc":null,"vwap":"61.73463974255101613912340857"},{"budget_eur":10000,"eur":"9996.723975198573512724914899","filled_fraction":1.0,"full":true,"impact_bps":3.2760248014264874,"ltc":"162.1008267142162425028367645","mid_cost_bps":4.896239384116694,"side":"sell","target_ltc":"162.1008267142162425028367645","vwap":"61.66979020300000000000000000"}],"spread_bps":3.2414910858995136},"raw_file":"1790983801-kraken.json","request_at":1790983801.5053082,"response_at":1790983801.7099159,"sequence":null,"sha256":"cee7fc7edc4231a39f49aa84e2108775b5c8b97fbb8956b385c510a08afd8f70","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 23:30:01 GMT"},"metrics":{"ask":"61.726","ask_levels":649,"bid":"61.675","bid_levels":255,"depth_1pct_eur":{"buy":"62758.33061402367","sell":"82886.97973538083"},"mid":"61.7005","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.36451557074242186,"ltc":"1.620003806777684183243698568","mid_cost_bps":4.497533863091008,"side":"buy","target_ltc":null,"vwap":"61.72825000881196467314610637"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.621402513173895419537900284","mid_cost_bps":4.132867642887821,"side":"sell","target_ltc":"1.621402513173895419537900284","vwap":"61.67499999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7708274039294178,"ltc":"16.19776024061743792416462852","mid_cost_bps":5.9044269063451225,"side":"buy","target_ltc":null,"vwap":"61.73693060923349472422732665"},{"budget_eur":1000,"eur":"999.9673230367078273206323471","filled_fraction":1.0,"full":true,"impact_bps":0.3267696329217268,"ltc":"16.21402513173895419537900284","mid_cost_bps":4.45950222624529,"side":"sell","target_ltc":"16.21402513173895419537900284","vwap":"61.67298464828895525000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.461794806999238,"ltc":"161.7723340138949137749907068","mid_cost_bps":18.60063931826865,"side":"buy","target_ltc":null,"vwap":"61.81526687462568350407206744"},{"budget_eur":10000,"eur":"9990.221195660888877178759629","filled_fraction":1.0,"full":true,"impact_bps":9.778804339111122,"ltc":"162.1402513173895419537900284","mid_cost_bps":13.90763053159502,"side":"sell","target_ltc":"162.1402513173895419537900284","vwap":"61.61468922423853215000000000"}],"spread_bps":8.265735285775643},"raw_file":"1790983801-coinbase.json","request_at":1790983801.506355,"response_at":1790983801.6308756,"sequence":10017380907,"sha256":"e11ed166f8dadf5d71d911d3d267e8232721645bb641cadbb602060a781f53b1","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790983801.651,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 23:30:01 GMT"},"metrics":{"ask":"61.72","ask_levels":100,"bid":"61.7","bid_levels":100,"depth_1pct_eur":{"buy":"71230.56271334","sell":"80316.45972375"},"mid":"61.71","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.620220349967595593000648088","mid_cost_bps":1.6204829039053639,"side":"buy","target_ltc":null,"vwap":"61.72000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.620745542949756888168557536","mid_cost_bps":1.6204829039053639,"side":"sell","target_ltc":"1.620745542949756888168557536","vwap":"61.70000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5997466375612475,"ltc":"16.19637321567357512953367876","mid_cost_bps":5.220812874255067,"side":"buy","target_ltc":null,"vwap":"61.74221763624702802070916115"},{"budget_eur":1000,"eur":"999.9099471857050243111831440","filled_fraction":1.0,"full":true,"impact_bps":0.9005281429497569,"ltc":"16.20745542949756888168557536","mid_cost_bps":2.520865117809107,"side":"sell","target_ltc":"16.20745542949756888168557536","vwap":"61.69444374135800000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.236509066512433,"ltc":"161.8401831282548924470321850","mid_cost_bps":12.858812827501982,"side":"buy","target_ltc":null,"vwap":"61.78935173395851473418878329"},{"budget_eur":10000,"eur":"9989.188098471653160453808749","filled_fraction":1.0,"full":true,"impact_bps":10.811901528346839,"ltc":"162.0745542949756888168557536","mid_cost_bps":12.430632382093664,"side":"sell","target_ltc":"162.0745542949756888168557536","vwap":"61.63329056757010000000000000"}],"spread_bps":3.2409658078107277},"raw_file":"1790983801-okx.json","request_at":1790983801.506665,"response_at":1790983801.7764876,"sequence":null,"sha256":"8e6afca14c47c4a0708f07de1ac37f023e43dab85097ca9f454c3e3586a3884a","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790984701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Fri, 02 Oct 2026 23:45:01 GMT"},"metrics":{"ask":"61.93000","ask_levels":100,"bid":"61.92000","bid_levels":100,"depth_1pct_eur":{"buy":"236114.56613000","sell":"761278.05806000"},"mid":"61.92500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.044666757886291,"ltc":"1.614557636422344204068453342","mid_cost_bps":1.8521794479757447,"side":"buy","target_ltc":null,"vwap":"61.93646962123158979938143526"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614987080103359173126614987","mid_cost_bps":0.8074283407347598,"side":"sell","target_ltc":"1.614987080103359173126614987","vwap":"61.92000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6361919624033698,"ltc":"16.14462146892655367231638418","mid_cost_bps":2.4437524139142623,"side":"buy","target_ltc":null,"vwap":"61.94013293682316406996365479"},{"budget_eur":1000,"eur":"999.9820212919896640826873385","filled_fraction":1.0,"full":true,"impact_bps":0.17978708010335917,"ltc":"16.14987080103359173126614987","mid_cost_bps":0.9872009043197416,"side":"sell","target_ltc":"16.14987080103359173126614987","vwap":"61.91888675840000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.5659312911404335,"ltc":"161.3989367435856059383572696","mid_cost_bps":5.3737282981078245,"side":"buy","target_ltc":null,"vwap":"61.95827681248603270526580397"},{"budget_eur":10000,"eur":"9997.322901679586563307493540","filled_fraction":1.0,"full":true,"impact_bps":2.6770983204134366,"ltc":"161.4987080103359173126614987","mid_cost_bps":3.4843105046427127,"side":"sell","target_ltc":"161.4987080103359173126614987","vwap":"61.90342340720000000000000000"}],"spread_bps":1.6148566814695196},"raw_file":"1790984701-kraken.json","request_at":1790984701.4950044,"response_at":1790984701.6880565,"sequence":null,"sha256":"328562fd2428c4c80c7aa4cd835608657fc04a3ef85b75eed5c071b82db31cc3","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Fri, 02 Oct 2026 23:45:01 GMT"},"metrics":{"ask":"61.954","ask_levels":648,"bid":"61.918","bid_levels":253,"depth_1pct_eur":{"buy":"65215.46203296099","sell":"82502.86032129335"},"mid":"61.936","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3609385436552617,"ltc":"1.614042527437056165267914784","mid_cost_bps":3.267269221997192,"side":"buy","target_ltc":null,"vwap":"61.95623615865336180827014758"},{"budget_eur":100,"eur":"99.99638476452727801285571241","filled_fraction":1.0,"full":true,"impact_bps":0.3615235472721987,"ltc":"1.615039245453664524047934365","mid_cost_bps":3.2676442618186514,"side":"sell","target_ltc":"1.615039245453664524047934365","vwap":"61.91576151850000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.4112594095124054,"ltc":"16.13873025103737654121748112","mid_cost_bps":4.317895334812251,"side":"buy","target_ltc":null,"vwap":"61.96274331654569315661839220"},{"budget_eur":1000,"eur":"999.4283864765840944474950743","filled_fraction":1.0,"full":true,"impact_bps":5.716135234159055,"ltc":"16.15039245453664524047934365","mid_cost_bps":8.6206997776521,"side":"sell","target_ltc":"16.15039245453664524047934365","vwap":"61.88260683385713396000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.906816361327508,"ltc":"161.2503307038494876586969131","mid_cost_bps":12.81592128729147,"side":"buy","target_ltc":null,"vwap":"62.01537669008496844454581757"},{"budget_eur":10000,"eur":"9988.860517657316783164830907","filled_fraction":1.0,"full":true,"impact_bps":11.139482342683216,"ltc":"161.5039245453664524047934365","mid_cost_bps":14.042470739057405,"side":"sell","target_ltc":"161.5039245453664524047934365","vwap":"61.84902655323057405800000000"}],"spread_bps":5.812451562903642},"raw_file":"1790984701-coinbase.json","request_at":1790984701.4960594,"response_at":1790984701.6405008,"sequence":10017408150,"sha256":"d7f6345f91db29cf2d18a588dc350c4295bf24fbf8cfffd34890973ba2c6a827","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790984701.601,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Fri, 02 Oct 2026 23:45:01 GMT"},"metrics":{"ask":"61.95","ask_levels":100,"bid":"61.92","bid_levels":100,"depth_1pct_eur":{"buy":"77713.94748672","sell":"79054.15281750"},"mid":"61.935","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614205004035512510088781275","mid_cost_bps":2.4218939210462582,"side":"buy","target_ltc":null,"vwap":"61.95000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614987080103359173126614987","mid_cost_bps":2.4218939210462582,"side":"sell","target_ltc":"1.614987080103359173126614987","vwap":"61.92000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7896734672831738,"ltc":"16.13916165741487816685492980","mid_cost_bps":4.212000828258539,"side":"buy","target_ltc":null,"vwap":"61.96108702712981926220045474"},{"budget_eur":1000,"eur":"999.7307488659689922480620155","filled_fraction":1.0,"full":true,"impact_bps":2.6925113403100775,"ltc":"16.14987080103359173126614987","mid_cost_bps":5.113753163671591,"side":"sell","target_ltc":"16.14987080103359173126614987","vwap":"61.90332796978080000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.31877540753702,"ltc":"161.2702163109785587618894084","mid_cost_bps":11.74292623713439,"side":"buy","target_ltc":null,"vwap":"62.00772981364969183432220077"},{"budget_eur":10000,"eur":"9986.654048208656330749354005","filled_fraction":1.0,"full":true,"impact_bps":13.34595179134367,"ltc":"161.4987080103359173126614987","mid_cost_bps":15.764613464438524,"side":"sell","target_ltc":"161.4987080103359173126614987","vwap":"61.83736186650800000000000000"}],"spread_bps":4.8437878420925164},"raw_file":"1790984701-okx.json","request_at":1790984701.4963214,"response_at":1790984701.7299764,"sequence":null,"sha256":"e4cf8f9f15e32d5bb0b2b740bdcecceede8d3d78dc81448ac102b57e65650033","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790985601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 00:00:02 GMT"},"metrics":{"ask":"62.12000","ask_levels":100,"bid":"62.11000","bid_levels":100,"depth_1pct_eur":{"buy":"252804.78799000","sell":"280536.26644000"},"mid":"62.11500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609787508048937540244687701","mid_cost_bps":0.8049585446349513,"side":"buy","target_ltc":null,"vwap":"62.12000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.610046691354049267428755434","mid_cost_bps":0.8049585446349513,"side":"sell","target_ltc":"1.610046691354049267428755434","vwap":"62.11000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.19336012052146687,"ltc":"16.09756381780138419443103171","mid_cost_bps":0.9983342298445387,"side":"buy","target_ltc":null,"vwap":"62.12120115306867935225654637"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.10046691354049267428755434","mid_cost_bps":0.8049585446349513,"side":"sell","target_ltc":"16.10046691354049267428755434","vwap":"62.11000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.510663968921956,"ltc":"160.9383445945945945945945946","mid_cost_bps":3.3158246115983565,"side":"buy","target_ltc":null,"vwap":"62.13559624457494319106171051"},{"budget_eur":10000,"eur":"9996.777066469167605860569957","filled_fraction":1.0,"full":true,"impact_bps":3.2229335308323943,"ltc":"161.0046691354049267428755434","mid_cost_bps":4.027632642678902,"side":"sell","target_ltc":"161.0046691354049267428755434","vwap":"62.08998235984000000000000000"}],"spread_bps":1.6099170892699026},"raw_file":"1790985601-kraken.json","request_at":1790985601.901737,"response_at":1790985602.1014037,"sequence":null,"sha256":"05f40d4952a7eaf84f0dfd7725b468a8b8fd082016ac96634bea1e0b7118a4ed","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 00:00:02 GMT"},"metrics":{"ask":"62.159","ask_levels":645,"bid":"62.125","bid_levels":258,"depth_1pct_eur":{"buy":"61423.89448749009","sell":"83961.24435716421"},"mid":"62.142","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.2981236524827731,"ltc":"1.608729529953027475709413809","mid_cost_bps":3.0338751265597614,"side":"buy","target_ltc":null,"vwap":"62.16085310681146766944923412"},{"budget_eur":100,"eur":"99.99940284205231388329979876","filled_fraction":1.0,"full":true,"impact_bps":0.05971579476861167,"ltc":"1.609657947686116700201207243","mid_cost_bps":2.7953693757844937,"side":"sell","target_ltc":"1.609657947686116700201207243","vwap":"62.12462901562500000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7537599290830391,"ltc":"16.08656235924329193745576218","mid_cost_bps":3.4896360502055392,"side":"buy","target_ltc":null,"vwap":"62.16368529634318726261448300"},{"budget_eur":1000,"eur":"999.7202406838990543259557341","filled_fraction":1.0,"full":true,"impact_bps":2.797593161009457,"ltc":"16.09657947686116700201207243","mid_cost_bps":5.532497749150534,"side":"sell","target_ltc":"16.09657947686116700201207243","vwap":"62.10761995248722875000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.611572553351197,"ltc":"160.7072133730804789573368431","mid_cost_bps":13.350145446618344,"side":"buy","target_ltc":null,"vwap":"62.22496047383437570608929293"},{"budget_eur":10000,"eur":"9988.189127985191046277665993","filled_fraction":1.0,"full":true,"impact_bps":11.810872014808954,"ltc":"160.9657947686116700201207243","mid_cost_bps":14.543310867368387,"side":"sell","target_ltc":"160.9657947686116700201207243","vwap":"62.05162495760799937500000000"}],"spread_bps":5.471339834572431},"raw_file":"1790985601-coinbase.json","request_at":1790985601.9029958,"response_at":1790985602.0361924,"sequence":10017430437,"sha256":"6d3990bd5f705a5af8653102c5fe5fc32199b372600b1e037292d5c30075c37e","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790985602.051,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 00:00:02 GMT"},"metrics":{"ask":"62.11","ask_levels":100,"bid":"62.09","bid_levels":100,"depth_1pct_eur":{"buy":"74315.44026155","sell":"59726.20030363"},"mid":"62.10","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.610046691354049267428755434","mid_cost_bps":1.6103059581320451,"side":"buy","target_ltc":null,"vwap":"62.11000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.610565308423256563053631825","mid_cost_bps":1.6103059581320451,"side":"sell","target_ltc":"1.610565308423256563053631825","vwap":"62.08999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.577523407151014,"ltc":"16.09470899372485921158487530","mid_cost_bps":5.188405456008848,"side":"buy","target_ltc":null,"vwap":"62.13221999788181494822242948"},{"budget_eur":1000,"eur":"999.6241147157883717184731842","filled_fraction":1.0,"full":true,"impact_bps":3.758852842116283,"ltc":"16.10565308423256563053631825","mid_cost_bps":5.368553509935587,"side":"sell","target_ltc":"16.10565308423256563053631825","vwap":"62.06666128270330000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.65993018748359,"ltc":"160.8010960703727506426735218","mid_cost_bps":14.27227478171668,"side":"buy","target_ltc":null,"vwap":"62.18863082639446058281134374"},{"budget_eur":10000,"eur":"9986.755432968920921243356420","filled_fraction":1.0,"full":true,"impact_bps":13.244567031079079,"ltc":"161.0565308423256563053631825","mid_cost_bps":14.852740208690822,"side":"sell","target_ltc":"161.0565308423256563053631825","vwap":"62.00776448330403000000000000"}],"spread_bps":3.2206119162640903},"raw_file":"1790985601-okx.json","request_at":1790985601.9032555,"response_at":1790985602.1828244,"sequence":null,"sha256":"9faed5f6b8052028412601a03c0b7c4ba140a4222b4e66198cb3a03c3e89122c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790986501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 00:15:01 GMT"},"metrics":{"ask":"62.63000","ask_levels":100,"bid":"62.61000","bid_levels":100,"depth_1pct_eur":{"buy":"249009.48358000","sell":"389298.76647000"},"mid":"62.62000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.026620390509368,"ltc":"1.596515006385696040868454662","mid_cost_bps":2.623718221935511,"side":"buy","target_ltc":null,"vwap":"62.63642972350576017167021478"},{"budget_eur":100,"eur":"99.98972811052547516371186711","filled_fraction":1.0,"full":true,"impact_bps":1.0271889474524836,"ltc":"1.597188947452483628813288612","mid_cost_bps":2.623958799105717,"side":"sell","target_ltc":"1.597188947452483628813288612","vwap":"62.60356877000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.5221885768897447,"ltc":"15.96276296887470071827613727","mid_cost_bps":4.119525240667594,"side":"buy","target_ltc":null,"vwap":"62.64579646705706047124237964"},{"budget_eur":1000,"eur":"999.8459811052547516371186711","filled_fraction":1.0,"full":true,"impact_bps":1.5401889474524837,"ltc":"15.97188947452483628813288612","mid_cost_bps":3.136876876397317,"side":"sell","target_ltc":"15.97188947452483628813288612","vwap":"62.60035687700000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.162203839682977,"ltc":"159.5855094941758417105473113","mid_cost_bps":6.759962096444345,"side":"buy","target_ltc":null,"vwap":"62.66233088264793448459429948"},{"budget_eur":10000,"eur":"9996.127616315285098227120268","filled_fraction":1.0,"full":true,"impact_bps":3.872383684714902,"ltc":"159.7188947452483628813288612","mid_cost_bps":5.468699177579048,"side":"sell","target_ltc":"159.7188947452483628813288612","vwap":"62.58575500575000000000000000"}],"spread_bps":3.1938677738741617},"raw_file":"1790986501-kraken.json","request_at":1790986501.6837807,"response_at":1790986501.8890011,"sequence":null,"sha256":"e539fd7b93b9c1450740e3163ccfb4c1b1a627cd12129f0d48da4ac016c9d57c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 00:15:01 GMT"},"metrics":{"ask":"62.641","ask_levels":647,"bid":"62.604","bid_levels":266,"depth_1pct_eur":{"buy":"63859.75781789422","sell":"91139.39271203026"},"mid":"62.6225","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.05838926130150562,"ltc":"1.596389203729127422496088886","mid_cost_bps":3.012616259606174,"side":"buy","target_ltc":null,"vwap":"62.64136575617171876134754136"},{"budget_eur":100,"eur":"99.99649094786275637339467124","filled_fraction":1.0,"full":true,"impact_bps":0.3509052137243627,"ltc":"1.597342022873937767554788831","mid_cost_bps":3.305011297856202,"side":"sell","target_ltc":"1.597342022873937767554788831","vwap":"62.60180319300000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.902279045737685,"ltc":"15.95935339958211670097171031","mid_cost_bps":5.857346188734949,"side":"buy","target_ltc":null,"vwap":"62.65918016617040543273183399"},{"budget_eur":1000,"eur":"999.7750467002039518241645899","filled_fraction":1.0,"full":true,"impact_bps":2.2495329979604817,"ltc":"15.97342022873937767554788831","mid_cost_bps":5.20307818762135,"side":"sell","target_ltc":"15.97342022873937767554788831","vwap":"62.58991702361956820000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.566918678729998,"ltc":"159.5032073921038207832765049","mid_cost_bps":11.523659275090036,"side":"buy","target_ltc":null,"vwap":"62.69466403529543258046710456"},{"budget_eur":10000,"eur":"9989.615727623265409877963067","filled_fraction":1.0,"full":true,"impact_bps":10.38427237673459,"ltc":"159.7342022873937767554788831","mid_cost_bps":13.335414393757711,"side":"sell","target_ltc":"159.7342022873937767554788831","vwap":"62.53899030121269077200000000"}],"spread_bps":5.908419497784343},"raw_file":"1790986501-coinbase.json","request_at":1790986501.6852255,"response_at":1790986501.840178,"sequence":10017488643,"sha256":"87e6637f83535947aed90c2c2e7bcd0ffda334f9c896eaf3b57e0798c0266e30","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790986501.854,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 00:15:01 GMT"},"metrics":{"ask":"62.63","ask_levels":100,"bid":"62.61","bid_levels":100,"depth_1pct_eur":{"buy":"81189.15842587","sell":"76880.93769299"},"mid":"62.62","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596678907871627015807121188","mid_cost_bps":1.5969338869370808,"side":"buy","target_ltc":null,"vwap":"62.63000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597188947452483628813288612","mid_cost_bps":1.5969338869370808,"side":"sell","target_ltc":"1.597188947452483628813288612","vwap":"62.61000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8871743680313136,"ltc":"15.96537267177522349936143040","mid_cost_bps":2.4842499308495873,"side":"buy","target_ltc":null,"vwap":"62.63555637306698011647190018"},{"budget_eur":1000,"eur":"999.6094807715285098227120268","filled_fraction":1.0,"full":true,"impact_bps":3.905192284714902,"ltc":"15.97188947452483628813288612","mid_cost_bps":5.501502538262536,"side":"sell","target_ltc":"15.97188947452483628813288612","vwap":"62.58554959110540000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.906747261818596,"ltc":"159.5258051843112244897959184","mid_cost_bps":10.505103497408156,"side":"buy","target_ltc":null,"vwap":"62.68578295810076987162588369"},{"budget_eur":10000,"eur":"9986.636676220570196454240536","filled_fraction":1.0,"full":true,"impact_bps":13.363323779429804,"ltc":"159.7188947452483628813288612","mid_cost_bps":14.958123631908336,"side":"sell","target_ltc":"159.7188947452483628813288612","vwap":"62.52633222981699000000000000"}],"spread_bps":3.1938677738741617},"raw_file":"1790986501-okx.json","request_at":1790986501.6855786,"response_at":1790986501.9901142,"sequence":null,"sha256":"f909cf803085d6fda709caad3fea5eb8b598c0ef825e23101bf6b6ea99216b84","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790987401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 00:30:01 GMT"},"metrics":{"ask":"63.10000","ask_levels":100,"bid":"63.06000","bid_levels":100,"depth_1pct_eur":{"buy":"230169.78885000","sell":"413244.97337000"},"mid":"63.08000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0147282143745064,"ltc":"1.584625257486927586753287910","mid_cost_bps":4.185626986795044,"side":"buy","target_ltc":null,"vwap":"63.10640293503270313592125249"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.585791309863621947351728513","mid_cost_bps":3.170577045022194,"side":"sell","target_ltc":"1.585791309863621947351728513","vwap":"63.05999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.2567705905230704,"ltc":"15.84270093457943925233644860","mid_cost_bps":6.4283802197527855,"side":"buy","target_ltc":null,"vwap":"63.12055022242620057351213949"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"15.85791309863621947351728513","mid_cost_bps":3.170577045022194,"side":"sell","target_ltc":"15.85791309863621947351728513","vwap":"63.05999999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.840099013815466,"ltc":"158.4019372822299651567944251","mid_cost_bps":8.012210649520544,"side":"buy","target_ltc":null,"vwap":"63.13054102477717558622756435"},{"budget_eur":10000,"eur":"9997.833477380272756105296546","filled_fraction":1.0,"full":true,"impact_bps":2.166522619727244,"ltc":"158.5791309863621947351728513","mid_cost_bps":5.336412752060875,"side":"sell","target_ltc":"158.5791309863621947351728513","vwap":"63.04633790836000000000000000"}],"spread_bps":6.341154090044388},"raw_file":"1790987401-kraken.json","request_at":1790987401.5341475,"response_at":1790987401.7241867,"sequence":null,"sha256":"ee6df92ae09cbb9ae797815fce584ecde34fa623e4d348c270e057124ca3ac5f","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 00:30:01 GMT"},"metrics":{"ask":"63.094","ask_levels":636,"bid":"63.051","bid_levels":262,"depth_1pct_eur":{"buy":"17704.63668446447","sell":"80847.58036676366"},"mid":"63.0725","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.057243096515971294,"ltc":"1.584927688406371344797527538","mid_cost_bps":3.466038224766399,"side":"buy","target_ltc":null,"vwap":"63.09436116959315786927657357"},{"budget_eur":100,"eur":"99.99655889399057905505067325","filled_fraction":1.0,"full":true,"impact_bps":0.3441106009420945,"ltc":"1.586017668236824158221122583","mid_cost_bps":3.752768916722819,"side":"sell","target_ltc":"1.586017668236824158221122583","vwap":"63.04883034825000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.9352532559870506,"ltc":"15.84313293618513590572134575","mid_cost_bps":7.345370310884252,"side":"buy","target_ltc":null,"vwap":"63.11882908689332469594870927"},{"budget_eur":1000,"eur":"999.7479168014350034099379865","filled_fraction":1.0,"full":true,"impact_bps":2.520831985649966,"ltc":"15.86017668236824158221122583","mid_cost_bps":5.928748305952928,"side":"sell","target_ltc":"15.86017668236824158221122583","vwap":"63.03510590224727840000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.65756830515592,"ltc":"158.3407574342823466126633547","mid_cost_bps":13.069635968853424,"side":"buy","target_ltc":null,"vwap":"63.15493346146455076116985407"},{"budget_eur":10000,"eur":"9984.189610512226590379216823","filled_fraction":1.0,"full":true,"impact_bps":15.81038948777341,"ltc":"158.6017668236824158221122583","mid_cost_bps":19.21377569612115,"side":"sell","target_ltc":"158.6017668236824158221122583","vwap":"62.95131391324063987500000000"}],"spread_bps":6.8175512307265445},"raw_file":"1790987401-coinbase.json","request_at":1790987401.535165,"response_at":1790987401.6810145,"sequence":10017542107,"sha256":"eaa21b5c5e7bb7435d263415016b4b13ea489569067e331592902c16834e607f","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790987401.654,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 00:30:01 GMT"},"metrics":{"ask":"63.11","ask_levels":100,"bid":"63.03","bid_levels":100,"depth_1pct_eur":{"buy":"74757.64398321","sell":"76854.62403154"},"mid":"63.07","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.584534938995404848676913326","mid_cost_bps":6.3421595053115585,"side":"buy","target_ltc":null,"vwap":"63.11000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.586546089163890211010629859","mid_cost_bps":6.3421595053115585,"side":"sell","target_ltc":"1.586546089163890211010629859","vwap":"63.02999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.029125208845275946,"ltc":"15.84530324017743979721166033","mid_cost_bps":6.371303185828847,"side":"buy","target_ltc":null,"vwap":"63.11018380919302253649430196"},{"budget_eur":1000,"eur":"999.9881284632508329366968112","filled_fraction":1.0,"full":true,"impact_bps":0.11871536749167064,"ltc":"15.86546089163890211010629859","mid_cost_bps":6.460799581623593,"side":"sell","target_ltc":"15.86546089163890211010629859","vwap":"63.02925173703870000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.1498911186368534,"ltc":"158.3561066181731834731676429","mid_cost_bps":12.495950982989882,"side":"buy","target_ltc":null,"vwap":"63.14881196284971718347720719"},{"budget_eur":10000,"eur":"9991.857109276688878311914962","filled_fraction":1.0,"full":true,"impact_bps":8.142890723311123,"ltc":"158.6546089163890211010629859","mid_cost_bps":14.479885877442523,"side":"sell","target_ltc":"158.6546089163890211010629859","vwap":"62.97867535977097000000000000"}],"spread_bps":12.684319010623117},"raw_file":"1790987401-okx.json","request_at":1790987401.5353975,"response_at":1790987401.784337,"sequence":null,"sha256":"4267c6df0124ef2a5936d51870007dae1560967a2a88e3ef9cfe44164eb591e6","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790988302,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 00:45:02 GMT"},"metrics":{"ask":"63.37000","ask_levels":100,"bid":"63.35000","bid_levels":100,"depth_1pct_eur":{"buy":"253684.32956000","sell":"380634.60631000"},"mid":"63.36000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0079763152727057,"ltc":"1.577874723887661722940990849","mid_cost_bps":2.586418230726505,"side":"buy","target_ltc":null,"vwap":"63.37638754590988313666121030"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.578531965272296764009471192","mid_cost_bps":1.5782828282828283,"side":"sell","target_ltc":"1.578531965272296764009471192","vwap":"63.34999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.484900803001471,"ltc":"15.77641741599621391386654046","mid_cost_bps":4.063575818911036,"side":"buy","target_ltc":null,"vwap":"63.38574681638862032357628805"},{"budget_eur":1000,"eur":"999.9824068034727703235990530","filled_fraction":1.0,"full":true,"impact_bps":0.17593196527229676,"ltc":"15.78531965272296764009471192","mid_cost_bps":1.7541870265151516,"side":"sell","target_ltc":"15.78531965272296764009471192","vwap":"63.34888547100000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.78581496054614,"ltc":"157.7278913420596120485727803","mid_cost_bps":6.364853125786125,"side":"buy","target_ltc":null,"vwap":"63.40032770940498088552108580"},{"budget_eur":10000,"eur":"9996.967570173638516179952645","filled_fraction":1.0,"full":true,"impact_bps":3.0324298263614837,"ltc":"157.8531965272296764009471192","mid_cost_bps":4.610234051452021,"side":"sell","target_ltc":"157.8531965272296764009471192","vwap":"63.33078955705000000000000000"}],"spread_bps":3.1565656565656566},"raw_file":"1790988302-kraken.json","request_at":1790988302.1241126,"response_at":1790988302.318857,"sequence":null,"sha256":"8a11d89307af6971d8e0ec8b25753e4a4a72caec3de54b04637d31eae1360f82","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 00:45:02 GMT"},"metrics":{"ask":"63.388","ask_levels":648,"bid":"63.34","bid_levels":260,"depth_1pct_eur":{"buy":"62427.79105700468","sell":"79348.39505604051"},"mid":"63.364","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.33903080161969895,"ltc":"1.577532179701549042496135281","mid_cost_bps":4.126798883483831,"side":"buy","target_ltc":null,"vwap":"63.39014904844530694760293312"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.578781180928323334385854121","mid_cost_bps":3.787639669212802,"side":"sell","target_ltc":"1.578781180928323334385854121","vwap":"63.33999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.0390924287960694,"ltc":"15.77264044184424678274034822","mid_cost_bps":5.827504432746122,"side":"buy","target_ltc":null,"vwap":"63.40092539908765252433357118"},{"budget_eur":1000,"eur":"999.4924576957801041995579415","filled_fraction":1.0,"full":true,"impact_bps":5.075423042198958,"ltc":"15.78781180928323334385854121","mid_cost_bps":8.861140324046493,"side":"sell","target_ltc":"15.78781180928323334385854121","vwap":"63.30785227045071180000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.606440085835338,"ltc":"157.5756770247123287671232877","mid_cost_bps":15.398475856336885,"side":"buy","target_ltc":null,"vwap":"63.46157090241609303561100108"},{"budget_eur":10000,"eur":"9984.776873656381970318913801","filled_fraction":1.0,"full":true,"impact_bps":15.223126343618029,"ltc":"157.8781180928323334385854121","mid_cost_bps":19.00500004110798,"side":"sell","target_ltc":"157.8781180928323334385854121","vwap":"63.24357671773952340000000000"}],"spread_bps":7.575279338425604},"raw_file":"1790988302-coinbase.json","request_at":1790988302.1251092,"response_at":1790988302.2894888,"sequence":10017592902,"sha256":"f3829daaf9343c146641783362861e9a66573441e0c80608269215955ec42067","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790988302.254,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 00:45:02 GMT"},"metrics":{"ask":"63.38","ask_levels":100,"bid":"63.35","bid_levels":100,"depth_1pct_eur":{"buy":"76273.76447149","sell":"85761.64675324"},"mid":"63.365","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.577784790154622909435153045","mid_cost_bps":2.367237433914622,"side":"buy","target_ltc":null,"vwap":"63.38000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.578531965272296764009471192","mid_cost_bps":2.367237433914622,"side":"sell","target_ltc":"1.578531965272296764009471192","vwap":"63.34999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.87674143216713,"ltc":"15.77646471351948256822842720","mid_cost_bps":3.2441864115955608,"side":"buy","target_ltc":null,"vwap":"63.38555678719707526985028972"},{"budget_eur":1000,"eur":"999.7542255208366219415943174","filled_fraction":1.0,"full":true,"impact_bps":2.4577447916337807,"ltc":"15.78531965272296764009471192","mid_cost_bps":4.824400419001026,"side":"sell","target_ltc":"15.78531965272296764009471192","vwap":"63.33443018674500000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.854397341122443,"ltc":"157.6388992704065553104317680","mid_cost_bps":11.22373082112113,"side":"buy","target_ltc":null,"vwap":"63.43611917034803404002551004"},{"budget_eur":10000,"eur":"9987.056966666187845303867405","filled_fraction":1.0,"full":true,"impact_bps":12.943033333812155,"ltc":"157.8531965272296764009471192","mid_cost_bps":15.307206844425156,"side":"sell","target_ltc":"157.8531965272296764009471192","vwap":"63.26800588383030000000000000"}],"spread_bps":4.734474867829244},"raw_file":"1790988302-okx.json","request_at":1790988302.1253319,"response_at":1790988302.3800712,"sequence":null,"sha256":"6c23cc7db604cd312a722e39fed8cb88165977f143b95336c4443ccd887bb6c5","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790989201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 01:00:01 GMT"},"metrics":{"ask":"63.24000","ask_levels":100,"bid":"63.22000","bid_levels":100,"depth_1pct_eur":{"buy":"237681.31894000","sell":"716036.45911000"},"mid":"63.23000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0112200328173957,"ltc":"1.581117786561264822134387352","mid_cost_bps":2.5929077158844236,"side":"buy","target_ltc":null,"vwap":"63.24639495548753721037900839"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.581777918380259411578614363","mid_cost_bps":1.5815277558121146,"side":"sell","target_ltc":"1.581777918380259411578614363","vwap":"63.21999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5242689840260573,"ltc":"15.81036679841897233201581028","mid_cost_bps":3.106037807208728,"side":"buy","target_ltc":null,"vwap":"63.24963947705498078660951631"},{"budget_eur":1000,"eur":"999.9823622081619740588421389","filled_fraction":1.0,"full":true,"impact_bps":0.1763779183802594,"ltc":"15.81777918380259411578614363","mid_cost_bps":1.7578777795350309,"side":"sell","target_ltc":"15.81777918380259411578614363","vwap":"63.21888493880000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.989378700979298,"ltc":"158.0805109846688794057215110","mid_cost_bps":4.571379235330236,"side":"buy","target_ltc":null,"vwap":"63.25890483090499308054862333"},{"budget_eur":10000,"eur":"9998.032574163239481176842774","filled_fraction":1.0,"full":true,"impact_bps":1.9674258367605189,"ltc":"158.1777918380259411578614363","mid_cost_bps":3.5486424387157993,"side":"sell","target_ltc":"158.1777918380259411578614363","vwap":"63.20756193386000000000000000"}],"spread_bps":3.163055511624229},"raw_file":"1790989201-kraken.json","request_at":1790989201.485965,"response_at":1790989201.698716,"sequence":null,"sha256":"dfcd2c01653113cda585b1b569afb5edac375fef714b88800eda38939501ddb7","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 01:00:01 GMT"},"metrics":{"ask":"63.253","ask_levels":657,"bid":"63.199","bid_levels":245,"depth_1pct_eur":{"buy":"61228.28713598837","sell":"79375.92664038147"},"mid":"63.226","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3410508904101427,"ltc":"1.580898765393066599219083451","mid_cost_bps":4.611591623242222,"side":"buy","target_ltc":null,"vwap":"63.25515724919711127549001396"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.582303517460719315179037643","mid_cost_bps":4.270395090627273,"side":"sell","target_ltc":"1.582303517460719315179037643","vwap":"63.19900000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.486538857119109,"ltc":"15.80717702257570967945881014","mid_cost_bps":5.757568758570129,"side":"buy","target_ltc":null,"vwap":"63.26240280423293549927709065"},{"budget_eur":1000,"eur":"999.9187386171177496479374674","filled_fraction":1.0,"full":true,"impact_bps":0.8126138288225035,"ltc":"15.82303517460719315179037643","mid_cost_bps":5.082661901239259,"side":"sell","target_ltc":"15.82303517460719315179037643","vwap":"63.19386436186322466000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.18627360045856,"ltc":"157.9817382091578133139690909","mid_cost_bps":11.459737513836163,"side":"buy","target_ltc":null,"vwap":"63.29845533640498052810127024"},{"budget_eur":10000,"eur":"9995.200551969960691150176427","filled_fraction":1.0,"full":true,"impact_bps":4.799448030039309,"ltc":"158.2303517460719315179037643","mid_cost_bps":9.067793566736063,"side":"sell","target_ltc":"158.2303517460719315179037643","vwap":"63.16866796839495457200000000"}],"spread_bps":8.540790181254547},"raw_file":"1790989201-coinbase.json","request_at":1790989201.4871213,"response_at":1790989201.6479654,"sequence":10017624885,"sha256":"de8103860e4316363753060a515e9866c0fbf71aedbac72ddc928f1703e18143","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790989201.704,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 01:00:01 GMT"},"metrics":{"ask":"63.25","ask_levels":100,"bid":"63.22","bid_levels":100,"depth_1pct_eur":{"buy":"69922.59460936","sell":"82690.90716325"},"mid":"63.235","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.581027667984189723320158103","mid_cost_bps":2.3721040562979363,"side":"buy","target_ltc":null,"vwap":"63.24999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.581777918380259411578614363","mid_cost_bps":2.3721040562979363,"side":"sell","target_ltc":"1.581777918380259411578614363","vwap":"63.21999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7569955109549062,"ltc":"15.80749930930930930930930931","mid_cost_bps":4.1295163448706855,"side":"buy","target_ltc":null,"vwap":"63.26111299660678978258251609"},{"budget_eur":1000,"eur":"999.7010420908098702942106931","filled_fraction":1.0,"full":true,"impact_bps":2.9895790919012972,"ltc":"15.81777918380259411578614363","mid_cost_bps":5.360973988930181,"side":"sell","target_ltc":"15.81777918380259411578614363","vwap":"63.20109988098100000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.073002428965271,"ltc":"157.9278932039141414141414141","mid_cost_bps":13.447733116660922,"side":"buy","target_ltc":null,"vwap":"63.32003674036320533812825198"},{"budget_eur":10000,"eur":"9984.597217965915849414742173","filled_fraction":1.0,"full":true,"impact_bps":15.40278203408415,"ltc":"158.1777918380259411578614363","mid_cost_bps":17.771232390207956,"side":"sell","target_ltc":"158.1777918380259411578614363","vwap":"63.12262361198052000000000000"}],"spread_bps":4.744208112595873},"raw_file":"1790989201-okx.json","request_at":1790989201.487421,"response_at":1790989201.8368006,"sequence":null,"sha256":"83ed5297915bd8c018e2a43d5b98ae82e8b2030f48addd34961e32f5e7b53396","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790990101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 01:15:01 GMT"},"metrics":{"ask":"62.96000","ask_levels":100,"bid":"62.94000","bid_levels":100,"depth_1pct_eur":{"buy":"263456.81964000","sell":"790501.05112000"},"mid":"62.95000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0182519977555688,"ltc":"1.588148324599015404160711450","mid_cost_bps":2.6069761045066024,"side":"buy","target_ltc":null,"vwap":"62.96641091457786906146349658"},{"budget_eur":100,"eur":"99.98981185255799173816333018","filled_fraction":1.0,"full":true,"impact_bps":1.0188147442008262,"ltc":"1.588814744200826183666984430","mid_cost_bps":2.6072152501985704,"side":"sell","target_ltc":"1.588814744200826183666984430","vwap":"62.93358758000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5313013097019756,"ltc":"15.88066857233603303160235033","mid_cost_bps":3.120106917535129,"side":"buy","target_ltc":null,"vwap":"62.96964107304588363846326074"},{"budget_eur":1000,"eur":"999.8468185255799173816333018","filled_fraction":1.0,"full":true,"impact_bps":1.531814744200826,"ltc":"15.88814744200826183666984430","mid_cost_bps":3.12013375694996,"side":"sell","target_ltc":"15.88814744200826183666984430","vwap":"62.93035875800000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.001249438728472,"ltc":"158.7674769841269841269841270","mid_cost_bps":5.5904474132223125,"side":"buy","target_ltc":null,"vwap":"62.98519186646623445594823428"},{"budget_eur":10000,"eur":"9998.222150511598347632666034","filled_fraction":1.0,"full":true,"impact_bps":1.7778494884016525,"ltc":"158.8814744200826183666984430","mid_cost_bps":3.3661294169976173,"side":"sell","target_ltc":"158.8814744200826183666984430","vwap":"62.92881021532000000000000000"}],"spread_bps":3.177124702144559},"raw_file":"1790990101-kraken.json","request_at":1790990101.3959625,"response_at":1790990101.5930705,"sequence":null,"sha256":"a3505a32daa1ada7c2b7b638a8d3eafc5ea65555c99c7d7bfe0214ed320efb03","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 01:15:01 GMT"},"metrics":{"ask":"62.978","ask_levels":656,"bid":"62.945","bid_levels":260,"depth_1pct_eur":{"buy":"71433.11242929303","sell":"81105.10740180624"},"mid":"62.9615","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3451926755800819,"ltc":"1.587801266988441508954655150","mid_cost_bps":2.965932265315826,"side":"buy","target_ltc":null,"vwap":"62.98017395443226823970443798"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.588688537612201127968861705","mid_cost_bps":2.620649126847359,"side":"sell","target_ltc":"1.588688537612201127968861705","vwap":"62.94499999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.46364173700594,"ltc":"15.87623705493403610154153900","mid_cost_bps":4.084674432997309,"side":"buy","target_ltc":null,"vwap":"62.98721772293131600849962343"},{"budget_eur":1000,"eur":"999.5272554476751195488124555","filled_fraction":1.0,"full":true,"impact_bps":4.727445523248805,"ltc":"15.88688537612201127968861705","mid_cost_bps":7.346855752497891,"side":"sell","target_ltc":"15.88688537612201127968861705","vwap":"62.91524309415391040000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.434594883925456,"ltc":"158.6042501378011093502377179","mid_cost_bps":14.058240616882657,"side":"buy","target_ltc":null,"vwap":"63.05001279165998573659013186"},{"budget_eur":10000,"eur":"9991.684514395458252442608629","filled_fraction":1.0,"full":true,"impact_bps":8.315485604541747,"ltc":"158.8688537612201127968861705","mid_cost_bps":10.933955534380221,"side":"sell","target_ltc":"158.8688537612201127968861705","vwap":"62.89265817586221197000000000"}],"spread_bps":5.241298253694718},"raw_file":"1790990101-coinbase.json","request_at":1790990101.397051,"response_at":1790990101.5210705,"sequence":10017667337,"sha256":"fd4df7b0b31e9873f52ae16e1a181a9cc967da23f09ae9639fe2f5679b39876c","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790990101.509,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 01:15:01 GMT"},"metrics":{"ask":"62.96","ask_levels":100,"bid":"62.94","bid_levels":100,"depth_1pct_eur":{"buy":"80422.26509882","sell":"78682.37536378"},"mid":"62.95","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.588310038119440914866581957","mid_cost_bps":1.5885623510722795,"side":"buy","target_ltc":null,"vwap":"62.95999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.588814744200826183666984430","mid_cost_bps":1.5885623510722795,"side":"sell","target_ltc":"1.588814744200826183666984430","vwap":"62.93999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7652649786385872,"ltc":"15.88029708796443315338202604","mid_cost_bps":3.3541077530593397,"side":"buy","target_ltc":null,"vwap":"62.97111410830550854470595142"},{"budget_eur":1000,"eur":"999.6113603934795042897998096","filled_fraction":1.0,"full":true,"impact_bps":3.886396065204957,"ltc":"15.88814744200826183666984430","mid_cost_bps":5.4743410380301825,"side":"sell","target_ltc":"15.88814744200826183666984430","vwap":"62.91553902316560000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.669679651991213,"ltc":"158.7092788792638426146279549","mid_cost_bps":9.259460379497487,"side":"buy","target_ltc":null,"vwap":"63.00828830308893667864651042"},{"budget_eur":10000,"eur":"9986.351143849590085795996189","filled_fraction":1.0,"full":true,"impact_bps":13.648856150409914,"ltc":"158.8814744200826183666984430","mid_cost_bps":15.23525029558062,"side":"sell","target_ltc":"158.8814744200826183666984430","vwap":"62.85409409938932000000000000"}],"spread_bps":3.177124702144559},"raw_file":"1790990101-okx.json","request_at":1790990101.3972702,"response_at":1790990101.638511,"sequence":null,"sha256":"afcd7de9039b08e64689f8451028c30d8ab0fe5c09867eba7c7c2f8b5598ee4b","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790991001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 01:30:01 GMT"},"metrics":{"ask":"62.72000","ask_levels":100,"bid":"62.68000","bid_levels":100,"depth_1pct_eur":{"buy":"233751.57861000","sell":"415661.91151000"},"mid":"62.70000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594387755102040816326530612","mid_cost_bps":3.189792663476874,"side":"buy","target_ltc":null,"vwap":"62.72000000000000000000000000"},{"budget_eur":100,"eur":"99.98974594767070835992342055","filled_fraction":1.0,"full":true,"impact_bps":1.025405232929164,"ltc":"1.595405232929164007657945118","mid_cost_bps":4.2148708133971295,"side":"sell","target_ltc":"1.595405232929164007657945118","vwap":"62.67357276000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0180290860858097,"ltc":"15.94225458313406663478399490","mid_cost_bps":4.208146479733684,"side":"buy","target_ltc":null,"vwap":"62.72638507842793019838266720"},{"budget_eur":1000,"eur":"999.8461594767070835992342055","filled_fraction":1.0,"full":true,"impact_bps":1.538405232929164,"ltc":"15.95405232929164007657945118","mid_cost_bps":4.727707177033492,"side":"sell","target_ltc":"15.95405232929164007657945118","vwap":"62.67035727600000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.732935242657278,"ltc":"159.3952138304652644996813257","mid_cost_bps":5.923599655812831,"side":"buy","target_ltc":null,"vwap":"62.73714096984194644870805583"},{"budget_eur":10000,"eur":"9997.499239534141671984684109","filled_fraction":1.0,"full":true,"impact_bps":2.500760465858328,"ltc":"159.5405232929164007657945118","mid_cost_bps":5.6897554385964915,"side":"sell","target_ltc":"159.5405232929164007657945118","vwap":"62.66432523340000000000000000"}],"spread_bps":6.379585326953748},"raw_file":"1790991001-kraken.json","request_at":1790991001.3105211,"response_at":1790991001.4955988,"sequence":null,"sha256":"fd0aaa5e838203ea0da981a7fe34bae44dca9944e46280b769172f7f64ca0de8","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 01:30:01 GMT"},"metrics":{"ask":"62.691","ask_levels":652,"bid":"62.675","bid_levels":262,"depth_1pct_eur":{"buy":"70479.74404089360","sell":"81794.36533040312"},"mid":"62.683","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595125297092086583401126158","mid_cost_bps":1.2762631016384027,"side":"buy","target_ltc":null,"vwap":"62.69100000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.595532508974870362983645792","mid_cost_bps":1.2762631016384027,"side":"sell","target_ltc":"1.595532508974870362983645792","vwap":"62.67499999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.8263162602973426,"ltc":"15.94515185154061981890065043","mid_cost_bps":5.103067700561567,"side":"buy","target_ltc":null,"vwap":"62.71498755926743006991713705"},{"budget_eur":1000,"eur":"999.5413670800310570402871960","filled_fraction":1.0,"full":true,"impact_bps":4.5863291996894295,"ltc":"15.95532508974870362983645792","mid_cost_bps":5.86200696505488,"side":"sell","target_ltc":"15.95532508974870362983645792","vwap":"62.64625518174094650000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":17.243790206624737,"ltc":"159.2379431407632822569096377","mid_cost_bps":18.522254069580452,"side":"buy","target_ltc":null,"vwap":"62.79910304518435114782889167"},{"budget_eur":10000,"eur":"9989.183114293178835261268450","filled_fraction":1.0,"full":true,"impact_bps":10.816885706821164,"ltc":"159.5532508974870362983645792","mid_cost_bps":12.091768289249343,"side":"sell","target_ltc":"159.5532508974870362983645792","vwap":"62.60720516883249835000000000"}],"spread_bps":2.5525262032768055},"raw_file":"1790991001-coinbase.json","request_at":1790991001.311644,"response_at":1790991001.4373112,"sequence":10017705704,"sha256":"bd7f950ba66c47837866f2b8a72ad5afec7cfa63e2b49cb0ec5542ff5968923a","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790991001.409,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 01:30:01 GMT"},"metrics":{"ask":"62.71","ask_levels":100,"bid":"62.67","bid_levels":100,"depth_1pct_eur":{"buy":"81900.18480872","sell":"75003.83866408"},"mid":"62.69","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594642002870355605166640089","mid_cost_bps":3.19030148349019,"side":"buy","target_ltc":null,"vwap":"62.71000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595659805329503749800542524","mid_cost_bps":3.19030148349019,"side":"sell","target_ltc":"1.595659805329503749800542524","vwap":"62.67000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6584098094730098,"ltc":"15.94218194341727765380937201","mid_cost_bps":5.849559405839088,"side":"buy","target_ltc":null,"vwap":"62.72667088791520524303290505"},{"budget_eur":1000,"eur":"999.8226029789340992500398913","filled_fraction":1.0,"full":true,"impact_bps":1.7739702106590074,"ltc":"15.95659805329503749800542524","mid_cost_bps":4.963705744169724,"side":"sell","target_ltc":"15.95659805329503749800542524","vwap":"62.65888252868980000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.476552396774705,"ltc":"159.3132262734076433121019108","mid_cost_bps":12.669877186181875,"side":"buy","target_ltc":null,"vwap":"62.76942746008017417266752692"},{"budget_eur":10000,"eur":"9988.602561546704962501994573","filled_fraction":1.0,"full":true,"impact_bps":11.397438453295038,"ltc":"159.5659805329503749800542524","mid_cost_bps":14.584103810304674,"side":"sell","target_ltc":"159.5659805329503749800542524","vwap":"62.59857225321320000000000000"}],"spread_bps":6.38060296698038},"raw_file":"1790991001-okx.json","request_at":1790991001.3118756,"response_at":1790991001.538115,"sequence":null,"sha256":"c174c63cddc7eabf920b49b58b38f9353f0c16338033f9d328d088eaa0233094","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790991901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 01:45:01 GMT"},"metrics":{"ask":"62.75000","ask_levels":100,"bid":"62.74000","bid_levels":100,"depth_1pct_eur":{"buy":"243974.57831000","sell":"405442.20937000"},"mid":"62.74500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.593625498007968127490039841","mid_cost_bps":0.796876245119133,"side":"buy","target_ltc":null,"vwap":"62.74999999999999999999999999"},{"budget_eur":100,"eur":"99.98976120497290404845393689","filled_fraction":1.0,"full":true,"impact_bps":1.023879502709595,"ltc":"1.593879502709595154606311763","mid_cost_bps":1.8206741573033707,"side":"sell","target_ltc":"1.593879502709595154606311763","vwap":"62.73357618000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.93625498007968127490039841","mid_cost_bps":0.796876245119133,"side":"buy","target_ltc":null,"vwap":"62.74999999999999999999999999"},{"budget_eur":1000,"eur":"999.8342440994580809690787378","filled_fraction":1.0,"full":true,"impact_bps":1.6575590054191902,"ltc":"15.93879502709595154606311763","mid_cost_bps":2.454303163598693,"side":"sell","target_ltc":"15.93879502709595154606311763","vwap":"62.72960047480000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.2267766190063933,"ltc":"159.3111436534480012740882306","mid_cost_bps":4.023909998289126,"side":"buy","target_ltc":null,"vwap":"62.77024802328426511701136492"},{"budget_eur":10000,"eur":"9994.469212486452024226968442","filled_fraction":1.0,"full":true,"impact_bps":5.530787513547976,"ltc":"159.3879502709595154606311763","mid_cost_bps":6.327223023348474,"side":"sell","target_ltc":"159.3879502709595154606311763","vwap":"62.70529983914000000000000000"}],"spread_bps":1.593752490238266},"raw_file":"1790991901-kraken.json","request_at":1790991901.7829666,"response_at":1790991901.9864414,"sequence":null,"sha256":"4b01d5e7d56c6b42800598034a8ab4d3ab92b38c7d3e9d33744ef1a33f7fcf19","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 01:45:01 GMT"},"metrics":{"ask":"62.758","ask_levels":646,"bid":"62.729","bid_levels":261,"depth_1pct_eur":{"buy":"66313.74126762398","sell":"66672.11357184324"},"mid":"62.7435","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3485322381837871,"ltc":"1.593366818558409279204639602","mid_cost_bps":2.6596091420456003,"side":"buy","target_ltc":null,"vwap":"62.76018731862039381107597715"},{"budget_eur":100,"eur":"99.99825502299574359546621180","filled_fraction":1.0,"full":true,"impact_bps":0.17449770042564045,"ltc":"1.594159001418801511262733345","mid_cost_bps":2.4854537322591184,"side":"sell","target_ltc":"1.594159001418801511262733345","vwap":"62.72790539337500000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.6430332494904225,"ltc":"15.92842074864769306725700362","mid_cost_bps":5.954871511336154,"side":"buy","target_ltc":null,"vwap":"62.78086294806715199359981243"},{"budget_eur":1000,"eur":"999.7577528493362396977474533","filled_fraction":1.0,"full":true,"impact_bps":2.422471506637603,"ltc":"15.94159001418801511262733345","mid_cost_bps":4.732908032543135,"side":"sell","target_ltc":"15.94159001418801511262733345","vwap":"62.71380407848601298000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.721085912445146,"ltc":"159.2033926064287873725078365","mid_cost_bps":11.034097710411954,"side":"buy","target_ltc":null,"vwap":"62.81273179096932324436844239"},{"budget_eur":10000,"eur":"9992.769496654695310781297326","filled_fraction":1.0,"full":true,"impact_bps":7.230503345304689,"ltc":"159.4159001418801511262733345","mid_cost_bps":9.5398287368033,"side":"sell","target_ltc":"159.4159001418801511262733345","vwap":"62.68364377556523821500000000"}],"spread_bps":4.621992716376996},"raw_file":"1790991901-coinbase.json","request_at":1790991901.7840762,"response_at":1790991901.9027529,"sequence":10017741321,"sha256":"8206cd2bbb33f09f5e07dbe500e24f50c9a4f586fb753f234943eced6c3d978f","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790991901.959,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 01:45:02 GMT"},"metrics":{"ask":"62.76","ask_levels":100,"bid":"62.73","bid_levels":100,"depth_1pct_eur":{"buy":"61587.35596578","sell":"81885.77685037"},"mid":"62.745","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.593371574251115360101975781","mid_cost_bps":2.390628735357399,"side":"buy","target_ltc":null,"vwap":"62.75999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594133588394707476486529571","mid_cost_bps":2.390628735357399,"side":"sell","target_ltc":"1.594133588394707476486529571","vwap":"62.73000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7709424627419172,"ltc":"15.93089447276202612296909844","mid_cost_bps":4.161994564693326,"side":"buy","target_ltc":null,"vwap":"62.77111443489616827290012962"},{"budget_eur":1000,"eur":"999.6278104358026462617567351","filled_fraction":1.0,"full":true,"impact_bps":3.7218956419735374,"ltc":"15.94133588394707476486529571","mid_cost_bps":6.111634610263766,"side":"sell","target_ltc":"15.94133588394707476486529571","vwap":"62.70665254863790000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.973143013766178,"ltc":"159.2102168422978994271164863","mid_cost_bps":10.36567783160356,"side":"buy","target_ltc":null,"vwap":"62.81003944555439653492589669"},{"budget_eur":10000,"eur":"9983.144847015684680376215526","filled_fraction":1.0,"full":true,"impact_bps":16.85515298431532,"ltc":"159.4133588394707476486529571","mid_cost_bps":19.241752278366405,"side":"sell","target_ltc":"159.4133588394707476486529571","vwap":"62.62426762532939000000000000"}],"spread_bps":4.781257470714798},"raw_file":"1790991901-okx.json","request_at":1790991901.7843454,"response_at":1790991902.0844896,"sequence":null,"sha256":"128e4b92e33c6762f4770bb1ac91e9f55f674a7dd37e272d2f5bd6893c1dcfe1","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790992801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 02:00:01 GMT"},"metrics":{"ask":"62.45000","ask_levels":100,"bid":"62.43000","bid_levels":100,"depth_1pct_eur":{"buy":"270359.55411000","sell":"419610.81456000"},"mid":"62.44000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.0312222451518822,"ltc":"1.601115914185078450208133205","mid_cost_bps":2.6329248752359873,"side":"buy","target_ltc":null,"vwap":"62.45643998292097350451024291"},{"budget_eur":100,"eur":"99.98968205990709594746115652","filled_fraction":1.0,"full":true,"impact_bps":1.0317940092904052,"ltc":"1.601794009290405253884350473","mid_cost_bps":2.6331662395900066,"side":"sell","target_ltc":"1.601794009290405253884350473","vwap":"62.42355851000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":1.5442722224681877,"ltc":"16.01033781620236951649055395","mid_cost_bps":3.146057019428865,"side":"buy","target_ltc":null,"vwap":"62.45964398002931383291115241"},{"budget_eur":1000,"eur":"999.8455205990709594746115652","filled_fraction":1.0,"full":true,"impact_bps":1.5447940092904053,"ltc":"16.01794009290405253884350473","mid_cost_bps":3.146084080717489,"side":"sell","target_ltc":"16.01794009290405253884350473","vwap":"62.42035585100000000000000000"},{"budget_eur":10000,"eur":"10000.0000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.155644879317466,"ltc":"160.07758768","mid_cost_bps":4.757687743647915,"side":"buy","target_ltc":null,"vwap":"62.46970700227133757616855162"},{"budget_eur":10000,"eur":"9995.384849953547973730578251","filled_fraction":1.0,"full":true,"impact_bps":4.615150046452026,"ltc":"160.1794009290405253884350473","mid_cost_bps":6.215948388853299,"side":"sell","target_ltc":"160.1794009290405253884350473","vwap":"62.40118761826000000000000000"}],"spread_bps":3.2030749519538757},"raw_file":"1790992801-kraken.json","request_at":1790992801.2614517,"response_at":1790992801.4942238,"sequence":null,"sha256":"e94e39d52e3b053b53435d94ff402ff4c79699f155ccb6ed82ff9ea4d9ece4bc","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 02:00:01 GMT"},"metrics":{"ask":"62.458","ask_levels":644,"bid":"62.426","bid_levels":253,"depth_1pct_eur":{"buy":"68093.79333516829","sell":"89266.83212036238"},"mid":"62.442","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3531241015229942,"ltc":"1.601019387167008196721311475","mid_cost_bps":2.915592471940732,"side":"buy","target_ltc":null,"vwap":"62.46020554251329231749171239"},{"budget_eur":100,"eur":"99.99764241341748630378367985","filled_fraction":1.0,"full":true,"impact_bps":0.23575865825136963,"ltc":"1.601896645628424054080030756","mid_cost_bps":2.798076134652958,"side":"sell","target_ltc":"1.601896645628424054080030756","vwap":"62.42452825300000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.514148519063342,"ltc":"16.00673489931848010499695893","mid_cost_bps":5.077170625599087,"side":"buy","target_ltc":null,"vwap":"62.47370286882036582111506335"},{"budget_eur":1000,"eur":"999.7603522431743151891839936","filled_fraction":1.0,"full":true,"impact_bps":2.396477568256848,"ltc":"16.01896645628424054080030756","mid_cost_bps":4.958241386823004,"side":"sell","target_ltc":"16.01896645628424054080030756","vwap":"62.41103974913239980000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.816162816802786,"ltc":"159.9346044298715182894673762","mid_cost_bps":13.381312213123673,"side":"buy","target_ltc":null,"vwap":"62.52555558972118683430172308"},{"budget_eur":10000,"eur":"9989.750430515217541729407616","filled_fraction":1.0,"full":true,"impact_bps":10.249569484782459,"ltc":"160.1896645628424054080030756","mid_cost_bps":12.809321044441718,"side":"sell","target_ltc":"160.1896645628424054080030756","vwap":"62.36201603753429702600000000"}],"spread_bps":5.124755773357676},"raw_file":"1790992801-coinbase.json","request_at":1790992801.2625258,"response_at":1790992801.4373903,"sequence":10017759429,"sha256":"8cc4aa3c07c776946ab94f69e7a9f029580cda2a7d839ea6b9443c185f9594bb","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790992801.409,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 02:00:01 GMT"},"metrics":{"ask":"62.46","ask_levels":100,"bid":"62.43","bid_levels":100,"depth_1pct_eur":{"buy":"74935.82212833","sell":"81391.48080686"},"mid":"62.445","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.601024655779699007364713417","mid_cost_bps":2.402113860196973,"side":"buy","target_ltc":null,"vwap":"62.45999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.601794009290405253884350473","mid_cost_bps":2.402113860196973,"side":"sell","target_ltc":"1.601794009290405253884350473","vwap":"62.42999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8897743761827716,"ltc":"16.00882213382423563310388987","mid_cost_bps":3.2921019703158927,"side":"buy","target_ltc":null,"vwap":"62.46555753075363759127423743"},{"budget_eur":1000,"eur":"999.7328979972128784238346952","filled_fraction":1.0,"full":true,"impact_bps":2.671020027871216,"ltc":"16.01794009290405253884350473","mid_cost_bps":5.072492278645208,"side":"sell","target_ltc":"16.01794009290405253884350473","vwap":"62.41332482196600000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.796762753711261,"ltc":"159.9777347336104892868564119","mid_cost_bps":10.20074948509577,"side":"buy","target_ltc":null,"vwap":"62.50869858015968053356994092"},{"budget_eur":10000,"eur":"9987.605028229224731699503447","filled_fraction":1.0,"full":true,"impact_bps":12.394971770775268,"ltc":"160.1794009290405253884350473","mid_cost_bps":14.794108217623508,"side":"sell","target_ltc":"160.1794009290405253884350473","vwap":"62.35261819123505000000000000"}],"spread_bps":4.804227720393946},"raw_file":"1790992801-okx.json","request_at":1790992801.2627888,"response_at":1790992801.5428426,"sequence":null,"sha256":"863a20608f2f48ff890a727b265d634b35bef62f5b6a150369ec0d00e85a3479","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790993702,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 02:15:02 GMT"},"metrics":{"ask":"62.37000","ask_levels":100,"bid":"62.35000","bid_levels":100,"depth_1pct_eur":{"buy":"256575.79086000","sell":"756523.94918000"},"mid":"62.36000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.603334936668270001603334937","mid_cost_bps":1.603592046183451,"side":"buy","target_ltc":null,"vwap":"62.36999999999999999999999999"},{"budget_eur":100,"eur":"99.99096150761828388131515638","filled_fraction":1.0,"full":true,"impact_bps":0.9038492381716119,"ltc":"1.603849238171611868484362470","mid_cost_bps":2.5072963438101348,"side":"sell","target_ltc":"1.603849238171611868484362470","vwap":"62.34436450000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.19210782641180676,"ltc":"16.03304135941006732927220263","mid_cost_bps":1.7957306788535021,"side":"buy","target_ltc":null,"vwap":"62.37119817651333043880847534"},{"budget_eur":1000,"eur":"999.8466150761828388131515638","filled_fraction":1.0,"full":true,"impact_bps":1.5338492381716118,"ltc":"16.03849238171611868484362470","mid_cost_bps":3.137195317511225,"side":"sell","target_ltc":"16.03849238171611868484362470","vwap":"62.34043645000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.546199925602797,"ltc":"160.2766563601409804549823774","mid_cost_bps":5.150360637585735,"side":"buy","target_ltc":null,"vwap":"62.39211764893598464675719534"},{"budget_eur":10000,"eur":"9996.245872285485164394546913","filled_fraction":1.0,"full":true,"impact_bps":3.7541277145148357,"ltc":"160.3849238171611868484362470","mid_cost_bps":5.357117751763951,"side":"sell","target_ltc":"160.3849238171611868484362470","vwap":"62.32659301370000000000000000"}],"spread_bps":3.207184092366902},"raw_file":"1790993702-kraken.json","request_at":1790993702.1476994,"response_at":1790993702.3422575,"sequence":null,"sha256":"296d9093b73bf2c94db471c1c40a903eb420659c8184f30664caa7e529344a62","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 02:15:02 GMT"},"metrics":{"ask":"62.377","ask_levels":648,"bid":"62.343","bid_levels":249,"depth_1pct_eur":{"buy":"67901.18936333224","sell":"66367.96289257786"},"mid":"62.360","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.23625243539949664,"ltc":"1.603117135025087767108574726","mid_cost_bps":2.962423318840834,"side":"buy","target_ltc":null,"vwap":"62.37847367181629144019667205"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.604029321655999871677654268","mid_cost_bps":2.7261064785118667,"side":"sell","target_ltc":"1.604029321655999871677654268","vwap":"62.34299999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.8995824857731662,"ltc":"16.02530089230936854080210219","mid_cost_bps":6.626752031992829,"side":"buy","target_ltc":null,"vwap":"62.40132442567150728032092593"},{"budget_eur":1000,"eur":"999.7371159132825600307973633","filled_fraction":1.0,"full":true,"impact_bps":2.6288408671743997,"ltc":"16.04029321655999871677654268","mid_cost_bps":5.354230695674368,"side":"sell","target_ltc":"16.04029321655999871677654268","vwap":"62.32661101738177464000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":16.662308211907856,"ltc":"160.0488226246301242782425105","mid_cost_bps":19.392957013056066,"side":"buy","target_ltc":null,"vwap":"62.48093447993341763414204800"},{"budget_eur":10000,"eur":"9995.096512132609600436295978","filled_fraction":1.0,"full":true,"impact_bps":4.9034878673904,"ltc":"160.4029321655999871677654268","mid_cost_bps":7.628257602898007,"side":"sell","target_ltc":"160.4029321655999871677654268","vwap":"62.31243018558832803200000000"}],"spread_bps":5.452212957023733},"raw_file":"1790993702-coinbase.json","request_at":1790993702.1487436,"response_at":1790993702.292903,"sequence":10017778932,"sha256":"ae9b6a21e00f89b77b135928b72060d6e41fe6a38433fdb4f3ada52f54edebc2","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790993702.308,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 02:15:02 GMT"},"metrics":{"ask":"62.38","ask_levels":100,"bid":"62.35","bid_levels":100,"depth_1pct_eur":{"buy":"78284.25530876","sell":"84334.86502311"},"mid":"62.365","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.603077909586405899326707278","mid_cost_bps":2.4051952216788264,"side":"buy","target_ltc":null,"vwap":"62.38000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.603849238171611868484362470","mid_cost_bps":2.4051952216788264,"side":"sell","target_ltc":"1.603849238171611868484362470","vwap":"62.35000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7817184697503683,"ltc":"16.02792337115384615384615385","mid_cost_bps":4.187342229504177,"side":"buy","target_ltc":null,"vwap":"62.39111435981430279709109486"},{"budget_eur":1000,"eur":"999.7146843447313552526062551","filled_fraction":1.0,"full":true,"impact_bps":2.8531565526864475,"ltc":"16.03849238171611868484362470","mid_cost_bps":5.257665534514551,"side":"sell","target_ltc":"16.03849238171611868484362470","vwap":"62.33221056889400000000000000"},{"budget_eur":10000,"eur":"10000.000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.705556631512087,"ltc":"160.15235418432","mid_cost_bps":12.113086229034296,"side":"buy","target_ltc":null,"vwap":"62.44054326226737239153461285"},{"budget_eur":10000,"eur":"9988.535492793769045709703288","filled_fraction":1.0,"full":true,"impact_bps":11.464507206230953,"ltc":"160.3849238171611868484362470","mid_cost_bps":13.866944990114648,"side":"sell","target_ltc":"160.3849238171611868484362470","vwap":"62.27851879756915000000000000"}],"spread_bps":4.810390443357653},"raw_file":"1790993702-okx.json","request_at":1790993702.148982,"response_at":1790993702.4344409,"sequence":null,"sha256":"b01ab7ddf7209b8e8380f2fd1c4d50009751284e92a9f845a7fd09c87290100a","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790994601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 02:30:02 GMT"},"metrics":{"ask":"62.24000","ask_levels":100,"bid":"62.23000","bid_levels":100,"depth_1pct_eur":{"buy":"252441.42057000","sell":"406246.14176000"},"mid":"62.23500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606683804627249357326478149","mid_cost_bps":0.8034064433196755,"side":"buy","target_ltc":null,"vwap":"62.24000000000000000000000000"},{"budget_eur":100,"eur":"99.98963058010605817130001607","filled_fraction":1.0,"full":true,"impact_bps":1.036941989394183,"ltc":"1.606941989394182869998393058","mid_cost_bps":1.8402651241262955,"side":"sell","target_ltc":"1.606941989394182869998393058","vwap":"62.22354711000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.13616378174314403,"ltc":"16.06661927710843373493975904","mid_cost_bps":0.9395811645487794,"side":"buy","target_ltc":null,"vwap":"62.24084748337756932843025432"},{"budget_eur":1000,"eur":"999.8384916021211634260003214","filled_fraction":1.0,"full":true,"impact_bps":1.6150839787883657,"ltc":"16.06941989394182869998393058","mid_cost_bps":2.418360665220535,"side":"sell","target_ltc":"16.06941989394182869998393058","vwap":"62.21994933240000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.670129532491988,"ltc":"160.6094347197687489963064076","mid_cost_bps":4.473830836383086,"side":"buy","target_ltc":null,"vwap":"62.26284288621023013404609139"},{"budget_eur":10000,"eur":"9996.688414031817451390004821","filled_fraction":1.0,"full":true,"impact_bps":3.311585968182549,"ltc":"160.6941989394182869998393058","mid_cost_bps":4.114726356551779,"side":"sell","target_ltc":"160.6941989394182869998393058","vwap":"62.20939200052000000000000000"}],"spread_bps":1.606812886639351},"raw_file":"1790994601-kraken.json","request_at":1790994601.9382174,"response_at":1790994602.139165,"sequence":null,"sha256":"e084d55379cf4e22ed1d05519eb4a1f2c347fd9ca91ebb55c730e1ab3d69871b","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 02:30:02 GMT"},"metrics":{"ask":"62.252","ask_levels":647,"bid":"62.222","bid_levels":248,"depth_1pct_eur":{"buy":"64669.05494292952","sell":"79108.86435603623"},"mid":"62.237","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.35630281004347253,"ltc":"1.606316858877573966397892640","mid_cost_bps":2.7665305610943047,"side":"buy","target_ltc":null,"vwap":"62.25421805625308262523051726"},{"budget_eur":100,"eur":"99.99702675701520362572723473","filled_fraction":1.0,"full":true,"impact_bps":0.2973242984796374,"ltc":"1.607148596959274854553051975","mid_cost_bps":2.7073945161238493,"side":"sell","target_ltc":"1.607148596959274854553051975","vwap":"62.22014998875000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.9503340017356203,"ltc":"16.05900298173327980730630269","mid_cost_bps":5.361186951106991,"side":"buy","target_ltc":null,"vwap":"62.27036641922760458270917611"},{"budget_eur":1000,"eur":"999.8085220648761087718170421","filled_fraction":1.0,"full":true,"impact_bps":1.9147793512389122,"ltc":"16.07148596959274854553051975","mid_cost_bps":4.324459739267439,"side":"sell","target_ltc":"16.07148596959274854553051975","vwap":"62.21008585992072124000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.86569488223594,"ltc":"160.4790854706404193584585050","mid_cost_bps":12.27821453169259,"side":"buy","target_ltc":null,"vwap":"62.31341592378089517380855903"},{"budget_eur":10000,"eur":"9991.984949738001686541737648","filled_fraction":1.0,"full":true,"impact_bps":8.015050261998313,"ltc":"160.7148596959274854553051975","mid_cost_bps":10.423260398188523,"side":"sell","target_ltc":"160.7148596959274854553051975","vwap":"62.17212875425979409400000000"}],"spread_bps":4.820283754036987},"raw_file":"1790994601-coinbase.json","request_at":1790994601.9392204,"response_at":1790994602.0943017,"sequence":10017797397,"sha256":"7880c13ceb59aff20fce08b7224ba987738066454beabdcf799f3cb7db07e2ac","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790994602.108,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 02:30:02 GMT"},"metrics":{"ask":"62.25","ask_levels":100,"bid":"62.22","bid_levels":100,"depth_1pct_eur":{"buy":"76998.78865350","sell":"85903.73094739"},"mid":"62.235","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606425702811244979919678715","mid_cost_bps":2.4102193299590264,"side":"buy","target_ltc":null,"vwap":"62.24999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607200257152041144326583092","mid_cost_bps":2.4102193299590264,"side":"sell","target_ltc":"1.607200257152041144326583092","vwap":"62.22000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8927182945325682,"ltc":"16.06282307051076132348217154","mid_cost_bps":3.3031527891805634,"side":"buy","target_ltc":null,"vwap":"62.25555717138346523697494638"},{"budget_eur":1000,"eur":"999.6426630171391835422693666","filled_fraction":1.0,"full":true,"impact_bps":3.5733698286081648,"ltc":"16.07200257152041144326583092","mid_cost_bps":5.98272789806379,"side":"sell","target_ltc":"16.07200257152041144326583092","vwap":"62.19776649292640000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.480469617617565,"ltc":"160.4743855888675008020532563","mid_cost_bps":12.893214970622534,"side":"buy","target_ltc":null,"vwap":"62.31524092336966934366172731"},{"budget_eur":10000,"eur":"9988.749854965631629701060751","filled_fraction":1.0,"full":true,"impact_bps":11.250145034368371,"ltc":"160.7200257152041144326583092","mid_cost_bps":13.657652832624729,"side":"sell","target_ltc":"160.7200257152041144326583092","vwap":"62.15000159759616000000000000"}],"spread_bps":4.820438659918053},"raw_file":"1790994601-okx.json","request_at":1790994601.939538,"response_at":1790994602.237991,"sequence":null,"sha256":"5dd0a785b5de3807d920c8bc40fb9360a60b21472904caec4353690d35f50fb2","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790995501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 02:45:02 GMT"},"metrics":{"ask":"62.18000","ask_levels":100,"bid":"62.17000","bid_levels":100,"depth_1pct_eur":{"buy":"242055.76930000","sell":"747613.02043000"},"mid":"62.17500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":2.0762316273815484,"ltc":"1.607900321543408360128617363","mid_cost_bps":2.880580339213264,"side":"buy","target_ltc":null,"vwap":"62.19291000825905846733472384"},{"budget_eur":100,"eur":"99.98961507157793147820492197","filled_fraction":1.0,"full":true,"impact_bps":1.0384928422068522,"ltc":"1.608492842206852179507801190","mid_cost_bps":1.8425910735826296,"side":"sell","target_ltc":"1.608492842206852179507801190","vwap":"62.16354369000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.102432950051439,"ltc":"16.07735369774919614147909968","mid_cost_bps":3.906864187120201,"side":"buy","target_ltc":null,"vwap":"62.19929092808341984901372124"},{"budget_eur":1000,"eur":"999.8448507157793147820492197","filled_fraction":1.0,"full":true,"impact_bps":1.5514928422068521,"ltc":"16.08492842206852179507801190","mid_cost_bps":2.3555498190591075,"side":"sell","target_ltc":"16.08492842206852179507801190","vwap":"62.16035436900000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.6730296191457006,"ltc":"160.7643666613084713068638483","mid_cost_bps":4.477506742556971,"side":"buy","target_ltc":null,"vwap":"62.20283889817184796600291390"},{"budget_eur":10000,"eur":"9995.545688631172591281968793","filled_fraction":1.0,"full":true,"impact_bps":4.454311368827408,"ltc":"160.8492842206852179507801190","mid_cost_bps":5.258134906312827,"side":"sell","target_ltc":"160.8492842206852179507801190","vwap":"62.14230754622000000000000000"}],"spread_bps":1.6083634901487736},"raw_file":"1790995501-kraken.json","request_at":1790995501.8420508,"response_at":1790995502.0383365,"sequence":null,"sha256":"9b8e9f5afb2cc6444d701517fc36909e4503591cf0037dd37d4ac3b9f1a1d8ff","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 02:45:01 GMT"},"metrics":{"ask":"62.19","ask_levels":651,"bid":"62.146","bid_levels":249,"depth_1pct_eur":{"buy":"70255.27521788957","sell":"67996.74992112579"},"mid":"62.168","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.35726363149729057,"ltc":"1.607918113705061418740755032","mid_cost_bps":3.89618815536637,"side":"buy","target_ltc":null,"vwap":"62.19222182252428164988976922"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609114021819586135873588002","mid_cost_bps":3.538798095483207,"side":"sell","target_ltc":"1.609114021819586135873588002","vwap":"62.14600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.825236105386022,"ltc":"16.07200046802065929829070814","mid_cost_bps":8.365741754503228,"side":"buy","target_ltc":null,"vwap":"62.22000814333939567006466453"},{"budget_eur":1000,"eur":"999.9482266306272165545650562","filled_fraction":1.0,"full":true,"impact_bps":0.5177336937278345,"ltc":"16.09114021819586135873588002","mid_cost_bps":4.056348573710108,"side":"sell","target_ltc":"16.09114021819586135873588002","vwap":"62.14278249218695900000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.14896111250758,"ltc":"160.5864014423743361837988737","mid_cost_bps":16.69241235984504,"side":"buy","target_ltc":null,"vwap":"62.27177338915868463845189153"},{"budget_eur":10000,"eur":"9992.613973217355683390725064","filled_fraction":1.0,"full":true,"impact_bps":7.386026782644317,"ltc":"160.9114021819586135873588002","mid_cost_bps":10.922211112376363,"side":"sell","target_ltc":"160.9114021819586135873588002","vwap":"62.10009879795657863000000000"}],"spread_bps":7.077596190966414},"raw_file":"1790995501-coinbase.json","request_at":1790995501.8431122,"response_at":1790995501.9594767,"sequence":10017811184,"sha256":"b01dd1d8ccbf3b24cbb45f35a7fcedda87ccf0f9c928dc98e6b9f35da925e271","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790995501.958,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 02:45:02 GMT"},"metrics":{"ask":"62.19","ask_levels":100,"bid":"62.16","bid_levels":100,"depth_1pct_eur":{"buy":"75648.03665867","sell":"85721.01603766"},"mid":"62.175","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607975558771506673098568902","mid_cost_bps":2.4125452352231602,"side":"buy","target_ltc":null,"vwap":"62.18999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.608751608751608751608751609","mid_cost_bps":2.4125452352231602,"side":"sell","target_ltc":"1.608751608751608751608751609","vwap":"62.15999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8936018279082734,"ltc":"16.07831882620578778135048232","mid_cost_bps":3.3063626486146447,"side":"buy","target_ltc":null,"vwap":"62.19555730976776155212224795"},{"budget_eur":1000,"eur":"999.7138243064993564993564995","filled_fraction":1.0,"full":true,"impact_bps":2.861756935006435,"ltc":"16.08751608751608751608751609","mid_cost_bps":5.273611758423804,"side":"sell","target_ltc":"16.08751608751608751608751609","vwap":"62.14221131889200000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.693520739617327,"ltc":"160.6257903551026957637997433","mid_cost_bps":13.1086458350913,"side":"buy","target_ltc":null,"vwap":"62.25650300547968015551590311"},{"budget_eur":10000,"eur":"9989.817980522483912483912485","filled_fraction":1.0,"full":true,"impact_bps":10.182019477516087,"ltc":"160.8751608751608751608751609","mid_cost_bps":12.592108254481705,"side":"sell","target_ltc":"160.8751608751608751608751609","vwap":"62.09670856692776000000000000"}],"spread_bps":4.8250904704463204},"raw_file":"1790995501-okx.json","request_at":1790995501.8433259,"response_at":1790995502.0838766,"sequence":null,"sha256":"106193760c87ffb5bad453926323f6e0e31cdd2a789679e0fb6e923cadb65064","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790996401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 03:00:02 GMT"},"metrics":{"ask":"62.09000","ask_levels":100,"bid":"62.08000","bid_levels":100,"depth_1pct_eur":{"buy":"262348.76739000","sell":"403421.13254000"},"mid":"62.08500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":1.0405059995812804,"ltc":"1.610397745571658615136876006","mid_cost_bps":1.8459373039220697,"side":"buy","target_ltc":null,"vwap":"62.09646050175140017019029915"},{"budget_eur":100,"eur":"99.98918350515463917525773197","filled_fraction":1.0,"full":true,"impact_bps":1.0816494845360825,"ltc":"1.610824742268041237113402062","mid_cost_bps":1.8869098816139165,"side":"sell","target_ltc":"1.610824742268041237113402062","vwap":"62.07328512000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6277744839915678,"ltc":"16.10303187379265936896329684","mid_cost_bps":2.4332530838533697,"side":"buy","target_ltc":null,"vwap":"62.10010685177110364465847012"},{"budget_eur":1000,"eur":"999.6992350515463917525773197","filled_fraction":1.0,"full":true,"impact_bps":3.0076494845360826,"ltc":"16.10824742268041237113402062","mid_cost_bps":3.8127547716839816,"side":"sell","target_ltc":"16.10824742268041237113402062","vwap":"62.06132851200000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.345075092758354,"ltc":"160.9704909061644938033156285","mid_cost_bps":6.150853064498127,"side":"buy","target_ltc":null,"vwap":"62.12318757125093662228999969"},{"budget_eur":10000,"eur":"9992.146031546391752577319589","filled_fraction":1.0,"full":true,"impact_bps":7.853968453608247,"ltc":"161.0824742268041237113402062","mid_cost_bps":8.658683443665941,"side":"sell","target_ltc":"161.0824742268041237113402062","vwap":"62.03124256384000000000000000"}],"spread_bps":1.610695014898929},"raw_file":"1790996401-kraken.json","request_at":1790996401.8171241,"response_at":1790996402.0115113,"sequence":null,"sha256":"cbe73bcb11105eb54e051d0d733317a649099277cebdc94f6f13107b860b80d0","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 03:00:01 GMT"},"metrics":{"ask":"62.1","ask_levels":648,"bid":"62.056","bid_levels":247,"depth_1pct_eur":{"buy":"65163.75575857461","sell":"88881.56163644820"},"mid":"62.078","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.35866178617571687,"ltc":"1.610248204682317328438476154","mid_cost_bps":3.902717499299462,"side":"buy","target_ltc":null,"vwap":"62.10222728969215120181448976"},{"budget_eur":100,"eur":"99.99520841820291349748614155","filled_fraction":1.0,"full":true,"impact_bps":0.47915817970865027,"ltc":"1.611447724635812814232306304","mid_cost_bps":4.022916975418022,"side":"sell","target_ltc":"1.611447724635812814232306304","vwap":"62.05302653600000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.2857374359718414,"ltc":"16.09777027667707562051315069","mid_cost_bps":6.830830483808295,"side":"buy","target_ltc":null,"vwap":"62.12040442947738513400461230"},{"budget_eur":1000,"eur":"999.8766013731427768467190924","filled_fraction":1.0,"full":true,"impact_bps":1.2339862685722316,"ltc":"16.11447724635812814232306304","mid_cost_bps":4.777477558595934,"side":"sell","target_ltc":"16.11447724635812814232306304","vwap":"62.04834237481174816000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.928592041875367,"ltc":"160.8869464222577689178978506","mid_cost_bps":12.475684877097528,"side":"buy","target_ltc":null,"vwap":"62.15544655658004603383343016"},{"budget_eur":10000,"eur":"9994.413137429190192084568777","filled_fraction":1.0,"full":true,"impact_bps":5.586862570809808,"ltc":"161.1447724635812814232306304","mid_cost_bps":9.128811232548946,"side":"sell","target_ltc":"161.1447724635812814232306304","vwap":"62.02133016563058265600000000"}],"spread_bps":7.087857211894713},"raw_file":"1790996401-coinbase.json","request_at":1790996401.8181672,"response_at":1790996401.997077,"sequence":10017822413,"sha256":"f8545d8b60fc3e3071b13f9739245b5941839bf042a9b51f31d3762e295b78fd","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790996402.008,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 03:00:02 GMT"},"metrics":{"ask":"62.09","ask_levels":100,"bid":"62.06","bid_levels":100,"depth_1pct_eur":{"buy":"75856.92628179","sell":"84963.53391091"},"mid":"62.075","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.610565308423256563053631825","mid_cost_bps":2.4164317358034637,"side":"buy","target_ltc":null,"vwap":"62.08999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.611343860779890428617466967","mid_cost_bps":2.4164317358034637,"side":"sell","target_ltc":"1.611343860779890428617466967","vwap":"62.06000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.684800581393016,"ltc":"16.10133019816484224082421120","mid_cost_bps":5.101881080929398,"side":"buy","target_ltc":null,"vwap":"62.10666992680986923755869255"},{"budget_eur":1000,"eur":"999.9104370939220109571382530","filled_fraction":1.0,"full":true,"impact_bps":0.8956290607798905,"ltc":"16.11343860779890428617466967","mid_cost_bps":3.3118443739347563,"side":"sell","target_ltc":"16.11343860779890428617466967","vwap":"62.05444172604880000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.780431164680719,"ltc":"160.8348934245540735979431142","mid_cost_bps":16.20019284760412,"side":"buy","target_ltc":null,"vwap":"62.17556269710150258688730061"},{"budget_eur":10000,"eur":"9990.331541842980986142442794","filled_fraction":1.0,"full":true,"impact_bps":9.668458157019014,"ltc":"161.1343860779890428617466967","mid_cost_bps":12.082553575909786,"side":"sell","target_ltc":"161.1343860779890428617466967","vwap":"61.99999754867754000000000000"}],"spread_bps":4.832863471606927},"raw_file":"1790996401-okx.json","request_at":1790996401.818486,"response_at":1790996402.1681802,"sequence":null,"sha256":"1a01ec09880ee5e667583f6984d0fc904bf8ea59db6aeaa465676202629da9d2","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790997301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 03:15:02 GMT"},"metrics":{"ask":"61.89000","ask_levels":100,"bid":"61.88000","bid_levels":100,"depth_1pct_eur":{"buy":"268992.61291000","sell":"747049.88452000"},"mid":"61.88500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.3277316756919346,"ltc":"1.615555411954765751211631664","mid_cost_bps":2.135789180069061,"side":"buy","target_ltc":null,"vwap":"61.89821733134085738330736075"},{"budget_eur":100,"eur":"99.99051937944408532643826761","filled_fraction":1.0,"full":true,"impact_bps":0.9480620555914674,"ltc":"1.616031027795733678086619263","mid_cost_bps":1.755935687161671,"side":"sell","target_ltc":"1.616031027795733678086619263","vwap":"61.87413339200000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5869653439040041,"ltc":"16.15513537964458804523424879","mid_cost_bps":2.3950437930713226,"side":"buy","target_ltc":null,"vwap":"61.89982172851342188134498172"},{"budget_eur":1000,"eur":"999.6996337944408532643826761","filled_fraction":1.0,"full":true,"impact_bps":3.0036620555914673,"ltc":"16.16031027795733678086619263","mid_cost_bps":3.8113696049123376,"side":"sell","target_ltc":"16.16031027795733678086619263","vwap":"61.86141333920000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.8912407062438206,"ltc":"161.5141423958669680335808847","mid_cost_bps":4.699505329392099,"side":"buy","target_ltc":null,"vwap":"61.91408288873094300472011018"},{"budget_eur":10000,"eur":"9996.236566916612798965740142","filled_fraction":1.0,"full":true,"impact_bps":3.763433083387201,"ltc":"161.6031027795733678086619263","mid_cost_bps":4.571079246990386,"side":"sell","target_ltc":"161.6031027795733678086619263","vwap":"61.85671187608000000000000000"}],"spread_bps":1.6159004605316312},"raw_file":"1790997301-kraken.json","request_at":1790997301.8253963,"response_at":1790997302.0287957,"sequence":null,"sha256":"3c0e651f672ad895c6b989689e48f5b86d3d2a7daa5c7762d2746c2a53b80ad3","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 03:15:01 GMT"},"metrics":{"ask":"61.9","ask_levels":653,"bid":"61.87","bid_levels":242,"depth_1pct_eur":{"buy":"65704.74457076135","sell":"87658.46983103565"},"mid":"61.885","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.06030027798957227,"ltc":"1.615499143794122873620781571","mid_cost_bps":2.484165584674065,"side":"buy","target_ltc":null,"vwap":"61.90037325872075545235104493"},{"budget_eur":100,"eur":"99.99335828551802165831582349","filled_fraction":1.0,"full":true,"impact_bps":0.6641714481978341,"ltc":"1.616292225634394698561499919","mid_cost_bps":3.087861153752929,"side":"sell","target_ltc":"1.616292225634394698561499919","vwap":"61.86589077125000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.930877073772886,"ltc":"16.14874098141927566886797023","mid_cost_bps":6.355680550481403,"side":"buy","target_ltc":null,"vwap":"61.92433212908665416579665766"},{"budget_eur":1000,"eur":"999.7342786664294650072733149","filled_fraction":1.0,"full":true,"impact_bps":2.65721333570535,"ltc":"16.16292225634394698561499919","mid_cost_bps":5.080419957664862,"side":"sell","target_ltc":"16.16292225634394698561499919","vwap":"61.85355982109199100000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":17.45503710377256,"ltc":"161.2693922074185802916767384","mid_cost_bps":19.883118634944196,"side":"buy","target_ltc":null,"vwap":"62.00804667967235215373256347"},{"budget_eur":10000,"eur":"9990.536454534284524001939550","filled_fraction":1.0,"full":true,"impact_bps":9.463545465715477,"ltc":"161.6292225634394698561499919","mid_cost_bps":11.885102334391476,"side":"sell","target_ltc":"161.6292225634394698561499919","vwap":"61.81144904420361835000000000"}],"spread_bps":4.847701381594894},"raw_file":"1790997301-coinbase.json","request_at":1790997301.8264322,"response_at":1790997301.974183,"sequence":10017837531,"sha256":"34b34c7a8664695e58cf05c6c93e5cb4139b99bf9b81607b61281c2cb0d2c6ea","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790997301.959,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 03:15:02 GMT"},"metrics":{"ask":"61.9","ask_levels":100,"bid":"61.88","bid_levels":100,"depth_1pct_eur":{"buy":"78291.61366123","sell":"84910.49696819"},"mid":"61.89","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.615508885298869143780290792","mid_cost_bps":1.6157699143641946,"side":"buy","target_ltc":null,"vwap":"61.89999999999999999999999998"},{"budget_eur":100,"eur":"99.98707760972204266321913380","filled_fraction":1.0,"full":true,"impact_bps":1.2922390277957336,"ltc":"1.616031027795733678086619263","mid_cost_bps":2.9078001460656004,"side":"sell","target_ltc":"1.616031027795733678086619263","vwap":"61.87200362489600000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8977424541433868,"ltc":"16.15363867226619286060410273","mid_cost_bps":2.5136574230324067,"side":"buy","target_ltc":null,"vwap":"61.90555702579114756418108921"},{"budget_eur":1000,"eur":"999.4957500461021331609566903","filled_fraction":1.0,"full":true,"impact_bps":5.042499538978668,"ltc":"16.16031027795733678086619263","mid_cost_bps":6.657454701438035,"side":"sell","target_ltc":"16.16031027795733678086619263","vwap":"61.84879701285280000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.317328012867742,"ltc":"161.3682627738191197807512494","mid_cost_bps":12.934926547043355,"side":"buy","target_ltc":null,"vwap":"61.97005426039965132333239070"},{"budget_eur":10000,"eur":"9988.652939719838396897220426","filled_fraction":1.0,"full":true,"impact_bps":11.347060280161603,"ltc":"161.6031027795733678086619263","mid_cost_bps":12.960996770664082,"side":"sell","target_ltc":"161.6031027795733678086619263","vwap":"61.80978439098636000000000000"}],"spread_bps":3.231539828728389},"raw_file":"1790997301-okx.json","request_at":1790997301.8266492,"response_at":1790997302.0898046,"sequence":null,"sha256":"f4456e0ee9ff4257a2593bca84e62412139e3e175beb988c485b6e4039426538","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790998201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 03:30:01 GMT"},"metrics":{"ask":"61.46000","ask_levels":100,"bid":"61.44000","bid_levels":100,"depth_1pct_eur":{"buy":"211660.52089000","sell":"676521.73388000"},"mid":"61.45000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.627074520013016596160104133","mid_cost_bps":1.627339300244101,"side":"buy","target_ltc":null,"vwap":"61.45999999999999999999999999"},{"budget_eur":100,"eur":"99.98942395833333333333333335","filled_fraction":1.0,"full":true,"impact_bps":1.0576041666666667,"ltc":"1.627604166666666666666666667","mid_cost_bps":2.6847713588283155,"side":"sell","target_ltc":"1.627604166666666666666666667","vwap":"61.43350208000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.13885385578219908,"ltc":"16.27051927769643728648121035","mid_cost_bps":1.7662157522599504,"side":"buy","target_ltc":null,"vwap":"61.46085339579763739560278638"},{"budget_eur":1000,"eur":"999.8284483333333333333333335","filled_fraction":1.0,"full":true,"impact_bps":1.7155166666666666,"ltc":"16.27604166666666666666666667","mid_cost_bps":3.3425767941415785,"side":"sell","target_ltc":"16.27604166666666666666666667","vwap":"61.42945986560000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.1165137571480686,"ltc":"162.6567597983411936900308993","mid_cost_bps":4.744360219923846,"side":"buy","target_ltc":null,"vwap":"61.47915409355143203056689552"},{"budget_eur":10000,"eur":"9991.012600833333333333333335","filled_fraction":1.0,"full":true,"impact_bps":8.987399166666666,"ltc":"162.7604166666666666666666667","mid_cost_bps":10.613275912123678,"side":"sell","target_ltc":"162.7604166666666666666666667","vwap":"61.38478141952000000000000000"}],"spread_bps":3.254678600488202},"raw_file":"1790998201-kraken.json","request_at":1790998201.6193535,"response_at":1790998201.8086052,"sequence":null,"sha256":"6b9577807c47712e203323fbdf61ee42e485594961e4a2b9da3ace4c84b4061d","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 03:30:01 GMT"},"metrics":{"ask":"61.462","ask_levels":658,"bid":"61.395","bid_levels":246,"depth_1pct_eur":{"buy":"62809.35945775692","sell":"71280.38076699183"},"mid":"61.4285","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8602082695063029,"ltc":"1.626881628603032077558722103","mid_cost_bps":6.314172096997264,"side":"buy","target_ltc":null,"vwap":"61.46728701206603963888118859"},{"budget_eur":100,"eur":"99.99815110860004886391399953","filled_fraction":1.0,"full":true,"impact_bps":0.1848891399951136,"ltc":"1.628797133317045362000162880","mid_cost_bps":5.6382830241663076,"side":"sell","target_ltc":"1.628797133317045362000162880","vwap":"61.39386487312500000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":2.759264696817767,"ltc":"16.26572759826775751858297685","mid_cost_bps":8.2142641737274,"side":"buy","target_ltc":null,"vwap":"61.47895899267958135979202601"},{"budget_eur":1000,"eur":"999.9541735860004886391399953","filled_fraction":1.0,"full":true,"impact_bps":0.4582641399951136,"ltc":"16.28797133317045362000162880","mid_cost_bps":5.91150893925458,"side":"sell","target_ltc":"16.28797133317045362000162880","vwap":"61.39218648731250000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.73743654050869,"ltc":"162.5114106935950681375730045","mid_cost_bps":17.19733225868685,"side":"buy","target_ltc":null,"vwap":"61.53414063246527450126885441"},{"budget_eur":10000,"eur":"9995.900193198503295870999269","filled_fraction":1.0,"full":true,"impact_bps":4.099806801496704,"ltc":"162.8797133317045362000162880","mid_cost_bps":9.55106568739087,"side":"sell","target_ltc":"162.8797133317045362000162880","vwap":"61.36982923614221098500000000"}],"spread_bps":10.906989426731892},"raw_file":"1790998201-coinbase.json","request_at":1790998201.6204183,"response_at":1790998201.748454,"sequence":10017865311,"sha256":"96e1d345ffbffc4ef0f4010a089991157200c5c22dac4f16d3ee94a4e436b909","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790998201.709,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 03:30:01 GMT"},"metrics":{"ask":"61.46","ask_levels":100,"bid":"61.43","bid_levels":100,"depth_1pct_eur":{"buy":"74906.62032703","sell":"75842.08077943"},"mid":"61.445","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.627074520013016596160104133","mid_cost_bps":2.441207584018228,"side":"buy","target_ltc":null,"vwap":"61.45999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.627869119322806446361712518","mid_cost_bps":2.441207584018228,"side":"sell","target_ltc":"1.627869119322806446361712518","vwap":"61.43000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.1707215173179266,"ltc":"16.26721404097560975609756098","mid_cost_bps":4.612459019519241,"side":"buy","target_ltc":null,"vwap":"61.47334125444543597658645886"},{"budget_eur":1000,"eur":"999.8190431361354387107276573","filled_fraction":1.0,"full":true,"impact_bps":1.809568638645613,"ltc":"16.27869119322806446361712518","mid_cost_bps":4.250334469395394,"side":"sell","target_ltc":"16.27869119322806446361712518","vwap":"61.41888381985280000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.148108543525883,"ltc":"162.5100330492122787071625792","mid_cost_bps":14.592281733014902,"side":"buy","target_ltc":null,"vwap":"61.53466227510851006944437109"},{"budget_eur":10000,"eur":"9990.054635236094741982744585","filled_fraction":1.0,"full":true,"impact_bps":9.945364763905259,"ltc":"162.7869119322806446361712518","mid_cost_bps":12.384144477934738,"side":"sell","target_ltc":"162.7869119322806446361712518","vwap":"61.36890562425533000000000000"}],"spread_bps":4.882415168036456},"raw_file":"1790998201-okx.json","request_at":1790998201.6206756,"response_at":1790998201.8323667,"sequence":null,"sha256":"33ea9f9d765c02226d3475767dea86be769072422a418c2cb298970b985422d7","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1790999101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 03:45:01 GMT"},"metrics":{"ask":"61.49000","ask_levels":100,"bid":"61.48000","bid_levels":100,"depth_1pct_eur":{"buy":"247997.44935000","sell":"334315.99262000"},"mid":"61.48500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.626280696048137908603024882","mid_cost_bps":0.813206473123526,"side":"buy","target_ltc":null,"vwap":"61.49000000000000000000000000"},{"budget_eur":100,"eur":"99.98943454782042940793754067","filled_fraction":1.0,"full":true,"impact_bps":1.0565452179570591,"ltc":"1.626545217957059206245933637","mid_cost_bps":1.8696657721395462,"side":"sell","target_ltc":"1.626545217957059206245933637","vwap":"61.47350436000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.26280696048137908603024882","mid_cost_bps":0.813206473123526,"side":"buy","target_ltc":null,"vwap":"61.49000000000000000000000000"},{"budget_eur":1000,"eur":"999.4240519128171763175016266","filled_fraction":1.0,"full":true,"impact_bps":5.759480871828237,"ltc":"16.26545217957059206245933637","mid_cost_bps":6.572218980239083,"side":"sell","target_ltc":"16.26545217957059206245933637","vwap":"61.44459071160000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.9148576879967223,"ltc":"162.5644279447603574329813160","mid_cost_bps":4.728382519881572,"side":"buy","target_ltc":null,"vwap":"61.51407245992349184489402227"},{"budget_eur":10000,"eur":"9992.582923910214703968770332","filled_fraction":1.0,"full":true,"impact_bps":7.417076089785296,"ltc":"162.6545217957059206245933637","mid_cost_bps":8.229679401480036,"side":"sell","target_ltc":"162.6545217957059206245933637","vwap":"61.43439981620000000000000000"}],"spread_bps":1.626412946247052},"raw_file":"1790999101-kraken.json","request_at":1790999101.555017,"response_at":1790999101.7393012,"sequence":null,"sha256":"38b1051071f583e4c53673e63f6b8ef67e61642568ef5caf33e680b6d8c595ae","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 03:45:01 GMT"},"metrics":{"ask":"61.505","ask_levels":646,"bid":"61.446","bid_levels":243,"depth_1pct_eur":{"buy":"71763.03669811220","sell":"78409.47954392094"},"mid":"61.4755","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.36800808818793695,"ltc":"1.625824242818357692120108598","mid_cost_bps":5.166844311376061,"side":"buy","target_ltc":null,"vwap":"61.50726343374639990620569802"},{"budget_eur":100,"eur":"99.99569538334472544998860786","filled_fraction":1.0,"full":true,"impact_bps":0.430461665527455,"ltc":"1.627445236467792858770302379","mid_cost_bps":5.228914730258396,"side":"sell","target_ltc":"1.627445236467792858770302379","vwap":"61.44335498525000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.9387078019790365,"ltc":"16.25406415014171718320846403","mid_cost_bps":7.738777616460552,"side":"buy","target_ltc":null,"vwap":"61.52307452233607206332885755"},{"budget_eur":1000,"eur":"999.8922750803525765712983756","filled_fraction":1.0,"full":true,"impact_bps":1.0772491964742343,"ltc":"16.27445236467792858770302379","mid_cost_bps":5.875391889883869,"side":"sell","target_ltc":"16.27445236467792858770302379","vwap":"61.43938073458734442000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.498633322840444,"ltc":"162.4016677237317647058823529","mid_cost_bps":16.302810754224065,"side":"buy","target_ltc":null,"vwap":"61.57572234425213015057890271"},{"budget_eur":10000,"eur":"9997.262628967154414282459393","filled_fraction":1.0,"full":true,"impact_bps":2.737371032845586,"ltc":"162.7445236467792858770302379","mid_cost_bps":7.53471709029174,"side":"sell","target_ltc":"162.7445236467792858770302379","vwap":"61.42917994995157701400000000"}],"spread_bps":9.59731925726509},"raw_file":"1790999101-coinbase.json","request_at":1790999101.5563848,"response_at":1790999101.6686947,"sequence":10017895981,"sha256":"992a9c4b42e16d76ce16d7b1dd6d70c811285aa8a9f6a86c6513b668d5a515ee","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1790999101.709,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 03:45:01 GMT"},"metrics":{"ask":"61.53","ask_levels":100,"bid":"61.46","bid_levels":100,"depth_1pct_eur":{"buy":"69261.63854299","sell":"75190.04723413"},"mid":"61.495","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625223468226881196164472615","mid_cost_bps":5.691519635742743,"side":"buy","target_ltc":null,"vwap":"61.53000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.627074520013016596160104133","mid_cost_bps":5.691519635742743,"side":"sell","target_ltc":"1.627074520013016596160104133","vwap":"61.45999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.04096567823398144,"ltc":"16.25216810415989600259993500","mid_cost_bps":5.732508629672931,"side":"buy","target_ltc":null,"vwap":"61.53025206181817368779714816"},{"budget_eur":1000,"eur":"999.7286892339960950211519689","filled_fraction":1.0,"full":true,"impact_bps":2.7131076600390496,"ltc":"16.27074520013016596160104133","mid_cost_bps":8.403083125229694,"side":"sell","target_ltc":"16.27074520013016596160104133","vwap":"61.44332524032140000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.346968832119893,"ltc":"162.4192598247037818535951956","mid_cost_bps":12.042100857636182,"side":"buy","target_ltc":null,"vwap":"61.56905289922403370197545161"},{"budget_eur":10000,"eur":"9988.400529859843800846078752","filled_fraction":1.0,"full":true,"impact_bps":11.5994701401562,"ltc":"162.7074520013016596160104133","mid_cost_bps":17.28438791469225,"side":"sell","target_ltc":"162.7074520013016596160104133","vwap":"61.38870965651860000000000000"}],"spread_bps":11.383039271485487},"raw_file":"1790999101-okx.json","request_at":1790999101.556717,"response_at":1790999101.8335254,"sequence":null,"sha256":"7749a63eab6607921e8bcbb29b0a3690431c985dd4d48fd3d666f07d9ab27466","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791000001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 04:00:01 GMT"},"metrics":{"ask":"61.40000","ask_levels":100,"bid":"61.37000","bid_levels":100,"depth_1pct_eur":{"buy":"260579.11576000","sell":"369336.21199000"},"mid":"61.38500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.628664495114006514657980456","mid_cost_bps":2.443593711818848,"side":"buy","target_ltc":null,"vwap":"61.40000000000000000000000000"},{"budget_eur":100,"eur":"99.98940539351474661886915433","filled_fraction":1.0,"full":true,"impact_bps":1.0594606485253382,"ltc":"1.629460648525338113084569008","mid_cost_bps":3.502795471206321,"side":"sell","target_ltc":"1.629460648525338113084569008","vwap":"61.36349809000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.28664495114006514657980456","mid_cost_bps":2.443593711818848,"side":"buy","target_ltc":null,"vwap":"61.40000000000000000000000000"},{"budget_eur":1000,"eur":"999.8427539351474661886915433","filled_fraction":1.0,"full":true,"impact_bps":1.572460648525338,"ltc":"16.29460648525338113084569008","mid_cost_bps":4.015670114848905,"side":"sell","target_ltc":"16.29460648525338113084569008","vwap":"61.36034980900000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8361835870617347,"ltc":"162.8365497314015953117369364","mid_cost_bps":4.280225987547292,"side":"buy","target_ltc":null,"vwap":"61.41127416722455905133127279"},{"budget_eur":10000,"eur":"9996.728888054423985660746295","filled_fraction":1.0,"full":true,"impact_bps":3.2711119455760143,"ltc":"162.9460648525338113084569008","mid_cost_bps":5.713906330536776,"side":"sell","target_ltc":"162.9460648525338113084569008","vwap":"61.34992518599000000000000000"}],"spread_bps":4.887187423637696},"raw_file":"1791000001-kraken.json","request_at":1791000001.2885475,"response_at":1791000001.4939106,"sequence":null,"sha256":"62e12d6eaec844016ed04c1c115e3d829c789ef2de52b4fabf5c4ad75b934bd8","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 04:00:01 GMT"},"metrics":{"ask":"61.401","ask_levels":645,"bid":"61.37","bid_levels":248,"depth_1pct_eur":{"buy":"69480.73972527801","sell":"88690.42110105198"},"mid":"61.3855","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3696603251746261,"ltc":"1.628577768006904750272770205","mid_cost_bps":2.8947799337962095,"side":"buy","target_ltc":null,"vwap":"61.40326975136260472176315290"},{"budget_eur":100,"eur":"99.99691519675737330943457718","filled_fraction":1.0,"full":true,"impact_bps":0.3084803242626691,"ltc":"1.629460648525338113084569008","mid_cost_bps":2.833428700588901,"side":"sell","target_ltc":"1.629460648525338113084569008","vwap":"61.36810685625000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.292506683567586,"ltc":"16.28264689297350982594962471","mid_cost_bps":4.818111815945677,"side":"buy","target_ltc":null,"vwap":"61.41507622028777333496109291"},{"budget_eur":1000,"eur":"999.6056259763066384226820924","filled_fraction":1.0,"full":true,"impact_bps":3.943740236933616,"ltc":"16.29460648525338113084569008","mid_cost_bps":6.467770700582646,"side":"sell","target_ltc":"16.29460648525338113084569008","vwap":"61.34579726616593840000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.414493989279151,"ltc":"162.6781081777651706032478827","mid_cost_bps":13.942402447413953,"side":"buy","target_ltc":null,"vwap":"61.47108613454357291963290063"},{"budget_eur":10000,"eur":"9990.358446367161551246537398","filled_fraction":1.0,"full":true,"impact_bps":9.641553632838448,"ltc":"162.9460648525338113084569008","mid_cost_bps":12.164145383637758,"side":"sell","target_ltc":"162.9460648525338113084569008","vwap":"61.31082978535527044000000000"}],"spread_bps":5.050052536836875},"raw_file":"1791000001-coinbase.json","request_at":1791000001.2895687,"response_at":1791000001.4537654,"sequence":10017911512,"sha256":"3d4070c4c2a37ef442f9f6f5da6cbfe618e15ed094464ad672ac52fddf22827f","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791000001.459,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 04:00:01 GMT"},"metrics":{"ask":"61.39","ask_levels":100,"bid":"61.37","bid_levels":100,"depth_1pct_eur":{"buy":"74544.33466342","sell":"80214.71705431"},"mid":"61.38","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.628929793125916273008633328","mid_cost_bps":1.6291951775822744,"side":"buy","target_ltc":null,"vwap":"61.39000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.629460648525338113084569008","mid_cost_bps":1.6291951775822744,"side":"sell","target_ltc":"1.629460648525338113084569008","vwap":"61.36999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8103229828047516,"ltc":"16.28634957596482657547630679","mid_cost_bps":3.4398130973343712,"side":"buy","target_ltc":null,"vwap":"61.40111357279143837001496120"},{"budget_eur":1000,"eur":"999.7282935854423985660746295","filled_fraction":1.0,"full":true,"impact_bps":2.7170641455760145,"ltc":"16.29460648525338113084569008","mid_cost_bps":4.345816660377973,"side":"sell","target_ltc":"16.29460648525338113084569008","vwap":"61.35332537733860000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.947790647054553,"ltc":"162.6985904428733950918251260","mid_cost_bps":13.578932352927323,"side":"buy","target_ltc":null,"vwap":"61.46334748678226790299866619"},{"budget_eur":10000,"eur":"9991.632932400322633208408019","filled_fraction":1.0,"full":true,"impact_bps":8.367067599677366,"ltc":"162.9460648525338113084569008","mid_cost_bps":9.99489961864125,"side":"sell","target_ltc":"162.9460648525338113084569008","vwap":"61.31865130614078000000000000"}],"spread_bps":3.258390355164549},"raw_file":"1791000001-okx.json","request_at":1791000001.2898955,"response_at":1791000001.5912654,"sequence":null,"sha256":"97ad3089440605d9198f58c6b6a4f39bb72ef7a1a1e32b474faba792adceca28","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791000902,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 04:15:02 GMT"},"metrics":{"ask":"61.18000","ask_levels":100,"bid":"61.17000","bid_levels":100,"depth_1pct_eur":{"buy":"241522.22483000","sell":"405942.28072000"},"mid":"61.17500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7344549843734071,"ltc":"1.634401045922536362150678215","mid_cost_bps":1.55184235298676,"side":"buy","target_ltc":null,"vwap":"61.18449339559439650431461170"},{"budget_eur":100,"eur":"99.98935211705084191597188163","filled_fraction":1.0,"full":true,"impact_bps":1.0647882949158085,"ltc":"1.634788294915808402811835867","mid_cost_bps":1.882028606456886,"side":"sell","target_ltc":"1.634788294915808402811835867","vwap":"61.16348669000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.544507184757338,"ltc":"16.34268671351528027455466580","mid_cost_bps":2.3619607611516784,"side":"buy","target_ltc":null,"vwap":"61.18944929495634539289146396"},{"budget_eur":1000,"eur":"999.8339923410168383194376327","filled_fraction":1.0,"full":true,"impact_bps":1.6600765898316168,"ltc":"16.34788294915808402811835867","mid_cost_bps":2.4772682468328564,"side":"sell","target_ltc":"16.34788294915808402811835867","vwap":"61.15984531150000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.370456703142135,"ltc":"163.3970362685835647769972227","mid_cost_bps":4.188059519382686,"side":"buy","target_ltc":null,"vwap":"61.20062045410982358254756233"},{"budget_eur":10000,"eur":"9996.157865115252574791564491","filled_fraction":1.0,"full":true,"impact_bps":3.8421348847474253,"ltc":"163.4788294915808402811835867","mid_cost_bps":4.6591481961585615,"side":"sell","target_ltc":"163.4788294915808402811835867","vwap":"61.14649766091000000000000000"}],"spread_bps":1.6346546791990193},"raw_file":"1791000902-kraken.json","request_at":1791000902.0961509,"response_at":1791000902.3020756,"sequence":null,"sha256":"7cf05910a2525370708b9cf03ede4012bd78a08237d2ba3b8ca0511fcd059571","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 04:15:02 GMT"},"metrics":{"ask":"61.195","ask_levels":646,"bid":"61.153","bid_levels":255,"depth_1pct_eur":{"buy":"71830.78164891099","sell":"87603.80146090690"},"mid":"61.174","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.37294960411717126,"ltc":"1.634059492491952745870165520","mid_cost_bps":3.8059085726607758,"side":"buy","target_ltc":null,"vwap":"61.19728226510239502950195776"},{"budget_eur":100,"eur":"99.99937725724821349729367327","filled_fraction":1.0,"full":true,"impact_bps":0.06227427517865027,"ltc":"1.635242751786502706326754207","mid_cost_bps":3.495083838722333,"side":"sell","target_ltc":"1.635242751786502706326754207","vwap":"61.15261917412500000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.162319234930537,"ltc":"16.33930519788866558828815581","mid_cost_bps":4.595549180723415,"side":"buy","target_ltc":null,"vwap":"61.20211281255815742095474164"},{"budget_eur":1000,"eur":"999.5254971781053989174692985","filled_fraction":1.0,"full":true,"impact_bps":4.745028218946011,"ltc":"16.35242751786502706326754207","mid_cost_bps":8.176230272226851,"side":"sell","target_ltc":"16.35242751786502706326754207","vwap":"61.12398272893267946000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.354407360961448,"ltc":"163.2919519142891412905120924","mid_cost_bps":10.789762945925325,"side":"buy","target_ltc":null,"vwap":"61.24000529584540358290588991"},{"budget_eur":10000,"eur":"9993.155982660209388092162284","filled_fraction":1.0,"full":true,"impact_bps":6.844017339790612,"ltc":"163.5242751786502706326754207","mid_cost_bps":10.274498845591514,"side":"sell","target_ltc":"163.5242751786502706326754207","vwap":"61.11114678076197847100000000"}],"spread_bps":6.865661882499101},"raw_file":"1791000902-coinbase.json","request_at":1791000902.097153,"response_at":1791000902.2314014,"sequence":10017946675,"sha256":"9304d98590570feccbe4c6a4eddb125cfe38dfa1058848b5997a0c25ec52a279","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791000902.256,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 04:15:02 GMT"},"metrics":{"ask":"61.18","ask_levels":100,"bid":"61.16","bid_levels":100,"depth_1pct_eur":{"buy":"75463.91329031","sell":"79508.44456835"},"mid":"61.17","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.634521085322000653808434129","mid_cost_bps":1.6347882949158083,"side":"buy","target_ltc":null,"vwap":"61.17999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.635055591890124264224983649","mid_cost_bps":1.6347882949158083,"side":"sell","target_ltc":"1.635055591890124264224983649","vwap":"61.16000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.503966593899338,"ltc":"16.33785233910486769029728847","mid_cost_bps":6.139491192001986,"side":"buy","target_ltc":null,"vwap":"61.20755526762147614794530452"},{"budget_eur":1000,"eur":"999.7273729924329627207325046","filled_fraction":1.0,"full":true,"impact_bps":2.7262700756703726,"ltc":"16.35055591890124264224983649","mid_cost_bps":4.360612683145333,"side":"sell","target_ltc":"16.35055591890124264224983649","vwap":"61.14332613221720000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.722102893376068,"ltc":"163.2444272921220029358995270","mid_cost_bps":14.358970982781557,"side":"buy","target_ltc":null,"vwap":"61.25783382550167478231862951"},{"budget_eur":10000,"eur":"9988.471354819208633093525177","filled_fraction":1.0,"full":true,"impact_bps":11.528645180791367,"ltc":"163.5055591890124264224983649","mid_cost_bps":13.161548786287396,"side":"sell","target_ltc":"163.5055591890124264224983649","vwap":"61.08949080607428000000000000"}],"spread_bps":3.2695765898316167},"raw_file":"1791000902-okx.json","request_at":1791000902.097383,"response_at":1791000902.3800938,"sequence":null,"sha256":"25fc17e5c534ae215690bc9e5141c4834edd3caf7793710e42280cba626d7958","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791001801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 04:30:01 GMT"},"metrics":{"ask":"61.04000","ask_levels":100,"bid":"61.03000","bid_levels":100,"depth_1pct_eur":{"buy":"251215.05483000","sell":"417887.16414000"},"mid":"61.03500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.0682090989751984,"ltc":"1.638095004095004095004095004","mid_cost_bps":1.8874987040459756,"side":"buy","target_ltc":null,"vwap":"61.04652034834014461175712984"},{"budget_eur":100,"eur":"99.98931461576273963624446993","filled_fraction":1.0,"full":true,"impact_bps":1.0685384237260365,"ltc":"1.638538423726036375553006718","mid_cost_bps":1.8876529859916442,"side":"sell","target_ltc":"1.638538423726036375553006718","vwap":"61.02347871000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.58126097370629,"ltc":"16.38010974610974610974610975","mid_cost_bps":2.40059260809424,"side":"buy","target_ltc":null,"vwap":"61.04965201698350319403179400"},{"budget_eur":1000,"eur":"999.8418461576273963624446993","filled_fraction":1.0,"full":true,"impact_bps":1.5815384237260364,"ltc":"16.38538423726036375553006718","mid_cost_bps":2.40061096092406,"side":"sell","target_ltc":"16.38538423726036375553006718","vwap":"61.02034787100000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.9890742839254947,"ltc":"163.7616729415616303814044852","mid_cost_bps":4.808603166884774,"side":"buy","target_ltc":null,"vwap":"61.06434930942908122014266687"},{"budget_eur":10000,"eur":"9993.908457881369818122234966","filled_fraction":1.0,"full":true,"impact_bps":6.091542118630182,"ltc":"163.8538423726036375553006718","mid_cost_bps":6.910245195379701,"side":"sell","target_ltc":"163.8538423726036375553006718","vwap":"60.99282331845000000000000000"}],"spread_bps":1.6384041943147374},"raw_file":"1791001801-kraken.json","request_at":1791001801.7069266,"response_at":1791001801.9047942,"sequence":null,"sha256":"16d684159ead82032df0ea69de7a646ca0f76138e509e2e164c49c04cf5494ac","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 04:30:01 GMT"},"metrics":{"ask":"61.053","ask_levels":645,"bid":"61.017","bid_levels":248,"depth_1pct_eur":{"buy":"66962.60766896286","sell":"73970.20277981839"},"mid":"61.035","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.637921150475816094213224575","mid_cost_bps":2.9491275497665272,"side":"buy","target_ltc":null,"vwap":"61.05300000000000000000000000"},{"budget_eur":100,"eur":"99.99624167486110428241309800","filled_fraction":1.0,"full":true,"impact_bps":0.3758325138895718,"ltc":"1.638887523149286264483668486","mid_cost_bps":3.324849225854018,"side":"sell","target_ltc":"1.638887523149286264483668486","vwap":"61.01470678275000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5388669746769756,"ltc":"16.37341717022952752038243672","mid_cost_bps":6.489038181452501,"side":"buy","target_ltc":null,"vwap":"61.07460584454049534011646651"},{"budget_eur":1000,"eur":"999.8312241601420856482619599","filled_fraction":1.0,"full":true,"impact_bps":1.6877583985791436,"ltc":"16.38887523149286264483668486","mid_cost_bps":4.636388206866611,"side":"sell","target_ltc":"16.38887523149286264483668486","vwap":"61.00670180457938964000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.673779035547314,"ltc":"163.6501685075051910468747445","mid_cost_bps":11.625464593385272,"side":"buy","target_ltc":null,"vwap":"61.10595602314572701429491545"},{"budget_eur":10000,"eur":"9989.576623581051923234508417","filled_fraction":1.0,"full":true,"impact_bps":10.423376418948077,"ltc":"163.8887523149286264483668486","mid_cost_bps":13.369429982058733,"side":"sell","target_ltc":"163.8887523149286264483668486","vwap":"60.95339968410450452000000000"}],"spread_bps":5.8982550995330545},"raw_file":"1791001801-coinbase.json","request_at":1791001801.707944,"response_at":1791001801.821847,"sequence":10017984886,"sha256":"c89863dd1536b124b723e4ceb3515de63ade67749cff00a1318991a6dd72d07d","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791001801.806,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 04:30:01 GMT"},"metrics":{"ask":"61.05","ask_levels":100,"bid":"61.03","bid_levels":100,"depth_1pct_eur":{"buy":"79843.19327889","sell":"78553.55463616"},"mid":"61.04","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.638001638001638001638001638","mid_cost_bps":1.6382699868938402,"side":"buy","target_ltc":null,"vwap":"61.05000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.638538423726036375553006718","mid_cost_bps":1.6382699868938402,"side":"sell","target_ltc":"1.638538423726036375553006718","vwap":"61.03000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7303022599165523,"ltc":"16.37554536116568434839554682","mid_cost_bps":4.369019544035149,"side":"buy","target_ltc":null,"vwap":"61.06666849529679055075898206"},{"budget_eur":1000,"eur":"999.6357236305095854497787973","filled_fraction":1.0,"full":true,"impact_bps":3.6427636949041453,"ltc":"16.38538423726036375553006718","mid_cost_bps":5.280436898754915,"side":"sell","target_ltc":"16.38538423726036375553006718","vwap":"61.00776821317000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.28508331523777,"ltc":"163.6482150690332079175527564","mid_cost_bps":10.924874449463726,"side":"buy","target_ltc":null,"vwap":"61.10668543363952658638574300"},{"budget_eur":10000,"eur":"9985.898089357835490742257906","filled_fraction":1.0,"full":true,"impact_bps":14.101910642164508,"ltc":"163.8538423726036375553006718","mid_cost_bps":15.737870355362057,"side":"sell","target_ltc":"163.8538423726036375553006718","vwap":"60.94393603935087000000000000"}],"spread_bps":3.2765399737876804},"raw_file":"1791001801-okx.json","request_at":1791001801.7081876,"response_at":1791001801.9355874,"sequence":null,"sha256":"e6c97d8dee46176b684ad3f41be7274729427ef9d3c68abbcc378d23d3827624","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791002701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 04:45:01 GMT"},"metrics":{"ask":"61.07000","ask_levels":100,"bid":"61.05000","bid_levels":100,"depth_1pct_eur":{"buy":"265050.90730000","sell":"759980.31929000"},"mid":"61.06000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0674043618157945,"ltc":"1.637290438768827766863130321","mid_cost_bps":2.7053125511970286,"side":"buy","target_ltc":null,"vwap":"61.07651863843760905628379182"},{"budget_eur":100,"eur":"99.98931998361998361998361998","filled_fraction":1.0,"full":true,"impact_bps":1.068001638001638,"ltc":"1.638001638001638001638001638","mid_cost_bps":2.705560104814936,"side":"sell","target_ltc":"1.638001638001638001638001638","vwap":"61.04347985000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.580456195264105,"ltc":"16.37206450556647020301244270","mid_cost_bps":3.218448408856516,"side":"buy","target_ltc":null,"vwap":"61.07965184598447788847603568"},{"budget_eur":1000,"eur":"999.8418998361998361998361998","filled_fraction":1.0,"full":true,"impact_bps":1.581001638001638,"ltc":"16.38001638001638001638001638","mid_cost_bps":3.218476089092696,"side":"sell","target_ltc":"16.38001638001638001638001638","vwap":"61.04034798500000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.1597199642437497,"ltc":"163.6947974144984454262804778","mid_cost_bps":4.797970819134717,"side":"buy","target_ltc":null,"vwap":"61.08929640982163657861205234"},{"budget_eur":10000,"eur":"9996.464215085995085995085995","filled_fraction":1.0,"full":true,"impact_bps":3.535784914004914,"ltc":"163.8001638001638001638001638","mid_cost_bps":5.172939223714379,"side":"sell","target_ltc":"163.8001638001638001638001638","vwap":"61.02841403310000000000000000"}],"spread_bps":3.275466754012447},"raw_file":"1791002701-kraken.json","request_at":1791002701.4532313,"response_at":1791002701.6426418,"sequence":null,"sha256":"7271ef447b4ceb13f3d0c0c6a38cf93b1fd630ec04d216763abe04511b1be8bf","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 04:45:01 GMT"},"metrics":{"ask":"61.071","ask_levels":646,"bid":"61.031","bid_levels":252,"depth_1pct_eur":{"buy":"70554.74909317449","sell":"82666.28811653239"},"mid":"61.051","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.06249320639433769,"ltc":"1.637428158566937385381189416","mid_cost_bps":3.3384632947487938,"side":"buy","target_ltc":null,"vwap":"61.07138165226077085969504558"},{"budget_eur":100,"eur":"99.99624393054349428978715733","filled_fraction":1.0,"full":true,"impact_bps":0.375606945650571,"ltc":"1.638511576084285035473775622","mid_cost_bps":3.6514335146025454,"side":"sell","target_ltc":"1.638511576084285035473775622","vwap":"61.02870763325000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7813621305633065,"ltc":"16.36983087103839984286509314","mid_cost_bps":6.058222906678542,"side":"buy","target_ltc":null,"vwap":"61.08798605666756316815943998"},{"budget_eur":1000,"eur":"999.8438496957307286460978845","filled_fraction":1.0,"full":true,"impact_bps":1.5615030426927134,"ltc":"16.38511576084285035473775622","mid_cost_bps":4.836941118058328,"side":"sell","target_ltc":"16.38511576084285035473775622","vwap":"61.02146999078014210000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.457834214734959,"ltc":"163.6381643244113702528540120","mid_cost_bps":9.735899384581394,"side":"buy","target_ltc":null,"vwap":"61.11043863933280786663610042"},{"budget_eur":10000,"eur":"9990.263493860103006177188640","filled_fraction":1.0,"full":true,"impact_bps":9.736506139896994,"ltc":"163.8511576084285035473775622","mid_cost_bps":13.009266125436985,"side":"sell","target_ltc":"163.8511576084285035473775622","vwap":"60.97157712937759465700000000"}],"spread_bps":6.5518992317898155},"raw_file":"1791002701-coinbase.json","request_at":1791002701.4542456,"response_at":1791002701.5678835,"sequence":10018011047,"sha256":"0ace34feeeff3ebd6bdd48c765dc4ff620bec4f4be0082101d4ed019848820a0","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791002701.556,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 04:45:01 GMT"},"metrics":{"ask":"61.1","ask_levels":100,"bid":"61.07","bid_levels":100,"depth_1pct_eur":{"buy":"78466.60313044","sell":"80357.40126671"},"mid":"61.085","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.636661211129296235679214403","mid_cost_bps":2.4555946631742653,"side":"buy","target_ltc":null,"vwap":"61.09999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.637465203864417881120026199","mid_cost_bps":2.4555946631742653,"side":"sell","target_ltc":"1.637465203864417881120026199","vwap":"61.07000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.818802721926979,"ltc":"16.36363588874345549738219895","mid_cost_bps":4.274844009326977,"side":"buy","target_ltc":null,"vwap":"61.11111288463097384062112129"},{"budget_eur":1000,"eur":"999.7269661588406746356639919","filled_fraction":1.0,"full":true,"impact_bps":2.730338411593254,"ltc":"16.37465203864417881120026199","mid_cost_bps":5.185262614324302,"side":"sell","target_ltc":"16.37465203864417881120026199","vwap":"61.05332582332040000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.617810315055356,"ltc":"163.5415382712113781265326140","mid_cost_bps":10.075275603665094,"side":"buy","target_ltc":null,"vwap":"61.14654482102498822907008137"},{"budget_eur":10000,"eur":"9987.182526022033731783199604","filled_fraction":1.0,"full":true,"impact_bps":12.817473977966268,"ltc":"163.7465203864417881120026199","mid_cost_bps":15.269921189070967,"side":"sell","target_ltc":"163.7465203864417881120026199","vwap":"60.99172368641656000000000000"}],"spread_bps":4.911189326348531},"raw_file":"1791002701-okx.json","request_at":1791002701.4544747,"response_at":1791002701.6813838,"sequence":null,"sha256":"97491c68d9aa00b2caf54c329e86bc71158e44fa717b7c1055dedf13260a8959","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791003601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 05:00:02 GMT"},"metrics":{"ask":"61.18000","ask_levels":100,"bid":"61.17000","bid_levels":100,"depth_1pct_eur":{"buy":"251908.43133000","sell":"350451.09192000"},"mid":"61.17500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.634521085322000653808434129","mid_cost_bps":0.8173273395995097,"side":"buy","target_ltc":null,"vwap":"61.17999999999999999999999999"},{"budget_eur":100,"eur":"99.98935211705084191597188163","filled_fraction":1.0,"full":true,"impact_bps":1.0647882949158085,"ltc":"1.634788294915808402811835867","mid_cost_bps":1.882028606456886,"side":"sell","target_ltc":"1.634788294915808402811835867","vwap":"61.16348669000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":2.562461158387773,"ltc":"16.34102352941176470588235294","mid_cost_bps":3.3799979349434235,"side":"buy","target_ltc":null,"vwap":"61.19567713736701639396193053"},{"budget_eur":1000,"eur":"999.8422211705084191597188163","filled_fraction":1.0,"full":true,"impact_bps":1.5777882949158084,"ltc":"16.34788294915808402811835867","mid_cost_bps":2.3949866775643645,"side":"sell","target_ltc":"16.34788294915808402811835867","vwap":"61.16034866900000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.154740597048975,"ltc":"163.3678966193042626163645272","mid_cost_bps":5.972489247690335,"side":"buy","target_ltc":null,"vwap":"61.21153670297274562776355205"},{"budget_eur":10000,"eur":"9996.558945115252574791564491","filled_fraction":1.0,"full":true,"impact_bps":3.4410548847474254,"ltc":"163.4788294915808402811835867","mid_cost_bps":4.258100977523498,"side":"sell","target_ltc":"163.4788294915808402811835867","vwap":"61.14895106727000000000000000"}],"spread_bps":1.6346546791990193},"raw_file":"1791003601-kraken.json","request_at":1791003601.8781514,"response_at":1791003602.0701675,"sequence":null,"sha256":"270d4325c541374102747414f0d6aea118cc9003b63bd1c3612537ec1bf9e72e","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 05:00:01 GMT"},"metrics":{"ask":"61.194","ask_levels":642,"bid":"61.165","bid_levels":252,"depth_1pct_eur":{"buy":"66727.81179351884","sell":"71820.56281971674"},"mid":"61.1795","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8390015133994954,"ltc":"1.634010044918300653594771242","mid_cost_bps":3.209275306450179,"side":"buy","target_ltc":null,"vwap":"61.19913418586109687199061448"},{"budget_eur":100,"eur":"99.99626546840513365486798006","filled_fraction":1.0,"full":true,"impact_bps":0.3734531594866345,"ltc":"1.634921932477724188669991008","mid_cost_bps":2.743439591693296,"side":"sell","target_ltc":"1.634921932477724188669991008","vwap":"61.16271577375000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.269084484427382,"ltc":"16.33776420935583473558674094","mid_cost_bps":4.6396972178597276,"side":"buy","target_ltc":null,"vwap":"61.20788543559400492203552743"},{"budget_eur":1000,"eur":"999.5011911833698013569852040","filled_fraction":1.0,"full":true,"impact_bps":4.988088166301987,"ltc":"16.34921932477724188669991008","mid_cost_bps":7.356980895428387,"side":"sell","target_ltc":"16.34921932477724188669991008","vwap":"61.13449035873081390000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.403654988923792,"ltc":"163.2775010821812014871828322","mid_cost_bps":10.775721661540263,"side":"buy","target_ltc":null,"vwap":"61.24542532633922025232310590"},{"budget_eur":10000,"eur":"9990.789119738389247935911061","filled_fraction":1.0,"full":true,"impact_bps":9.210880261610752,"ltc":"163.4921932477724188669991008","mid_cost_bps":11.578772157363522,"side":"sell","target_ltc":"163.4921932477724188669991008","vwap":"61.10866165087985783500000000"}],"spread_bps":4.7401498868084895},"raw_file":"1791003601-coinbase.json","request_at":1791003601.8791773,"response_at":1791003601.9846551,"sequence":10018032855,"sha256":"39435bdd53a6701e3346e5bf4096d58797880f76a9f942467db22747e91cb357","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791003602.006,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 05:00:02 GMT"},"metrics":{"ask":"61.19","ask_levels":100,"bid":"61.17","bid_levels":100,"depth_1pct_eur":{"buy":"77736.82501581","sell":"80101.30657569"},"mid":"61.18","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.634253963065860434711554176","mid_cost_bps":1.6345210853220007,"side":"buy","target_ltc":null,"vwap":"61.18999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.634788294915808402811835867","mid_cost_bps":1.6345210853220007,"side":"sell","target_ltc":"1.634788294915808402811835867","vwap":"61.17000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.723985855311073,"ltc":"16.33808915828160731786997713","mid_cost_bps":4.358952181864736,"side":"buy","target_ltc":null,"vwap":"61.20666806944864845553957620"},{"budget_eur":1000,"eur":"999.6365632420336766388752655","filled_fraction":1.0,"full":true,"impact_bps":3.6343675796632335,"ltc":"16.34788294915808402811835867","mid_cost_bps":5.268294619941157,"side":"sell","target_ltc":"16.34788294915808402811835867","vwap":"61.14776857351520000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.950629546347281,"ltc":"163.2629394037206266318537859","mid_cost_bps":11.586777083049856,"side":"buy","target_ltc":null,"vwap":"61.25088790219409901942758828"},{"budget_eur":10000,"eur":"9989.382490975757724374693476","filled_fraction":1.0,"full":true,"impact_bps":10.617509024242276,"ltc":"163.4788294915808402811835867","mid_cost_bps":12.250294655326904,"side":"sell","target_ltc":"163.4788294915808402811835867","vwap":"61.10505269729871000000000000"}],"spread_bps":3.2690421706440014},"raw_file":"1791003601-okx.json","request_at":1791003601.8794181,"response_at":1791003602.1511118,"sequence":null,"sha256":"1d1e7b2fe040746704f38afb3f9b26ce5dfc32272932850e75b0fdd382598bd5","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791004501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 05:15:01 GMT"},"metrics":{"ask":"61.33000","ask_levels":100,"bid":"61.32000","bid_levels":100,"depth_1pct_eur":{"buy":"260648.04893000","sell":"718389.64271000"},"mid":"61.32500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.630523398010761454426871026","mid_cost_bps":0.8153281695882593,"side":"buy","target_ltc":null,"vwap":"61.32999999999999999999999998"},{"budget_eur":100,"eur":"99.99085210697977821265492500","filled_fraction":1.0,"full":true,"impact_bps":0.9147893020221788,"ltc":"1.630789302022178734507501631","mid_cost_bps":1.7300428862617203,"side":"sell","target_ltc":"1.630789302022178734507501631","vwap":"61.31439051200000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.30523398010761454426871026","mid_cost_bps":0.8153281695882593,"side":"buy","target_ltc":null,"vwap":"61.32999999999999999999999998"},{"budget_eur":1000,"eur":"999.8330721395955642530984998","filled_fraction":1.0,"full":true,"impact_bps":1.6692786040443575,"ltc":"16.30789302022178734507501631","mid_cost_bps":2.48447067264574,"side":"sell","target_ltc":"16.30789302022178734507501631","vwap":"61.30976398360000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.756851846009272,"ltc":"163.0074010756192959582790091","mid_cost_bps":3.5724047894944744,"side":"buy","target_ltc":null,"vwap":"61.34690777237157486509331585"},{"budget_eur":10000,"eur":"9995.077132791911285061969995","filled_fraction":1.0,"full":true,"impact_bps":4.922867208088715,"ltc":"163.0789302022178734507501631","mid_cost_bps":5.737794002445985,"side":"sell","target_ltc":"163.0789302022178734507501631","vwap":"61.28981297828000000000000000"}],"spread_bps":1.6306563391765185},"raw_file":"1791004501-kraken.json","request_at":1791004501.6028395,"response_at":1791004501.8004074,"sequence":null,"sha256":"35b34caa5c8eb9c34c0fb3bde3ec160910d48ec7b3645a6889373d9838d6217d","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 05:15:01 GMT"},"metrics":{"ask":"61.302","ask_levels":647,"bid":"61.27","bid_levels":250,"depth_1pct_eur":{"buy":"67341.94399149029","sell":"68324.53944616526"},"mid":"61.286","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.4949744253580619,"ltc":"1.631187408253139781438590768","mid_cost_bps":3.105814088426393,"side":"buy","target_ltc":null,"vwap":"61.30503429222232999127070708"},{"budget_eur":100,"eur":"99.99628227925575322343724501","filled_fraction":1.0,"full":true,"impact_bps":0.37177207442467763,"ltc":"1.632120124041129427125836462","mid_cost_bps":2.9823854550794633,"side":"sell","target_ltc":"1.632120124041129427125836462","vwap":"61.26772215250000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.463273392009746,"ltc":"16.30866420872099280833645896","mid_cost_bps":5.074626920944122,"side":"buy","target_ltc":null,"vwap":"61.31710035854769814593770441"},{"budget_eur":1000,"eur":"999.8405027554554757630161583","filled_fraction":1.0,"full":true,"impact_bps":1.5949724454452423,"ltc":"16.32120124041129427125836462","mid_cost_bps":4.2052664839021965,"side":"sell","target_ltc":"16.32120124041129427125836462","vwap":"61.26022760382675700000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.750942016988903,"ltc":"162.9841882676928338762214984","mid_cost_bps":11.363937074135263,"side":"buy","target_ltc":null,"vwap":"61.35564502475254537587720341"},{"budget_eur":10000,"eur":"9990.942798598363948098580058","filled_fraction":1.0,"full":true,"impact_bps":9.057201401636052,"ltc":"163.2120124041129427125836462","mid_cost_bps":11.66554726818916,"side":"sell","target_ltc":"163.2120124041129427125836462","vwap":"61.21450652701217591000000000"}],"spread_bps":5.2214208791567405},"raw_file":"1791004501-coinbase.json","request_at":1791004501.603934,"response_at":1791004501.721636,"sequence":10018052867,"sha256":"5eb8494cbd022c77d0bcfa98c705a783b5fd3cdd42e2e06d884245405fa9cd4a","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791004501.757,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 05:15:01 GMT"},"metrics":{"ask":"61.34","ask_levels":100,"bid":"61.31","bid_levels":100,"depth_1pct_eur":{"buy":"75928.90306707","sell":"75925.85210008"},"mid":"61.325","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.630257580697750244538637105","mid_cost_bps":2.445984508764778,"side":"buy","target_ltc":null,"vwap":"61.33999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.631055292774425053009297015","mid_cost_bps":2.445984508764778,"side":"sell","target_ltc":"1.631055292774425053009297015","vwap":"61.31000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8118203314683927,"ltc":"16.29962260821382007822685789","mid_cost_bps":4.258248008679514,"side":"buy","target_ltc":null,"vwap":"61.35111370591322712102493487"},{"budget_eur":1000,"eur":"999.7280410021676724840972108","filled_fraction":1.0,"full":true,"impact_bps":2.7195899783232753,"ltc":"16.31055292774425053009297015","mid_cost_bps":5.164909279592336,"side":"sell","target_ltc":"16.31055292774425053009297015","vwap":"61.29332619384290000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.063231971484269,"ltc":"162.9106904700325732899022801","mid_cost_bps":9.510944135847453,"side":"buy","target_ltc":null,"vwap":"61.38332586491308450429057995"},{"budget_eur":10000,"eur":"9987.183549671158049257869841","filled_fraction":1.0,"full":true,"impact_bps":12.81645032884195,"ltc":"163.1055292774425053009297015","mid_cost_bps":15.259299953710558,"side":"sell","target_ltc":"163.1055292774425053009297015","vwap":"61.23142234303387000000000000"}],"spread_bps":4.891969017529556},"raw_file":"1791004501-okx.json","request_at":1791004501.6042016,"response_at":1791004501.8882706,"sequence":null,"sha256":"7d31314ea61bbadfeba9402b402174bec1f9539420507f38dea552e0aee3ef44","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791005401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 05:30:02 GMT"},"metrics":{"ask":"61.40000","ask_levels":100,"bid":"61.39000","bid_levels":100,"depth_1pct_eur":{"buy":"272909.58508000","sell":"753284.31880000"},"mid":"61.39500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0586041546771898,"ltc":"1.628492102263475004070998209","mid_cost_bps":1.8730889339063355,"side":"buy","target_ltc":null,"vwap":"61.40649982950971794607707360"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.628929793125916273008633328","mid_cost_bps":0.8143985666585227,"side":"sell","target_ltc":"1.628929793125916273008633328","vwap":"61.39000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5716555366774474,"ltc":"16.28408565380231232698257613","mid_cost_bps":2.3861820987376055,"side":"buy","target_ltc":null,"vwap":"61.40964996499519952736269402"},{"budget_eur":1000,"eur":"999.9804270206874083726991367","filled_fraction":1.0,"full":true,"impact_bps":0.19572979312591626,"ltc":"16.28929793125916273008633328","mid_cost_bps":1.0101124195781415,"side":"sell","target_ltc":"16.28929793125916273008633328","vwap":"61.38879841480000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.020195560773729,"ltc":"162.8010003255208333333333333","mid_cost_bps":4.8349215315824905,"side":"buy","target_ltc":null,"vwap":"61.42468400074315069834597024"},{"budget_eur":10000,"eur":"9997.093300413748167453982734","filled_fraction":1.0,"full":true,"impact_bps":2.9066995862518326,"ltc":"162.8929793125916273008633328","mid_cost_bps":3.72086143171268,"side":"sell","target_ltc":"162.8929793125916273008633328","vwap":"61.37215577124000000000000000"}],"spread_bps":1.6287971333170455},"raw_file":"1791005401-kraken.json","request_at":1791005401.9311776,"response_at":1791005402.1405978,"sequence":null,"sha256":"3a3d3b4ffa1fa81be4bae5ec1b73cb3ba89ebf0db2b3f726b8f72578b84ba25f","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 05:30:02 GMT"},"metrics":{"ask":"61.408","ask_levels":646,"bid":"61.376","bid_levels":242,"depth_1pct_eur":{"buy":"67062.77195869248","sell":"75347.55733214525"},"mid":"61.392","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.36954894125148025,"ltc":"1.628392141856905591558927932","mid_cost_bps":2.9758480157735683,"side":"buy","target_ltc":null,"vwap":"61.41026932613843708994678572"},{"budget_eur":100,"eur":"99.99629919186652763295099060","filled_fraction":1.0,"full":true,"impact_bps":0.3700808133472367,"ltc":"1.629301355578727841501564129","mid_cost_bps":2.976187125358353,"side":"sell","target_ltc":"1.629301355578727841501564129","vwap":"61.37372859200000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.635217330676492,"ltc":"16.28023299394771114149899069","mid_cost_bps":5.2421068843201395,"side":"buy","target_ltc":null,"vwap":"61.42418234258421820096536026"},{"budget_eur":1000,"eur":"999.7503570818358289885297183","filled_fraction":1.0,"full":true,"impact_bps":2.49642918164171,"ltc":"16.29301355578727841501564129","mid_cost_bps":5.101981324153662,"side":"sell","target_ltc":"16.29301355578727841501564129","vwap":"61.36067791625475584000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.826931967229105,"ltc":"162.7178737188652401547917141","mid_cost_bps":10.435174586975581,"side":"buy","target_ltc":null,"vwap":"61.45606362382436048737769544"},{"budget_eur":10000,"eur":"9989.886677079957831074035452","filled_fraction":1.0,"full":true,"impact_bps":10.113322920042169,"ltc":"162.9301355578727841501564129","mid_cost_bps":12.716889945603794,"side":"sell","target_ltc":"162.9301355578727841501564129","vwap":"61.31392846924594918400000000"}],"spread_bps":5.2124055251498564},"raw_file":"1791005401-coinbase.json","request_at":1791005401.9321969,"response_at":1791005402.0468361,"sequence":10018069776,"sha256":"75331ed0fad0c925e489ddb753ea593dc0ff6273aa0c87e09f2525847f8859da","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791005402.057,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 05:30:02 GMT"},"metrics":{"ask":"61.41","ask_levels":100,"bid":"61.38","bid_levels":100,"depth_1pct_eur":{"buy":"62795.81912650","sell":"76844.57246973"},"mid":"61.395","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.628399283504315258101286435","mid_cost_bps":2.443195699975568,"side":"buy","target_ltc":null,"vwap":"61.41000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.629195177582274356467904855","mid_cost_bps":2.443195699975568,"side":"sell","target_ltc":"1.629195177582274356467904855","vwap":"61.38000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.896122972343933,"ltc":"16.27927815589910496338486574","mid_cost_bps":5.340026251838764,"side":"buy","target_ltc":null,"vwap":"61.42778509117316409259347474"},{"budget_eur":1000,"eur":"999.8188919244835451287064190","filled_fraction":1.0,"full":true,"impact_bps":1.8110807551645487,"ltc":"16.29195177582274356467904855","mid_cost_bps":4.253833972668784,"side":"sell","target_ltc":"16.29195177582274356467904855","vwap":"61.36888358632480000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.649923541821373,"ltc":"162.6504418292960494228580719","mid_cost_bps":14.095965546107184,"side":"buy","target_ltc":null,"vwap":"61.48154218047032505316815027"},{"budget_eur":10000,"eur":"9989.732467629012707722385142","filled_fraction":1.0,"full":true,"impact_bps":10.267532370987292,"ltc":"162.9195177582274356467904855","mid_cost_bps":12.708219511869045,"side":"sell","target_ltc":"162.9195177582274356467904855","vwap":"61.31697788630688000000000000"}],"spread_bps":4.886391399951136},"raw_file":"1791005401-okx.json","request_at":1791005401.9324536,"response_at":1791005402.1825423,"sequence":null,"sha256":"1cae2a2eecab82d4c8caa013210203f718192f01431216ec92a848d561158cf2","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791006301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 05:45:01 GMT"},"metrics":{"ask":"61.45000","ask_levels":100,"bid":"61.43000","bid_levels":100,"depth_1pct_eur":{"buy":"270723.11630000","sell":"375299.10819000"},"mid":"61.44000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.627339300244100895036615134","mid_cost_bps":1.6276041666666667,"side":"buy","target_ltc":null,"vwap":"61.45000000000000000000000000"},{"budget_eur":100,"eur":"99.98942130880677193553638286","filled_fraction":1.0,"full":true,"impact_bps":1.0578691193228065,"ltc":"1.627869119322806446361712518","mid_cost_bps":2.6853011067708334,"side":"sell","target_ltc":"1.627869119322806446361712518","vwap":"61.42350151000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.03846622897963736,"ltc":"16.27333040507564665690580771","mid_cost_bps":1.6660766564257603,"side":"buy","target_ltc":null,"vwap":"61.45023637497707987157170511"},{"budget_eur":1000,"eur":"999.8361661761354387107276573","filled_fraction":1.0,"full":true,"impact_bps":1.638338238645613,"ltc":"16.27869119322806446361712518","mid_cost_bps":3.265675748697917,"side":"sell","target_ltc":"16.27869119322806446361712518","vwap":"61.41993568820000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.651648777145904,"ltc":"162.6745270006506180871828237","mid_cost_bps":5.279847287689059,"side":"buy","target_ltc":null,"vwap":"61.47243938173556157981017598"},{"budget_eur":10000,"eur":"9996.364312642031580660914861","filled_fraction":1.0,"full":true,"impact_bps":3.6356873579684192,"ltc":"162.7869119322806446361712518","mid_cost_bps":5.262699778645834,"side":"sell","target_ltc":"162.7869119322806446361712518","vwap":"61.40766597256000000000000000"}],"spread_bps":3.2552083333333335},"raw_file":"1791006301-kraken.json","request_at":1791006301.7284436,"response_at":1791006301.916952,"sequence":null,"sha256":"ea6062f7a3a04026b248d2f6b484c82d4ec9062e4186bb00d16e36ca60c9e587","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 05:45:01 GMT"},"metrics":{"ask":"61.452","ask_levels":648,"bid":"61.424","bid_levels":251,"depth_1pct_eur":{"buy":"69682.61781224510","sell":"78019.88493814245"},"mid":"61.438","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3688493947816142,"ltc":"1.627226317159686289823944808","mid_cost_bps":2.647653455648292,"side":"buy","target_ltc":null,"vwap":"61.45426665330081197567247789"},{"budget_eur":100,"eur":"99.99630683120604324042719461","filled_fraction":1.0,"full":true,"impact_bps":0.369316879395676,"ltc":"1.628028132326126595467569680","mid_cost_bps":2.6479527328363552,"side":"sell","target_ltc":"1.628028132326126595467569680","vwap":"61.42173150800000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7067250692315064,"ltc":"16.26845994820116148553023279","mid_cost_bps":4.986061866506308,"side":"buy","target_ltc":null,"vwap":"61.46863336689544145401378089"},{"budget_eur":1000,"eur":"999.6626223618919458192237564","filled_fraction":1.0,"full":true,"impact_bps":3.3737763810805417,"ltc":"16.28028132326126595467569680","mid_cost_bps":5.651727602322524,"side":"sell","target_ltc":"16.28028132326126595467569680","vwap":"61.40327691595685088000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.493983641655172,"ltc":"162.5580455832741681417366310","mid_cost_bps":12.775094937123502,"side":"buy","target_ltc":null,"vwap":"61.51648762827469936425872829"},{"budget_eur":10000,"eur":"9992.869177644816754363115397","filled_fraction":1.0,"full":true,"impact_bps":7.130822355183246,"ltc":"162.8028132326126595467569680","mid_cost_bps":9.407917450841103,"side":"sell","target_ltc":"162.8028132326126595467569680","vwap":"61.38019963676552243200000000"}],"spread_bps":4.557440020834012},"raw_file":"1791006301-coinbase.json","request_at":1791006301.7294364,"response_at":1791006301.8323512,"sequence":10018087941,"sha256":"5d22f195b3170bfb0a9e166ff2f7d6458766162470a10a8fcef1778003e09ec9","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791006301.857,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 05:45:01 GMT"},"metrics":{"ask":"61.45","ask_levels":100,"bid":"61.43","bid_levels":100,"depth_1pct_eur":{"buy":"76853.22834466","sell":"75819.06610358"},"mid":"61.44","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.627339300244100895036615134","mid_cost_bps":1.6276041666666667,"side":"buy","target_ltc":null,"vwap":"61.45000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.627869119322806446361712518","mid_cost_bps":1.6276041666666667,"side":"sell","target_ltc":"1.627869119322806446361712518","vwap":"61.43000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8940516155929483,"ltc":"16.26868476109936575052854123","mid_cost_bps":4.522126819306424,"side":"buy","target_ltc":null,"vwap":"61.46778394717781866759735769"},{"budget_eur":1000,"eur":"999.6814067322708774214553148","filled_fraction":1.0,"full":true,"impact_bps":3.185932677291226,"ltc":"16.27869119322806446361712518","mid_cost_bps":4.813018300227864,"side":"sell","target_ltc":"16.27869119322806446361712518","vwap":"61.41042881556340000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.334806669605408,"ltc":"162.5821627187195320116997075","mid_cost_bps":10.963930173295124,"side":"buy","target_ltc":null,"vwap":"61.50736238698472523666106272"},{"budget_eur":10000,"eur":"9986.856144709480709750936023","filled_fraction":1.0,"full":true,"impact_bps":13.14385529051929,"ltc":"162.7869119322806446361712518","mid_cost_bps":14.769320157822266,"side":"sell","target_ltc":"162.7869119322806446361712518","vwap":"61.34925729695034000000000000"}],"spread_bps":3.2552083333333335},"raw_file":"1791006301-okx.json","request_at":1791006301.7296674,"response_at":1791006301.9837904,"sequence":null,"sha256":"bf09eb7f9a464301842759ce1c3413520fe9a260c6f464d26ab0c96d6d32b690","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791007201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 06:00:01 GMT"},"metrics":{"ask":"61.47000","ask_levels":100,"bid":"61.46000","bid_levels":100,"depth_1pct_eur":{"buy":"274684.37189000","sell":"688681.22801000"},"mid":"61.46500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.1777569446445342,"ltc":"1.626618249837345478204294079","mid_cost_bps":1.9913238328691045,"side":"buy","target_ltc":null,"vwap":"61.47723967193872995102519897"},{"budget_eur":100,"eur":"99.98942925479986983403839897","filled_fraction":1.0,"full":true,"impact_bps":1.0570745200130165,"ltc":"1.627074520013016596160104133","mid_cost_bps":1.8704596111608232,"side":"sell","target_ltc":"1.627074520013016596160104133","vwap":"61.45350322000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.5819027231881215,"ltc":"16.26552521145087833441769681","mid_cost_bps":2.3955024875030313,"side":"buy","target_ltc":null,"vwap":"61.47972395603943738292615066"},{"budget_eur":1000,"eur":"999.8349150959973966807679793","filled_fraction":1.0,"full":true,"impact_bps":1.6508490400260332,"ltc":"16.27074520013016596160104133","mid_cost_bps":2.464185829333767,"side":"sell","target_ltc":"16.27074520013016596160104133","vwap":"61.44985388180000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.600189791864354,"ltc":"162.6386934460887949260042283","mid_cost_bps":3.413872390887527,"side":"buy","target_ltc":null,"vwap":"61.48598336665059018354566971"},{"budget_eur":10000,"eur":"9994.866581919947933615359585","filled_fraction":1.0,"full":true,"impact_bps":5.133418080052066,"ltc":"162.7074520013016596160104133","mid_cost_bps":5.9464715724396,"side":"sell","target_ltc":"162.7074520013016596160104133","vwap":"61.42845001248000000000000000"}],"spread_bps":1.6269421622061335},"raw_file":"1791007201-kraken.json","request_at":1791007201.2983418,"response_at":1791007201.495352,"sequence":null,"sha256":"40a39b8d9b1183395505999794831fa30528264b7be7c20983c7c461a22632d0","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 06:00:01 GMT"},"metrics":{"ask":"61.472","ask_levels":644,"bid":"61.439","bid_levels":250,"depth_1pct_eur":{"buy":"65850.92961504899","sell":"78921.97889590817"},"mid":"61.4555","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.18427147198881189,"ltc":"1.626726921512810085400569337","mid_cost_bps":2.869190486223304,"side":"buy","target_ltc":null,"vwap":"61.47313275359260962448265634"},{"budget_eur":100,"eur":"99.99630921605169354969970214","filled_fraction":1.0,"full":true,"impact_bps":0.36907839483064503,"ltc":"1.627630658051075050049642735","mid_cost_bps":3.0538488418449123,"side":"sell","target_ltc":"1.627630658051075050049642735","vwap":"61.43673241925000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.6460153041583007,"ltc":"16.26651813252655378259242994","mid_cost_bps":3.3310582905878086,"side":"buy","target_ltc":null,"vwap":"61.47597118527772190564627878"},{"budget_eur":1000,"eur":"999.8033019127323387424925535","filled_fraction":1.0,"full":true,"impact_bps":1.9669808726766125,"ltc":"16.27630658051075050049642735","mid_cost_bps":4.651322303721854,"side":"sell","target_ltc":"16.27630658051075050049642735","vwap":"61.42691506621636216000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.188904444380391,"ltc":"162.5425851751103645275424417","mid_cost_bps":10.875972598139327,"side":"buy","target_ltc":null,"vwap":"61.52233883340049513975835373"},{"budget_eur":10000,"eur":"9993.390678487213764709712072","filled_fraction":1.0,"full":true,"impact_bps":6.609321512786235,"ltc":"162.7630658051075050049642735","mid_cost_bps":9.2924165359337,"side":"sell","target_ltc":"162.7630658051075050049642735","vwap":"61.39839298955759264900000000"}],"spread_bps":5.369739079496546},"raw_file":"1791007201-coinbase.json","request_at":1791007201.2993155,"response_at":1791007201.414903,"sequence":10018104509,"sha256":"74894206130ee4b09f5399c348ae54cb45a306e9f6193bf13c067df5b37f93df","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791007201.457,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 06:00:01 GMT"},"metrics":{"ask":"61.47","ask_levels":100,"bid":"61.45","bid_levels":100,"depth_1pct_eur":{"buy":"79649.55281163","sell":"67090.35717302"},"mid":"61.46","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.626809825931348625345697088","mid_cost_bps":1.6270745200130166,"side":"buy","target_ltc":null,"vwap":"61.47000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.627339300244100895036615134","mid_cost_bps":1.6270745200130166,"side":"sell","target_ltc":"1.627339300244100895036615134","vwap":"61.45000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7117838474089346,"ltc":"16.26368789869918699186991870","mid_cost_bps":4.339299594862141,"side":"buy","target_ltc":null,"vwap":"61.48666933531002272233496667"},{"budget_eur":1000,"eur":"999.7286487099267697314890153","filled_fraction":1.0,"full":true,"impact_bps":2.7135129007323027,"ltc":"16.27339300244100895036615134","mid_cost_bps":4.340145911975268,"side":"sell","target_ltc":"16.27339300244100895036615134","vwap":"61.43332546322500000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.722561279423541,"ltc":"162.5229686409423233143785540","mid_cost_bps":11.351217732609259,"side":"buy","target_ltc":null,"vwap":"61.52976458418461650556335163"},{"budget_eur":10000,"eur":"9986.923108236826688364524002","filled_fraction":1.0,"full":true,"impact_bps":13.076891763173311,"ltc":"162.7339300244100895036615134","mid_cost_bps":14.701838575447445,"side":"sell","target_ltc":"162.7339300244100895036615134","vwap":"61.36964250011530000000000000"}],"spread_bps":3.254149040026033},"raw_file":"1791007201-okx.json","request_at":1791007201.2995198,"response_at":1791007201.5860982,"sequence":null,"sha256":"fdb083d54fe0b41379ab372e99e64fd0b73b3e6766272c2a2727c91af47728db","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791008102,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 06:15:02 GMT"},"metrics":{"ask":"61.55000","ask_levels":100,"bid":"61.54000","bid_levels":100,"depth_1pct_eur":{"buy":"285994.86304000","sell":"402593.47098000"},"mid":"61.54500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.624695369618196588139723802","mid_cost_bps":0.8124136810463888,"side":"buy","target_ltc":null,"vwap":"61.54999999999999999999999999"},{"budget_eur":100,"eur":"99.98945040623984400389990249","filled_fraction":1.0,"full":true,"impact_bps":1.0549593760155995,"ltc":"1.624959376015599610009749756","mid_cost_bps":1.8672873507189862,"side":"sell","target_ltc":"1.624959376015599610009749756","vwap":"61.53350778000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.24695369618196588139723802","mid_cost_bps":0.8124136810463888,"side":"buy","target_ltc":null,"vwap":"61.54999999999999999999999999"},{"budget_eur":1000,"eur":"999.8351281247968800779980499","filled_fraction":1.0,"full":true,"impact_bps":1.6487187520311992,"ltc":"16.24959376015599610009749756","mid_cost_bps":2.4609984889105534,"side":"sell","target_ltc":"16.24959376015599610009749756","vwap":"61.52985378480000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8498167779056376,"ltc":"162.4394886326729457616109126","mid_cost_bps":2.6623807405978064,"side":"buy","target_ltc":null,"vwap":"61.56138562226800919979025024"},{"budget_eur":10000,"eur":"9994.369142495937601559960999","filled_fraction":1.0,"full":true,"impact_bps":5.630857504062399,"ltc":"162.4959376015599610009749756","mid_cost_bps":6.442813726541555,"side":"sell","target_ltc":"162.4959376015599610009749756","vwap":"61.50534770292000000000000000"}],"spread_bps":1.6248273620927776},"raw_file":"1791008102-kraken.json","request_at":1791008102.1777458,"response_at":1791008102.359147,"sequence":null,"sha256":"303b56286826f90505e9f009796307f5f93df8ac5fdbf178015b746eebabfcc3","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 06:15:02 GMT"},"metrics":{"ask":"61.548","ask_levels":647,"bid":"61.521","bid_levels":248,"depth_1pct_eur":{"buy":"66024.73658216752","sell":"100019.56093494561"},"mid":"61.5345","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3673265833308074,"ltc":"1.624688484907560840887675862","mid_cost_bps":2.561298402535887,"side":"buy","target_ltc":null,"vwap":"61.55026082165508445361944261"},{"budget_eur":100,"eur":"99.99632223265226508021651143","filled_fraction":1.0,"full":true,"impact_bps":0.367776734773492,"ltc":"1.625461224622486630581427480","mid_cost_bps":2.5615872803061697,"side":"sell","target_ltc":"1.625461224622486630581427480","vwap":"61.51873740075000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7000497080115002,"ltc":"16.24471995720374912688227936","mid_cost_bps":3.894313912174338,"side":"buy","target_ltc":null,"vwap":"61.55846346594286918162595740"},{"budget_eur":1000,"eur":"999.8328353159653016043302287","filled_fraction":1.0,"full":true,"impact_bps":1.671646840346984,"ltc":"16.25461224622486630581427480","mid_cost_bps":3.8651713309604663,"side":"sell","target_ltc":"16.25461224622486630581427480","vwap":"61.51071586147350132000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.427681695044472,"ltc":"162.3542248530520491936268942","mid_cost_bps":9.623202479366814,"side":"buy","target_ltc":null,"vwap":"61.59371589529665971651661527"},{"budget_eur":10000,"eur":"9989.952851595374128346418296","filled_fraction":1.0,"full":true,"impact_bps":10.047148404625872,"ltc":"162.5461224622486630581427480","mid_cost_bps":12.238835401295017,"side":"sell","target_ltc":"162.5461224622486630581427480","vwap":"61.45918893829990117500000000"}],"spread_bps":4.387782463496087},"raw_file":"1791008102-coinbase.json","request_at":1791008102.1787655,"response_at":1791008102.3030295,"sequence":10018119360,"sha256":"f2aba9d840128ce7ba2fc9a5c1694292f47fa0d6a127ba7c96744c8a619729ce","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791008102.303,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 06:15:02 GMT"},"metrics":{"ask":"61.56","ask_levels":100,"bid":"61.53","bid_levels":100,"depth_1pct_eur":{"buy":"70507.71059683","sell":"78219.99530002"},"mid":"61.545","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.624431448992852501624431449","mid_cost_bps":2.4372410431391667,"side":"buy","target_ltc":null,"vwap":"61.56000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625223468226881196164472615","mid_cost_bps":2.4372410431391667,"side":"sell","target_ltc":"1.625223468226881196164472615","vwap":"61.53000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.9860548392409791,"ltc":"16.24108892060399415489527521","mid_cost_bps":4.423779931816958,"side":"buy","target_ltc":null,"vwap":"61.57222615359036746775852418"},{"budget_eur":1000,"eur":"999.8193575863546237607671055","filled_fraction":1.0,"full":true,"impact_bps":1.8064241364537623,"ltc":"16.25223468226881196164472615","mid_cost_bps":4.2432249104882604,"side":"sell","target_ltc":"16.25223468226881196164472615","vwap":"61.51888507228840000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.903069388383381,"ltc":"162.3148663341447581953911068","mid_cost_bps":10.342236600030562,"side":"buy","target_ltc":null,"vwap":"61.60865129515488809408437537"},{"budget_eur":10000,"eur":"9991.730593644184950430684219","filled_fraction":1.0,"full":true,"impact_bps":8.26940635581505,"ltc":"162.5223468226881196164472615","mid_cost_bps":10.704631945296937,"side":"sell","target_ltc":"162.5223468226881196164472615","vwap":"61.47911834269267000000000000"}],"spread_bps":4.874482086278333},"raw_file":"1791008102-okx.json","request_at":1791008102.1789997,"response_at":1791008102.4309523,"sequence":null,"sha256":"88965287f3ebb7bc1d632a3decdc0f6b1efa2859601340ab926571f826cf63c0","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791009001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 06:30:01 GMT"},"metrics":{"ask":"61.68000","ask_levels":100,"bid":"61.67000","bid_levels":100,"depth_1pct_eur":{"buy":"262346.10303000","sell":"413222.31102000"},"mid":"61.67500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.621271076523994811932555123","mid_cost_bps":0.8107012565869477,"side":"buy","target_ltc":null,"vwap":"61.68000000000000000000000000"},{"budget_eur":100,"eur":"99.98948466028863304686233177","filled_fraction":1.0,"full":true,"impact_bps":1.0515339711366953,"ltc":"1.621533971136695313766823415","mid_cost_bps":1.8621499797324685,"side":"sell","target_ltc":"1.621533971136695313766823415","vwap":"61.66351519000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.21271076523994811932555123","mid_cost_bps":0.8107012565869477,"side":"buy","target_ltc":null,"vwap":"61.68000000000000000000000000"},{"budget_eur":1000,"eur":"999.8435466028863304686233177","filled_fraction":1.0,"full":true,"impact_bps":1.5645339711366952,"ltc":"16.21533971136695313766823415","mid_cost_bps":2.3751083907580055,"side":"sell","target_ltc":"16.21533971136695313766823415","vwap":"61.66035151900000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.42248196470893,"ltc":"162.0878421649651596175660347","mid_cost_bps":3.2333796122131626,"side":"buy","target_ltc":null,"vwap":"61.69494186875832468066189212"},{"budget_eur":10000,"eur":"9995.859018086589914058699530","filled_fraction":1.0,"full":true,"impact_bps":4.140981913410086,"ltc":"162.1533971136695313766823415","mid_cost_bps":4.951347460072963,"side":"sell","target_ltc":"162.1533971136695313766823415","vwap":"61.64446256454000000000000000"}],"spread_bps":1.6214025131738954},"raw_file":"1791009001-kraken.json","request_at":1791009001.5994687,"response_at":1791009001.7837882,"sequence":null,"sha256":"db0c31e455c5d5e309c0b4bb3d4798903d7e3fff5ac63bc930719ac721372416","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 06:30:01 GMT"},"metrics":{"ask":"61.668","ask_levels":647,"bid":"61.64","bid_levels":240,"depth_1pct_eur":{"buy":"69836.51130975611","sell":"79207.39230764261"},"mid":"61.654","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.12181484530750018,"ltc":"1.621566807199610831846927193","mid_cost_bps":2.3925791981124163,"side":"buy","target_ltc":null,"vwap":"61.66875120778804229214358410"},{"budget_eur":100,"eur":"99.99817053049967553536664506","filled_fraction":1.0,"full":true,"impact_bps":0.18294695003244646,"ltc":"1.622323166774821544451654770","mid_cost_bps":2.4536420994582673,"side":"sell","target_ltc":"1.622323166774821544451654770","vwap":"61.63887231500000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.9442548030391966,"ltc":"16.21271343830861015190571146","mid_cost_bps":4.215432983972186,"side":"buy","target_ltc":null,"vwap":"61.67998983051938211706895127"},{"budget_eur":1000,"eur":"999.9531137782290071382219340","filled_fraction":1.0,"full":true,"impact_bps":0.46886221770992864,"ltc":"16.22323166774821544451654770","mid_cost_bps":2.7394924433068413,"side":"sell","target_ltc":"16.22323166774821544451654770","vwap":"61.63710993329003600000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.5278241924553715,"ltc":"162.0366776668382793401007010","mid_cost_bps":9.800270254976772,"side":"buy","target_ltc":null,"vwap":"61.71442258623003378507025782"},{"budget_eur":10000,"eur":"9990.564806220458981181051268","filled_fraction":1.0,"full":true,"impact_bps":9.435193779541018,"ltc":"162.2323166774821544451654770","mid_cost_bps":11.703787987331047,"side":"sell","target_ltc":"162.2323166774821544451654770","vwap":"61.58184146554290916000000000"}],"spread_bps":4.541473383722062},"raw_file":"1791009001-coinbase.json","request_at":1791009001.6010873,"response_at":1791009001.7055895,"sequence":10018134145,"sha256":"01f8a44fa7f4fd33d885323a75906bf705bd777efebd4a7178ae540b720a9483","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791009001.703,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 06:30:01 GMT"},"metrics":{"ask":"61.69","ask_levels":100,"bid":"61.66","bid_levels":100,"depth_1pct_eur":{"buy":"77855.27007351","sell":"76342.61973323"},"mid":"61.675","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.621008267142162425028367645","mid_cost_bps":2.432103769760843,"side":"buy","target_ltc":null,"vwap":"61.68999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.621796951021732079143691210","mid_cost_bps":2.432103769760843,"side":"sell","target_ltc":"1.621796951021732079143691210","vwap":"61.65999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8820549577842196,"ltc":"16.20541218256925319941681516","mid_cost_bps":5.3148596732178115,"side":"buy","target_ltc":null,"vwap":"61.70777939703457085133282304"},{"budget_eur":1000,"eur":"999.8197476697956535841712618","filled_fraction":1.0,"full":true,"impact_bps":1.8025233020434641,"ltc":"16.21796951021732079143691210","mid_cost_bps":4.234188679432509,"side":"sell","target_ltc":"16.21796951021732079143691210","vwap":"61.64888564131960000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.135661008411649,"ltc":"161.9690541823481781376518219","mid_cost_bps":10.569743455353297,"side":"buy","target_ltc":null,"vwap":"61.74018889276089145726914332"},{"budget_eur":10000,"eur":"9987.955299915695750891988324","filled_fraction":1.0,"full":true,"impact_bps":12.04470008430425,"ltc":"162.1796951021732079143691210","mid_cost_bps":14.473874458017026,"side":"sell","target_ltc":"162.1796951021732079143691210","vwap":"61.58573237928018000000000000"}],"spread_bps":4.864207539521686},"raw_file":"1791009001-okx.json","request_at":1791009001.6014147,"response_at":1791009001.8296294,"sequence":null,"sha256":"914f5f5c3d07b66b209c3b9aa58df64b079c69d2716be897ac6fb642e427e5a9","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791009901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 06:45:01 GMT"},"metrics":{"ask":"61.70000","ask_levels":100,"bid":"61.67000","bid_levels":100,"depth_1pct_eur":{"buy":"286599.82440000","sell":"358759.75075000"},"mid":"61.68500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.620745542949756888168557536","mid_cost_bps":2.431709491772716,"side":"buy","target_ltc":null,"vwap":"61.70000000000000000000000000"},{"budget_eur":100,"eur":"99.98948466028863304686233177","filled_fraction":1.0,"full":true,"impact_bps":1.0515339711366953,"ltc":"1.621533971136695313766823415","mid_cost_bps":3.482987760395558,"side":"sell","target_ltc":"1.621533971136695313766823415","vwap":"61.66351519000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.20745542949756888168557536","mid_cost_bps":2.431709491772716,"side":"buy","target_ltc":null,"vwap":"61.70000000000000000000000000"},{"budget_eur":1000,"eur":"999.8435466028863304686233177","filled_fraction":1.0,"full":true,"impact_bps":1.5645339711366952,"ltc":"16.21533971136695313766823415","mid_cost_bps":3.99586301369863,"side":"sell","target_ltc":"16.21533971136695313766823415","vwap":"61.66035151900000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8398588342666933,"ltc":"162.0609434634699497813056861","mid_cost_bps":3.271772555309313,"side":"buy","target_ltc":null,"vwap":"61.70518192900742549743522954"},{"budget_eur":10000,"eur":"9996.294398086589914058699530","filled_fraction":1.0,"full":true,"impact_bps":3.705601913410086,"ltc":"162.1533971136695313766823415","mid_cost_bps":6.1364103104482455,"side":"sell","target_ltc":"162.1533971136695313766823415","vwap":"61.64714755300000000000000000"}],"spread_bps":4.863418983545432},"raw_file":"1791009901-kraken.json","request_at":1791009901.2505271,"response_at":1791009901.4430604,"sequence":null,"sha256":"4c2203e2b92e351f0a5f8aee243026ebce6a7834c12491a405b672f34f75ec07","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 06:45:01 GMT"},"metrics":{"ask":"61.705","ask_levels":642,"bid":"61.653","bid_levels":249,"depth_1pct_eur":{"buy":"62190.07876332321","sell":"80658.45698392414"},"mid":"61.679","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.620614212786646138886638036","mid_cost_bps":4.215373141587898,"side":"buy","target_ltc":null,"vwap":"61.70499999999999999999999999"},{"budget_eur":100,"eur":"99.99634311347379689552819814","filled_fraction":1.0,"full":true,"impact_bps":0.3656886526203105,"ltc":"1.621981087700517411966976465","mid_cost_bps":4.580907642795765,"side":"sell","target_ltc":"1.621981087700517411966976465","vwap":"61.65074541975000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1222404603679617,"ltc":"16.20594402566062197157534802","mid_cost_bps":4.337665130871206,"side":"buy","target_ltc":null,"vwap":"61.70575428476070050765570303"},{"budget_eur":1000,"eur":"999.8945743862619275623246233","filled_fraction":1.0,"full":true,"impact_bps":1.0542561373807244,"ltc":"16.21981087700517411966976465","mid_cost_bps":5.269184870668036,"side":"sell","target_ltc":"16.21981087700517411966976465","vwap":"61.64650019463620662000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.6035298826644215,"ltc":"161.9868501481390497137497170","mid_cost_bps":8.820843583874709,"side":"buy","target_ltc":null,"vwap":"61.73340608114098081138535102"},{"budget_eur":10000,"eur":"9993.793967767676326375034467","filled_fraction":1.0,"full":true,"impact_bps":6.206032232323674,"ltc":"162.1981087700517411966976465","mid_cost_bps":10.418789299752776,"side":"sell","target_ltc":"162.1981087700517411966976465","vwap":"61.61473794947805485500000000"}],"spread_bps":8.430746283175797},"raw_file":"1791009901-coinbase.json","request_at":1791009901.251655,"response_at":1791009901.362056,"sequence":10018151666,"sha256":"781a2264c5e674ca35f0ff4d339d9f2f2b815ab1e349d7c6badc750fc2b658b0","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791009901.353,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 06:45:01 GMT"},"metrics":{"ask":"61.71","ask_levels":100,"bid":"61.66","bid_levels":100,"depth_1pct_eur":{"buy":"78692.81023640","sell":"76627.65860313"},"mid":"61.685","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.620482903905363798411926754","mid_cost_bps":4.052849152954527,"side":"buy","target_ltc":null,"vwap":"61.71000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.621796951021732079143691210","mid_cost_bps":4.052849152954527,"side":"sell","target_ltc":"1.621796951021732079143691210","vwap":"61.65999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8810242842748113,"ltc":"16.20016173311740890688259109","mid_cost_bps":6.935041072912355,"side":"buy","target_ltc":null,"vwap":"61.72777880085825986159004060"},{"budget_eur":1000,"eur":"999.9919327297956535841712618","filled_fraction":1.0,"full":true,"impact_bps":0.08067270204346416,"ltc":"16.21796951021732079143691210","mid_cost_bps":4.133489159568777,"side":"sell","target_ltc":"16.21796951021732079143691210","vwap":"61.65950257211920000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.80708090270187,"ltc":"161.8895240245954692556634304","mid_cost_bps":13.863904717609344,"side":"buy","target_ltc":null,"vwap":"61.77051949625057324168554908"},{"budget_eur":10000,"eur":"9991.576422381826143366850471","filled_fraction":1.0,"full":true,"impact_bps":8.423577618173857,"ltc":"162.1796951021732079143691210","mid_cost_bps":12.473012822186917,"side":"sell","target_ltc":"162.1796951021732079143691210","vwap":"61.60806022040634000000000000"}],"spread_bps":8.105698305909055},"raw_file":"1791009901-okx.json","request_at":1791009901.2519388,"response_at":1791009901.479308,"sequence":null,"sha256":"ba9b34e8f7eabb152a2e81ffbb1363196f67bd713eec68de48691aae307fbdc4","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791010801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 07:00:01 GMT"},"metrics":{"ask":"61.79000","ask_levels":100,"bid":"61.78000","bid_levels":100,"depth_1pct_eur":{"buy":"264424.87033000","sell":"730797.96382000"},"mid":"61.78500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.048325097387235,"ltc":"1.618215210355987055016181230","mid_cost_bps":1.8576678444210932,"side":"buy","target_ltc":null,"vwap":"61.79647760077675572492367934"},{"budget_eur":100,"eur":"99.98951353188734218193590161","filled_fraction":1.0,"full":true,"impact_bps":1.0486468112657819,"ltc":"1.618646811265781806409841373","mid_cost_bps":1.8578198591891235,"side":"sell","target_ltc":"1.618646811265781806409841373","vwap":"61.77352146000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5613759520748591,"ltc":"16.18132200647249190938511327","mid_cost_bps":2.370760218154982,"side":"buy","target_ltc":null,"vwap":"61.79964774200787055513783571"},{"budget_eur":1000,"eur":"999.8372306377468436387180320","filled_fraction":1.0,"full":true,"impact_bps":1.6276936225315637,"ltc":"16.18646811265781806409841373","mid_cost_bps":2.436819810633649,"side":"sell","target_ltc":"16.18646811265781806409841373","vwap":"61.76994410880000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.973636431689593,"ltc":"161.7742020054989487303897784","mid_cost_bps":4.783215911857246,"side":"buy","target_ltc":null,"vwap":"61.81455309951140999424512810"},{"budget_eur":10000,"eur":"9994.550755943671090967950796","filled_fraction":1.0,"full":true,"impact_bps":5.449244056328909,"ltc":"161.8646811265781806409841373","mid_cost_bps":6.258060982439103,"side":"sell","target_ltc":"161.8646811265781806409841373","vwap":"61.74633457022000000000000000"}],"spread_bps":1.6185158209921502},"raw_file":"1791010801-kraken.json","request_at":1791010801.5223653,"response_at":1791010801.7058334,"sequence":null,"sha256":"9bffaeda0c3476db486ee19ead108c19e8c54b0ee61a1874b14cced7c5e8e0b5","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 07:00:01 GMT"},"metrics":{"ask":"61.797","ask_levels":647,"bid":"61.76","bid_levels":250,"depth_1pct_eur":{"buy":"67028.88244625762","sell":"62864.80619361374"},"mid":"61.7785","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.618201530818648154441154101","mid_cost_bps":2.994569308092621,"side":"buy","target_ltc":null,"vwap":"61.79700000000000000000000000"},{"budget_eur":100,"eur":"99.99635997409326424870466318","filled_fraction":1.0,"full":true,"impact_bps":0.36400259067357515,"ltc":"1.619170984455958549222797927","mid_cost_bps":3.3584628956675866,"side":"sell","target_ltc":"1.619170984455958549222797927","vwap":"61.75775192000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8544721883225534,"ltc":"16.17901495485965735363111320","mid_cost_bps":4.849596830964961,"side":"buy","target_ltc":null,"vwap":"61.80846008178217688382518787"},{"budget_eur":1000,"eur":"999.8723619899152849740932640","filled_fraction":1.0,"full":true,"impact_bps":1.2763801008471503,"ltc":"16.19170984455958549222797927","mid_cost_bps":4.270567188072226,"side":"sell","target_ltc":"16.19170984455958549222797927","vwap":"61.75211707649716800000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.6626897533944085,"ltc":"161.7285712095628644815275512","mid_cost_bps":8.658954793180706,"side":"buy","target_ltc":null,"vwap":"61.83199372386905142828577826"},{"budget_eur":10000,"eur":"9995.144740209939378238341966","filled_fraction":1.0,"full":true,"impact_bps":4.855259790060622,"ltc":"161.9170984455958549222797927","mid_cost_bps":7.848375156958229,"side":"sell","target_ltc":"161.9170984455958549222797927","vwap":"61.73001391553658560000000000"}],"spread_bps":5.989138616185242},"raw_file":"1791010801-coinbase.json","request_at":1791010801.5233521,"response_at":1791010801.639023,"sequence":10018169268,"sha256":"a200ec205bd6f1d16272366213aecc77703fae653212c5a7cc51342e0f994818","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791010801.603,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 07:00:01 GMT"},"metrics":{"ask":"61.8","ask_levels":100,"bid":"61.78","bid_levels":100,"depth_1pct_eur":{"buy":"77615.05261689","sell":"70851.76561366"},"mid":"61.79","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.618122977346278317152103560","mid_cost_bps":1.6183848519177861,"side":"buy","target_ltc":null,"vwap":"61.80000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.618646811265781806409841373","mid_cost_bps":1.6183848519177861,"side":"sell","target_ltc":"1.618646811265781806409841373","vwap":"61.77999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8733183493027767,"ltc":"16.17658172655239327296248383","mid_cost_bps":4.492168214709688,"side":"buy","target_ltc":null,"vwap":"61.81775710739869116056071474"},{"budget_eur":1000,"eur":"999.7583397666202654580770478","filled_fraction":1.0,"full":true,"impact_bps":2.4166023337973455,"ltc":"16.18646811265781806409841373","mid_cost_bps":4.034596086454119,"side":"sell","target_ltc":"16.18646811265781806409841373","vwap":"61.76507023078180000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.771560715489024,"ltc":"161.6381881788368336025848142","mid_cost_bps":12.391688820476155,"side":"buy","target_ltc":null,"vwap":"61.86656824522172216609063505"},{"budget_eur":10000,"eur":"9989.415300494810618323081906","filled_fraction":1.0,"full":true,"impact_bps":10.584699505189382,"ltc":"161.8646811265781806409841373","mid_cost_bps":12.201371345373039,"side":"sell","target_ltc":"161.8646811265781806409841373","vwap":"61.71460772645694000000000000"}],"spread_bps":3.2367697038355723},"raw_file":"1791010801-okx.json","request_at":1791010801.5235748,"response_at":1791010801.7311294,"sequence":null,"sha256":"185f12e0c511232b371461d74e3f0b5b84588042f3486ecda04ef3ef9580eda9","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791011701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 07:15:01 GMT"},"metrics":{"ask":"61.65000","ask_levels":100,"bid":"61.63000","bid_levels":100,"depth_1pct_eur":{"buy":"263647.26434000","sell":"701639.95439000"},"mid":"61.64000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.622060016220600162206001622","mid_cost_bps":1.6223231667748215,"side":"buy","target_ltc":null,"vwap":"61.65000000000000000000000000"},{"budget_eur":100,"eur":"99.98947413597274054843420412","filled_fraction":1.0,"full":true,"impact_bps":1.052586402725945,"ltc":"1.622586402725945156579587863","mid_cost_bps":2.6747388059701493,"side":"sell","target_ltc":"1.622586402725945156579587863","vwap":"61.62351291000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.22060016220600162206001622","mid_cost_bps":1.6223231667748215,"side":"buy","target_ltc":null,"vwap":"61.65000000000000000000000000"},{"budget_eur":1000,"eur":"999.7595727194548109686840824","filled_fraction":1.0,"full":true,"impact_bps":2.4042728054518903,"ltc":"16.22586402725945156579587863","mid_cost_bps":4.0262059214795585,"side":"sell","target_ltc":"16.22586402725945156579587863","vwap":"61.61518246670000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.201678493718862,"ltc":"162.1378764991896272285251216","mid_cost_bps":5.824683308529654,"side":"buy","target_ltc":null,"vwap":"61.67590334791377678323834233"},{"budget_eur":10000,"eur":"9996.838917194548109686840824","filled_fraction":1.0,"full":true,"impact_bps":3.1610828054518905,"ltc":"162.2586402725945156579587863","mid_cost_bps":4.782893142439974,"side":"sell","target_ltc":"162.2586402725945156579587863","vwap":"61.61051824667000000000000000"}],"spread_bps":3.244646333549643},"raw_file":"1791011701-kraken.json","request_at":1791011701.311844,"response_at":1791011701.5048366,"sequence":null,"sha256":"ffbd96c1550443681791bfc97237cf028ee92f7f678ce581d517aceeda999569","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 07:15:01 GMT"},"metrics":{"ask":"61.677","ask_levels":653,"bid":"61.638","bid_levels":241,"depth_1pct_eur":{"buy":"60722.21112692496","sell":"88545.24853212117"},"mid":"61.6575","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.621349935956677529711237576","mid_cost_bps":3.162632283177229,"side":"buy","target_ltc":null,"vwap":"61.67700000000000000000000000"},{"budget_eur":100,"eur":"99.99573086935007625166293522","filled_fraction":1.0,"full":true,"impact_bps":0.42691306499237486,"ltc":"1.622375807131964048152113956","mid_cost_bps":3.589410331265458,"side":"sell","target_ltc":"1.622375807131964048152113956","vwap":"61.63536859325000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.5922981094061295,"ltc":"16.20929742645943405400149104","mid_cost_bps":5.755750241152201,"side":"buy","target_ltc":null,"vwap":"61.69298851704938418483583241"},{"budget_eur":1000,"eur":"999.7384824920870089879619717","filled_fraction":1.0,"full":true,"impact_bps":2.61517507912991,"ltc":"16.22375807131964048152113956","mid_cost_bps":5.776980278593998,"side":"sell","target_ltc":"16.22375807131964048152113956","vwap":"61.62188058384725906000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.885760928768114,"ltc":"161.9101690057926651790045600","mid_cost_bps":17.052784767524322,"side":"buy","target_ltc":null,"vwap":"61.76264320768036309892053450"},{"budget_eur":10000,"eur":"9995.979542046076893474804506","filled_fraction":1.0,"full":true,"impact_bps":4.020457953923106,"ltc":"162.2375807131964048152113956","mid_cost_bps":7.181818714088513,"side":"sell","target_ltc":"162.2375807131964048152113956","vwap":"61.61321870126360875600000000"}],"spread_bps":6.325264566354458},"raw_file":"1791011701-coinbase.json","request_at":1791011701.3128767,"response_at":1791011701.443963,"sequence":10018188125,"sha256":"d4ac33ec1bc6adeda2b10b922ac84b49c1305310e6a19423a8dc304faf8dc152","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791011701.406,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 07:15:01 GMT"},"metrics":{"ask":"61.66","ask_levels":100,"bid":"61.63","bid_levels":100,"depth_1pct_eur":{"buy":"72384.81955505","sell":"79047.56475325"},"mid":"61.645","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.621796951021732079143691210","mid_cost_bps":2.4332873712385434,"side":"buy","target_ltc":null,"vwap":"61.65999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.622586402725945156579587863","mid_cost_bps":2.4332873712385434,"side":"sell","target_ltc":"1.622586402725945156579587863","vwap":"61.63000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.856748527548557,"ltc":"16.21495880012968066137137299","mid_cost_bps":4.290487699061465,"side":"buy","target_ltc":null,"vwap":"61.67144871142086440228095021"},{"budget_eur":1000,"eur":"999.7295189791822164530261236","filled_fraction":1.0,"full":true,"impact_bps":2.7048102081778356,"ltc":"16.22586402725945156579587863","mid_cost_bps":5.137439421364263,"side":"sell","target_ltc":"16.22586402725945156579587863","vwap":"61.61333025468700000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.006173143102625,"ltc":"161.9690353703883495145631068","mid_cost_bps":15.442625290026893,"side":"buy","target_ltc":null,"vwap":"61.74019606360037078258527977"},{"budget_eur":10000,"eur":"9990.303634105466493590783709","filled_fraction":1.0,"full":true,"impact_bps":9.696365894533507,"ltc":"162.2586402725945156579587863","mid_cost_bps":12.127293861304242,"side":"sell","target_ltc":"162.2586402725945156579587863","vwap":"61.57024129699199000000000000"}],"spread_bps":4.866574742477087},"raw_file":"1791011701-okx.json","request_at":1791011701.3131108,"response_at":1791011701.6186237,"sequence":null,"sha256":"8a282f8f70d96fdab1ac8a8592f5987f33bd03b3c06013281ea749348ffde6fa","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791012601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 07:30:01 GMT"},"metrics":{"ask":"61.56000","ask_levels":100,"bid":"61.54000","bid_levels":100,"depth_1pct_eur":{"buy":"239355.89659000","sell":"750645.05453000"},"mid":"61.55000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.624431448992852501624431449","mid_cost_bps":1.6246953696181965,"side":"buy","target_ltc":null,"vwap":"61.56000000000000000000000000"},{"budget_eur":100,"eur":"99.98945040623984400389990249","filled_fraction":1.0,"full":true,"impact_bps":1.0549593760155995,"ltc":"1.624959376015599610009749756","mid_cost_bps":2.6794833468724613,"side":"sell","target_ltc":"1.624959376015599610009749756","vwap":"61.53350778000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1237128834004406,"ltc":"16.24411352931622543446483677","mid_cost_bps":1.7484283525935194,"side":"buy","target_ltc":null,"vwap":"61.56076157651021311231823441"},{"budget_eur":1000,"eur":"999.8351281247968800779980499","filled_fraction":1.0,"full":true,"impact_bps":1.6487187520311992,"ltc":"16.24959376015599610009749756","mid_cost_bps":3.273146255077173,"side":"sell","target_ltc":"16.24959376015599610009749756","vwap":"61.52985378480000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.332419194741825,"ltc":"162.4052651835011367327054238","mid_cost_bps":3.957493511426592,"side":"buy","target_ltc":null,"vwap":"61.57435837256283067576499440"},{"budget_eur":10000,"eur":"9995.712262495937601559960999","filled_fraction":1.0,"full":true,"impact_bps":4.287737504062399,"ltc":"162.4959376015599610009749756","mid_cost_bps":5.911736246953696,"side":"sell","target_ltc":"162.4959376015599610009749756","vwap":"61.51361326340000000000000000"}],"spread_bps":3.249390739236393},"raw_file":"1791012601-kraken.json","request_at":1791012601.474207,"response_at":1791012601.6663833,"sequence":null,"sha256":"29619690e9fa8335463c4e53d4123ed91b4cc2e0de53ddf2af4022434520f745","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 07:30:01 GMT"},"metrics":{"ask":"61.564","ask_levels":647,"bid":"61.523","bid_levels":255,"depth_1pct_eur":{"buy":"64322.12999383361","sell":"101050.66050109213"},"mid":"61.5435","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.367073243150196,"ltc":"1.624266282280331330193275946","mid_cost_bps":3.698172790648869,"side":"buy","target_ltc":null,"vwap":"61.56625984971412986661060341"},{"budget_eur":100,"eur":"99.99632254969686133641077321","filled_fraction":1.0,"full":true,"impact_bps":0.36774503031386635,"ltc":"1.625408383856443931537798872","mid_cost_bps":3.6985998115154324,"side":"sell","target_ltc":"1.625408383856443931537798872","vwap":"61.52073752225000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6690588178231842,"ltc":"16.24054840444321743508128035","mid_cost_bps":5.000592053758179,"side":"buy","target_ltc":null,"vwap":"61.57427539370604665161362566"},{"budget_eur":1000,"eur":"999.8701898269129200461615981","filled_fraction":1.0,"full":true,"impact_bps":1.2981017308707996,"ltc":"16.25408383856443931537798872","mid_cost_bps":4.628646612369531,"side":"sell","target_ltc":"16.25408383856443931537798872","vwap":"61.51501368872116358000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.177331539865996,"ltc":"162.2998724883313883756361632","mid_cost_bps":11.511032666655458,"side":"buy","target_ltc":null,"vwap":"61.61434292389203101850413509"},{"budget_eur":10000,"eur":"9992.468668718320715829852251","filled_fraction":1.0,"full":true,"impact_bps":7.531331281679284,"ltc":"162.5408383856443931537798872","mid_cost_bps":10.859799888578884,"side":"sell","target_ltc":"162.5408383856443931537798872","vwap":"61.47666499055572454000000000"}],"spread_bps":6.661954552471016},"raw_file":"1791012601-coinbase.json","request_at":1791012601.4752343,"response_at":1791012601.591176,"sequence":10018210249,"sha256":"d126b974cdba4fce7200489487760c51cb0fd9d391fc70aff821d6148dd2e93a","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791012601.606,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 07:30:01 GMT"},"metrics":{"ask":"61.56","ask_levels":100,"bid":"61.53","bid_levels":100,"depth_1pct_eur":{"buy":"71407.92183927","sell":"80206.85335699"},"mid":"61.545","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.624431448992852501624431449","mid_cost_bps":2.4372410431391667,"side":"buy","target_ltc":null,"vwap":"61.56000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625223468226881196164472615","mid_cost_bps":2.4372410431391667,"side":"sell","target_ltc":"1.625223468226881196164472615","vwap":"61.53000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7070635932403726,"ltc":"16.23991824078584185744439032","mid_cost_bps":5.144964413029122,"side":"buy","target_ltc":null,"vwap":"61.57666468347998773237073240"},{"budget_eur":1000,"eur":"999.7290693195319356411506582","filled_fraction":1.0,"full":true,"impact_bps":2.7093068046806437,"ltc":"16.25223468226881196164472615","mid_cost_bps":5.145887524445528,"side":"sell","target_ltc":"16.25223468226881196164472615","vwap":"61.51332963523080000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.844069895128268,"ltc":"162.2996059933495539334955393","mid_cost_bps":11.283466451281114,"side":"buy","target_ltc":null,"vwap":"61.61444409427440962097361004"},{"budget_eur":10000,"eur":"9989.125460357731188038355274","filled_fraction":1.0,"full":true,"impact_bps":10.874539642268813,"ltc":"162.5223468226881196164472615","mid_cost_bps":13.30913029797384,"side":"sell","target_ltc":"162.5223468226881196164472615","vwap":"61.46308895758112000000000000"}],"spread_bps":4.874482086278333},"raw_file":"1791012601-okx.json","request_at":1791012601.475466,"response_at":1791012601.734546,"sequence":null,"sha256":"34a061731dd24c8e053521a5a3d09f877ef9c01caa7fdb9700d5cd05fb11cded","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791013501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 07:45:01 GMT"},"metrics":{"ask":"61.47000","ask_levels":100,"bid":"61.46000","bid_levels":100,"depth_1pct_eur":{"buy":"247300.45608000","sell":"733002.61916000"},"mid":"61.46500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.626809825931348625345697088","mid_cost_bps":0.8134710811030668,"side":"buy","target_ltc":null,"vwap":"61.47000000000000000000000000"},{"budget_eur":100,"eur":"99.98942925479986983403839897","filled_fraction":1.0,"full":true,"impact_bps":1.0570745200130165,"ltc":"1.627074520013016596160104133","mid_cost_bps":1.8704596111608232,"side":"sell","target_ltc":"1.627074520013016596160104133","vwap":"61.45350322000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.26809825931348625345697088","mid_cost_bps":0.8134710811030668,"side":"buy","target_ltc":null,"vwap":"61.47000000000000000000000000"},{"budget_eur":1000,"eur":"999.8348950959973966807679793","filled_fraction":1.0,"full":true,"impact_bps":1.6510490400260331,"ltc":"16.27074520013016596160104133","mid_cost_bps":2.4643858130643457,"side":"sell","target_ltc":"16.27074520013016596160104133","vwap":"61.44985265260000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.304860937146401,"ltc":"162.6434955291822467891399772","mid_cost_bps":3.118519512021301,"side":"buy","target_ltc":null,"vwap":"61.48416798018063892618091544"},{"budget_eur":10000,"eur":"9995.616341919947933615359585","filled_fraction":1.0,"full":true,"impact_bps":4.383658080052067,"ltc":"162.7074520013016596160104133","mid_cost_bps":5.196772563247377,"side":"sell","target_ltc":"162.7074520013016596160104133","vwap":"61.43305803744000000000000000"}],"spread_bps":1.6269421622061335},"raw_file":"1791013501-kraken.json","request_at":1791013501.3173857,"response_at":1791013501.5094197,"sequence":null,"sha256":"4583aae17ee25362e35bebee837da29cc572ade6571e128f78dfd108f8fc2d56","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 07:45:01 GMT"},"metrics":{"ask":"61.483","ask_levels":643,"bid":"61.44","bid_levels":248,"depth_1pct_eur":{"buy":"63089.27732612685","sell":"82810.98650883926"},"mid":"61.4615","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.626465852349429923718751525","mid_cost_bps":3.498124842381003,"side":"buy","target_ltc":null,"vwap":"61.48299999999999999999999999"},{"budget_eur":100,"eur":"99.99630937500000000000000002","filled_fraction":1.0,"full":true,"impact_bps":0.3690625,"ltc":"1.627604166666666666666666667","mid_cost_bps":3.8670582397110387,"side":"sell","target_ltc":"1.627604166666666666666666667","vwap":"61.43773248000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1576099470571429,"ltc":"16.26440218033764332764088802","mid_cost_bps":3.6557899233652664,"side":"buy","target_ltc":null,"vwap":"61.48396903323749143167390494"},{"budget_eur":1000,"eur":"999.7961766193800000000000002","filled_fraction":1.0,"full":true,"impact_bps":2.0382338062,"ltc":"16.27604166666666666666666667","mid_cost_bps":5.535645648949798,"side":"sell","target_ltc":"16.27604166666666666666666667","vwap":"61.42747709149470720000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.167551208720049,"ltc":"162.5138512147507136369534190","mid_cost_bps":11.668533162479516,"side":"buy","target_ltc":null,"vwap":"61.53321655509657347554833585"},{"budget_eur":10000,"eur":"9995.069649693880000000000002","filled_fraction":1.0,"full":true,"impact_bps":4.93035030612,"ltc":"162.7604166666666666666666667","mid_cost_bps":8.426750450412255,"side":"sell","target_ltc":"162.7604166666666666666666667","vwap":"61.40970792771919872000000000"}],"spread_bps":6.996249684762006},"raw_file":"1791013501-coinbase.json","request_at":1791013501.318448,"response_at":1791013501.4230237,"sequence":10018227036,"sha256":"f2afd7cf04b766b710bbf1b320040cad6883674612ca2a18026a8a4f8a466356","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791013501.456,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 07:45:01 GMT"},"metrics":{"ask":"61.47","ask_levels":100,"bid":"61.44","bid_levels":100,"depth_1pct_eur":{"buy":"69593.05036122","sell":"80077.80951331"},"mid":"61.455","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.626809825931348625345697088","mid_cost_bps":2.44081034903588,"side":"buy","target_ltc":null,"vwap":"61.47000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.627604166666666666666666667","mid_cost_bps":2.44081034903588,"side":"sell","target_ltc":"1.627604166666666666666666667","vwap":"61.43999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.795381564512144,"ltc":"16.26192623780884265279583875","mid_cost_bps":6.237118294208144,"side":"buy","target_ltc":null,"vwap":"61.49333021047705614822284504"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.27604166666666666666666667","mid_cost_bps":2.44081034903588,"side":"sell","target_ltc":"16.27604166666666666666666667","vwap":"61.43999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.244721641639387,"ltc":"162.4820278728276758161442261","mid_cost_bps":14.688520695005664,"side":"buy","target_ltc":null,"vwap":"61.54526830393115731377944486"},{"budget_eur":10000,"eur":"9994.781550876666666666666669","filled_fraction":1.0,"full":true,"impact_bps":5.218449123333333,"ltc":"162.7604166666666666666666667","mid_cost_bps":7.657985747906598,"side":"sell","target_ltc":"162.7604166666666666666666667","vwap":"61.40793784858624000000000000"}],"spread_bps":4.88162069807176},"raw_file":"1791013501-okx.json","request_at":1791013501.318697,"response_at":1791013501.578574,"sequence":null,"sha256":"a56ff4df00fa066a63e5d1c53635e99838486334d72f0eb13478e3ae014ebe29","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791014401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 08:00:01 GMT"},"metrics":{"ask":"61.49000","ask_levels":100,"bid":"61.48000","bid_levels":100,"depth_1pct_eur":{"buy":"244496.00579000","sell":"395063.76771000"},"mid":"61.48500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":1.0562204914801236,"ltc":"1.626108943089430894308943089","mid_cost_bps":1.8695128571377213,"side":"buy","target_ltc":null,"vwap":"61.49649469980211127965705955"},{"budget_eur":100,"eur":"99.98943454782042940793754067","filled_fraction":1.0,"full":true,"impact_bps":1.0565452179570591,"ltc":"1.626545217957059206245933637","mid_cost_bps":1.8696657721395462,"side":"sell","target_ltc":"1.626545217957059206245933637","vwap":"61.47350436000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.569271751199156,"ltc":"16.26025528455284552845528455","mid_cost_bps":2.3826058385172986,"side":"buy","target_ltc":null,"vwap":"61.49964945199812361069541903"},{"budget_eur":1000,"eur":"999.8430454782042940793754067","filled_fraction":1.0,"full":true,"impact_bps":1.5695452179570593,"ltc":"16.26545217957059206245933637","mid_cost_bps":2.382624054647475,"side":"sell","target_ltc":"16.26545217957059206245933637","vwap":"61.47035043600000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.307226508064862,"ltc":"162.5580521696733300828863969","mid_cost_bps":5.120783247636145,"side":"buy","target_ltc":null,"vwap":"61.51648513579809083843325040"},{"budget_eur":10000,"eur":"9997.317229564085881587508133","filled_fraction":1.0,"full":true,"impact_bps":2.6827704359141182,"ltc":"162.6545217957059206245933637","mid_cost_bps":3.4957587444092053,"side":"sell","target_ltc":"162.6545217957059206245933637","vwap":"61.46350632736000000000000000"}],"spread_bps":1.626412946247052},"raw_file":"1791014401-kraken.json","request_at":1791014401.411263,"response_at":1791014401.6078558,"sequence":null,"sha256":"ef6fb32c14e920caca4b9297c600f840f30b45df8561cf4f404fb26ef0ed5a3c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 08:00:01 GMT"},"metrics":{"ask":"61.497","ask_levels":653,"bid":"61.465","bid_levels":247,"depth_1pct_eur":{"buy":"63904.13511564759","sell":"90029.41221049218"},"mid":"61.481","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.42948646747543046,"ltc":"1.626025746292924037460978148","mid_cost_bps":3.0320282573532724,"side":"buy","target_ltc":null,"vwap":"61.49964121292903365473972031"},{"budget_eur":100,"eur":"99.99815667351338159928414548","filled_fraction":1.0,"full":true,"impact_bps":0.18433264866184007,"ltc":"1.626942162206133571951517124","mid_cost_bps":2.786714696410273,"side":"sell","target_ltc":"1.626942162206133571951517124","vwap":"61.46386699937500000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.263671929261165,"ltc":"16.25727570511704652599408265","mid_cost_bps":4.866691053069629,"side":"buy","target_ltc":null,"vwap":"61.51092090326337738624063159"},{"budget_eur":1000,"eur":"999.5475412199975465712193934","filled_fraction":1.0,"full":true,"impact_bps":4.524587800024534,"ltc":"16.26942162206133571951517124","mid_cost_bps":7.125840326743352,"side":"sell","target_ltc":"16.26942162206133571951517124","vwap":"61.43718962108714920000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.572357542530277,"ltc":"162.4540513634420536786421316","mid_cost_bps":12.177278700622704,"side":"buy","target_ltc":null,"vwap":"61.55586712717929844253830762"},{"budget_eur":10000,"eur":"9991.504520904681358496705445","filled_fraction":1.0,"full":true,"impact_bps":8.495479095318641,"ltc":"162.6942162206133571951517124","mid_cost_bps":11.09569822536654,"side":"sell","target_ltc":"162.6942162206133571951517124","vwap":"61.41278253774062397000000000"}],"spread_bps":5.204860038060539},"raw_file":"1791014401-coinbase.json","request_at":1791014401.412373,"response_at":1791014401.5426114,"sequence":10018249866,"sha256":"2652eec0b5330c2710480d214c56317c74cb6e103f8faf59a98ec70667aba435","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791014401.556,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 08:00:01 GMT"},"metrics":{"ask":"61.49","ask_levels":100,"bid":"61.46","bid_levels":100,"depth_1pct_eur":{"buy":"67608.97146704","sell":"78357.02426599"},"mid":"61.475","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.626280696048137908603024882","mid_cost_bps":2.4400162667751117,"side":"buy","target_ltc":null,"vwap":"61.49000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.627074520013016596160104133","mid_cost_bps":2.4400162667751117,"side":"sell","target_ltc":"1.627074520013016596160104133","vwap":"61.45999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.0717216640742464,"ltc":"16.25781301283717907052323692","mid_cost_bps":5.512487435932092,"side":"buy","target_ltc":null,"vwap":"61.50888801651239254032935297"},{"budget_eur":1000,"eur":"999.9095895079986983403839897","filled_fraction":1.0,"full":true,"impact_bps":0.9041049200130166,"ltc":"16.27074520013016596160104133","mid_cost_bps":3.343900583716958,"side":"sell","target_ltc":"16.27074520013016596160104133","vwap":"61.45444337116160000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.76837018262395,"ltc":"162.4206848618506493506493506","mid_cost_bps":15.211501952493643,"side":"buy","target_ltc":null,"vwap":"61.56851270825295467194611963"},{"budget_eur":10000,"eur":"9991.991975399908883826879272","filled_fraction":1.0,"full":true,"impact_bps":8.008024600091117,"ltc":"162.7074520013016596160104133","mid_cost_bps":10.446086895837333,"side":"sell","target_ltc":"162.7074520013016596160104133","vwap":"61.41078268080784000000000000"}],"spread_bps":4.8800325335502235},"raw_file":"1791014401-okx.json","request_at":1791014401.4127018,"response_at":1791014401.6822863,"sequence":null,"sha256":"e937d50da947376844f7e08521434208d8519565dd800b683fc43ff436051bfa","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791015301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 08:15:01 GMT"},"metrics":{"ask":"61.57000","ask_levels":100,"bid":"61.56000","bid_levels":100,"depth_1pct_eur":{"buy":"258238.60183000","sell":"733746.60417000"},"mid":"61.56500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.3641321466619616,"ltc":"1.623946086391685612211757064","mid_cost_bps":2.176392695037391,"side":"buy","target_ltc":null,"vwap":"61.57839896162699769805985044"},{"budget_eur":100,"eur":"99.98945568551007147498375569","filled_fraction":1.0,"full":true,"impact_bps":1.0544314489928526,"ltc":"1.624431448992852501624431449","mid_cost_bps":1.8664955737838058,"side":"sell","target_ltc":"1.624431448992852501624431449","vwap":"61.55350892000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.5981634588727818,"ltc":"16.23908087041247158168236440","mid_cost_bps":2.4104430140956254,"side":"buy","target_ltc":null,"vwap":"61.57983989241627971767273405"},{"budget_eur":1000,"eur":"999.7535037102014294996751137","filled_fraction":1.0,"full":true,"impact_bps":2.464962897985705,"ltc":"16.24431448992852501624431449","mid_cost_bps":3.2769124664988225,"side":"sell","target_ltc":"16.24431448992852501624431449","vwap":"61.54482568840000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5787700107041505,"ltc":"162.3586569805194805194805195","mid_cost_bps":4.391210420840649,"side":"buy","target_ltc":null,"vwap":"61.59203448695590545361540027"},{"budget_eur":10000,"eur":"9996.784885653021442495126706","filled_fraction":1.0,"full":true,"impact_bps":3.2151143469785577,"ltc":"162.4431448992852501624431449","mid_cost_bps":4.0270029919597174,"side":"sell","target_ltc":"162.4431448992852501624431449","vwap":"61.54020775608000000000000000"}],"spread_bps":1.6242995208316413},"raw_file":"1791015301-kraken.json","request_at":1791015301.32734,"response_at":1791015301.5081353,"sequence":null,"sha256":"a435e36b974c2a84541f4c4da37ee5f0a4f0840c0e072a1addfc84852437d24c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 08:15:01 GMT"},"metrics":{"ask":"61.583","ask_levels":653,"bid":"61.536","bid_levels":247,"depth_1pct_eur":{"buy":"67727.74427279206","sell":"79711.54838410838"},"mid":"61.5595","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.18339185652203094,"ltc":"1.623794977754684506218945864","mid_cost_bps":4.000906776374016,"side":"buy","target_ltc":null,"vwap":"61.58412938207001962315394671"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.625065002600104004160166407","mid_cost_bps":3.817444911021045,"side":"sell","target_ltc":"1.625065002600104004160166407","vwap":"61.53599999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7405633410964265,"ltc":"16.23542169034028183648288850","mid_cost_bps":5.5586727025843485,"side":"buy","target_ltc":null,"vwap":"61.59371891122347412296120389"},{"budget_eur":1000,"eur":"999.8932182552119864794591786","filled_fraction":1.0,"full":true,"impact_bps":1.0678174478801352,"ltc":"16.25065002600104004160166407","mid_cost_bps":4.884854725472949,"side":"sell","target_ltc":"16.25065002600104004160166407","vwap":"61.52942907855272480000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.551769862538683,"ltc":"162.2923746917509165828493560","mid_cost_bps":9.37133413112062,"side":"buy","target_ltc":null,"vwap":"61.61718946434447197611776246"},{"budget_eur":10000,"eur":"9994.184848314888783151326055","filled_fraction":1.0,"full":true,"impact_bps":5.815151685111217,"ltc":"162.5065002600104004160166407","mid_cost_bps":9.630376694011547,"side":"sell","target_ltc":"162.5065002600104004160166407","vwap":"61.50021588259049961600000000"}],"spread_bps":7.63488982204209},"raw_file":"1791015301-coinbase.json","request_at":1791015301.3285346,"response_at":1791015301.4268432,"sequence":10018267238,"sha256":"33e166a161cf1cf47eaf6c3157312cf39e5c87eeea2ecfc4fd7cbb72367f0691","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791015301.45,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 08:15:01 GMT"},"metrics":{"ask":"61.58","ask_levels":100,"bid":"61.55","bid_levels":100,"depth_1pct_eur":{"buy":"73100.18212059","sell":"78107.85015508"},"mid":"61.565","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.623903864891198441052289704","mid_cost_bps":2.436449281247462,"side":"buy","target_ltc":null,"vwap":"61.58000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.624695369618196588139723802","mid_cost_bps":2.436449281247462,"side":"sell","target_ltc":"1.624695369618196588139723802","vwap":"61.54999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.706240224651409,"ltc":"16.23464516393442622950819672","mid_cost_bps":5.143348867603894,"side":"buy","target_ltc":null,"vwap":"61.59666502730340337579310945"},{"budget_eur":1000,"eur":"999.7110752121527213647441106","filled_fraction":1.0,"full":true,"impact_bps":2.889247878472786,"ltc":"16.24695369618196588139723802","mid_cost_bps":5.324993209128563,"side":"sell","target_ltc":"16.24695369618196588139723802","vwap":"61.53221667930800000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.49338053712809,"ltc":"162.1715622289742343218279047","mid_cost_bps":15.93311741210668,"side":"buy","target_ltc":null,"vwap":"61.66309223734763477851360501"},{"budget_eur":10000,"eur":"9990.763650833054427294882211","filled_fraction":1.0,"full":true,"impact_bps":9.236349166945573,"ltc":"162.4695369618196588139723802","mid_cost_bps":11.670548058564119,"side":"sell","target_ltc":"162.4695369618196588139723802","vwap":"61.49315027087745000000000000"}],"spread_bps":4.872898562494924},"raw_file":"1791015301-okx.json","request_at":1791015301.3287945,"response_at":1791015301.5751607,"sequence":null,"sha256":"39debf256ae8e073327a2525812567323088b641a5d8e3ed8fd898599a7dd650","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791016201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 08:30:01 GMT"},"metrics":{"ask":"61.59000","ask_levels":100,"bid":"61.58000","bid_levels":100,"depth_1pct_eur":{"buy":"264480.35090000","sell":"398460.49177000"},"mid":"61.58500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.623640201331384965091735671","mid_cost_bps":0.8118860112040269,"side":"buy","target_ltc":null,"vwap":"61.59000000000000000000000000"},{"budget_eur":100,"eur":"99.98980192270217603117895418","filled_fraction":1.0,"full":true,"impact_bps":1.0198077297823969,"ltc":"1.623903864891198441052289704","mid_cost_bps":1.831610944223431,"side":"sell","target_ltc":"1.623903864891198441052289704","vwap":"61.57372002400000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.23640201331384965091735671","mid_cost_bps":0.8118860112040269,"side":"buy","target_ltc":null,"vwap":"61.59000000000000000000000000"},{"budget_eur":1000,"eur":"999.6974992270217603117895418","filled_fraction":1.0,"full":true,"impact_bps":3.0250077297823967,"ltc":"16.23903864891198441052289704","mid_cost_bps":3.8366481448404643,"side":"sell","target_ltc":"16.23903864891198441052289704","vwap":"61.56137200240000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7611711815963945,"ltc":"162.3516623924687550722285343","mid_cost_bps":1.5731189912238686,"side":"buy","target_ltc":null,"vwap":"61.59468805330745219384422789"},{"budget_eur":10000,"eur":"9996.088504540435206235790838","filled_fraction":1.0,"full":true,"impact_bps":3.9114954595647937,"ltc":"162.3903864891198441052289704","mid_cost_bps":4.72306390192417,"side":"sell","target_ltc":"162.3903864891198441052289704","vwap":"61.55591301096000000000000000"}],"spread_bps":1.6237720224080539},"raw_file":"1791016201-kraken.json","request_at":1791016201.5779529,"response_at":1791016201.7684984,"sequence":null,"sha256":"8791c6ca5bc432b5328f6a2cdcc49123cd3208e5eea87d074eeecf0d6e046d7a","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 08:30:01 GMT"},"metrics":{"ask":"61.604","ask_levels":647,"bid":"61.556","bid_levels":249,"depth_1pct_eur":{"buy":"66552.76290644152","sell":"79039.90444936240"},"mid":"61.580","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.623271216154795143172521265","mid_cost_bps":3.897369275738876,"side":"buy","target_ltc":null,"vwap":"61.60399999999999999999999999"},{"budget_eur":100,"eur":"99.99632777795828188966144648","filled_fraction":1.0,"full":true,"impact_bps":0.367222204171811,"ltc":"1.624537006953018389758918708","mid_cost_bps":4.264448359857097,"side":"sell","target_ltc":"1.624537006953018389758918708","vwap":"61.55373952700000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.23271216154795143172521265","mid_cost_bps":3.897369275738876,"side":"buy","target_ltc":null,"vwap":"61.60399999999999999999999999"},{"budget_eur":1000,"eur":"999.7150020442122152186626810","filled_fraction":1.0,"full":true,"impact_bps":2.8499795578778477,"ltc":"16.24537006953018389758918708","mid_cost_bps":6.746238091340189,"side":"sell","target_ltc":"16.24537006953018389758918708","vwap":"61.53845666583352712000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.448637858954984,"ltc":"162.2873833123985664709888756","mid_cost_bps":6.3469614592897505,"side":"buy","target_ltc":null,"vwap":"61.61908458866630628485790974"},{"budget_eur":10000,"eur":"9989.081292787523044382351029","filled_fraction":1.0,"full":true,"impact_bps":10.918707212476956,"ltc":"162.4537006953018389758918708","mid_cost_bps":14.811821064813762,"side":"sell","target_ltc":"162.4537006953018389758918708","vwap":"61.48878880588287685200000000"}],"spread_bps":7.794738551477752},"raw_file":"1791016201-coinbase.json","request_at":1791016201.578953,"response_at":1791016201.6803365,"sequence":10018282550,"sha256":"a3500c38a9ccf57ecd42bf5df58563b2b9e9cd72066f02629822c22d86fcafb7","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791016201.75,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 08:30:01 GMT"},"metrics":{"ask":"61.58","ask_levels":100,"bid":"61.56","bid_levels":100,"depth_1pct_eur":{"buy":"73675.56579281","sell":"80133.47692479"},"mid":"61.57","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.623903864891198441052289704","mid_cost_bps":1.624167614097775,"side":"buy","target_ltc":null,"vwap":"61.58000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.624431448992852501624431449","mid_cost_bps":1.624167614097775,"side":"sell","target_ltc":"1.624431448992852501624431449","vwap":"61.56000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.788536437199185,"ltc":"16.23288875985721239656011683","mid_cost_bps":5.413319373115573,"side":"buy","target_ltc":null,"vwap":"61.60332980738027258107771009"},{"budget_eur":1000,"eur":"999.8971848702014294996751137","filled_fraction":1.0,"full":true,"impact_bps":1.028151297985705,"ltc":"16.24431448992852501624431449","mid_cost_bps":2.6521519230794217,"side":"sell","target_ltc":"16.24431448992852501624431449","vwap":"61.55367070060960000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.458094552101434,"ltc":"162.1721336982171799027552674","mid_cost_bps":15.084447986331108,"side":"buy","target_ltc":null,"vwap":"61.66287494625184063116304976"},{"budget_eur":10000,"eur":"9991.826797948057179987004548","filled_fraction":1.0,"full":true,"impact_bps":8.17320205194282,"ltc":"162.4431448992852501624431449","mid_cost_bps":9.79604220103297,"side":"sell","target_ltc":"162.4431448992852501624431449","vwap":"61.50968576816824000000000000"}],"spread_bps":3.24833522819555},"raw_file":"1791016201-okx.json","request_at":1791016201.5791912,"response_at":1791016201.8796148,"sequence":null,"sha256":"bb15e5a871ec0303d7318d5c81cbe7f8852a16b428deab7619ce108ef35c7fe7","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791017101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 08:45:01 GMT"},"metrics":{"ask":"61.59000","ask_levels":100,"bid":"61.57000","bid_levels":100,"depth_1pct_eur":{"buy":"277604.80854000","sell":"408365.20316000"},"mid":"61.58000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0535801472629909,"ltc":"1.623469155844155844155844156","mid_cost_bps":2.677655103441501,"side":"buy","target_ltc":null,"vwap":"61.59648900012699276141259948"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.624167614097774890368686048","mid_cost_bps":1.6239038648911985,"side":"sell","target_ltc":"1.624167614097774890368686048","vwap":"61.57000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5666312715331372,"ltc":"16.23385876623376623376623377","mid_cost_bps":3.190789542282006,"side":"buy","target_ltc":null,"vwap":"61.59964888200137259217622458"},{"budget_eur":1000,"eur":"999.9406232385902225109631311","filled_fraction":1.0,"full":true,"impact_bps":0.5937676140977749,"ltc":"16.24167614097774890368686048","mid_cost_bps":2.2175750568366355,"side":"sell","target_ltc":"16.24167614097774890368686048","vwap":"61.56634417280000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.0679476309772524,"ltc":"162.3142229795520934761441091","mid_cost_bps":4.692349701069974,"side":"buy","target_ltc":null,"vwap":"61.60889548945918889687484947"},{"budget_eur":10000,"eur":"9996.726287157706675328893939","filled_fraction":1.0,"full":true,"impact_bps":3.2737128422933246,"ltc":"162.4167614097774890368686048","mid_cost_bps":4.897085087690809,"side":"sell","target_ltc":"162.4167614097774890368686048","vwap":"61.54984375003000000000000000"}],"spread_bps":3.247807729782397},"raw_file":"1791017101-kraken.json","request_at":1791017101.312081,"response_at":1791017101.5057,"sequence":null,"sha256":"cc985d8132236c646e8d85232138d088be4542d29d7c0d21beda21f3f0e3b801","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 08:45:01 GMT"},"metrics":{"ask":"61.594","ask_levels":652,"bid":"61.567","bid_levels":251,"depth_1pct_eur":{"buy":"66536.50996490968","sell":"71380.31445250350"},"mid":"61.5805","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.06110285732149052,"ltc":"1.623524839678545336472116243","mid_cost_bps":2.2533686701774083,"side":"buy","target_ltc":null,"vwap":"61.59437635693938598871686425"},{"budget_eur":100,"eur":"99.99265903893319473094352492","filled_fraction":1.0,"full":true,"impact_bps":0.7340961066805269,"ltc":"1.624246755567105754706254974","mid_cost_bps":2.9261875918513165,"side":"sell","target_ltc":"1.624246755567105754706254974","vwap":"61.56248039050000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7884672984948757,"ltc":"16.23082168724183261113004528","mid_cost_bps":4.981331018479769,"side":"buy","target_ltc":null,"vwap":"61.61117528547834933810778041"},{"budget_eur":1000,"eur":"999.7774042064565788490587488","filled_fraction":1.0,"full":true,"impact_bps":2.2259579354342116,"ltc":"16.24246755567105754706254974","mid_cost_bps":4.417722366834925,"side":"sell","target_ltc":"16.24246755567105754706254974","vwap":"61.55329544477891219000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.236826444784499,"ltc":"162.2522820555758165167355539","mid_cost_bps":8.4304461321369,"side":"buy","target_ltc":null,"vwap":"61.63241510880400564369152258"},{"budget_eur":10000,"eur":"9991.748886571064335764289309","filled_fraction":1.0,"full":true,"impact_bps":8.251113428935664,"ltc":"162.4246755567105754706254974","mid_cost_bps":10.441556994166692,"side":"sell","target_ltc":"162.4246755567105754706254974","vwap":"61.51620036995207179600000000"}],"spread_bps":4.384504835134499},"raw_file":"1791017101-coinbase.json","request_at":1791017101.3131394,"response_at":1791017101.4135602,"sequence":10018296381,"sha256":"765295d64d9dc3528d9ef73d47df5fb0c2d62d344c9e60089add0e2a97081552","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791017101.4,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 08:45:01 GMT"},"metrics":{"ask":"61.6","ask_levels":100,"bid":"61.57","bid_levels":100,"depth_1pct_eur":{"buy":"79079.29905339","sell":"68519.17356060"},"mid":"61.585","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.623376623376623376623376623","mid_cost_bps":2.4356580336120808,"side":"buy","target_ltc":null,"vwap":"61.60000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.624167614097774890368686048","mid_cost_bps":2.4356580336120808,"side":"sell","target_ltc":"1.624167614097774890368686048","vwap":"61.57000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.9842427536711589,"ltc":"16.23054569949699821515495700","mid_cost_bps":4.4203840809636015,"side":"buy","target_ltc":null,"vwap":"61.61222293536261433925527774"},{"budget_eur":1000,"eur":"999.7292457657706675328893939","filled_fraction":1.0,"full":true,"impact_bps":2.7075423422933245,"ltc":"16.24167614097774890368686048","mid_cost_bps":5.142540911179671,"side":"sell","target_ltc":"16.24167614097774890368686048","vwap":"61.55332966179850000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.716888329282567,"ltc":"162.1638731257290991574854180","mid_cost_bps":13.1551566304101,"side":"buy","target_ltc":null,"vwap":"61.66601603210838061108690913"},{"budget_eur":10000,"eur":"9989.043480574924476205944451","filled_fraction":1.0,"full":true,"impact_bps":10.956519425075523,"ltc":"162.4167614097774890368686048","mid_cost_bps":13.389508825231793,"side":"sell","target_ltc":"162.4167614097774890368686048","vwap":"61.50254070989981000000000000"}],"spread_bps":4.8713160672241616},"raw_file":"1791017101-okx.json","request_at":1791017101.3133976,"response_at":1791017101.522121,"sequence":null,"sha256":"8df55aa5a67fa6c9001187cd81a892a9941a2539b137fee2bdf27e51c5232e12","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791018002,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 09:00:02 GMT"},"metrics":{"ask":"61.74000","ask_levels":100,"bid":"61.72000","bid_levels":100,"depth_1pct_eur":{"buy":"272063.94715000","sell":"747475.87430000"},"mid":"61.73000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.619695497246517654680919987","mid_cost_bps":1.6199578810950914,"side":"buy","target_ltc":null,"vwap":"61.74000000000000000000000000"},{"budget_eur":100,"eur":"99.99170779650032404406999351","filled_fraction":1.0,"full":true,"impact_bps":0.8292203499675956,"ltc":"1.620220349967595593000648088","mid_cost_bps":2.4490439008585776,"side":"sell","target_ltc":"1.620220349967595593000648088","vwap":"61.71488205200000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.19695497246517654680919987","mid_cost_bps":1.6199578810950914,"side":"buy","target_ltc":null,"vwap":"61.74000000000000000000000000"},{"budget_eur":1000,"eur":"999.7374759300064808813998703","filled_fraction":1.0,"full":true,"impact_bps":2.6252406999351914,"ltc":"16.20220349967595593000648088","mid_cost_bps":4.24477330309412,"side":"sell","target_ltc":"16.20220349967595593000648088","vwap":"61.70379701440000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.2521095041704955,"ltc":"161.9330806216610004856726566","mid_cost_bps":3.872432217519624,"side":"buy","target_ltc":null,"vwap":"61.75390452407874863903347097"},{"budget_eur":10000,"eur":"9995.444198950097213220998055","filled_fraction":1.0,"full":true,"impact_bps":4.555801049902787,"ltc":"162.0220349967595593000648088","mid_cost_bps":6.175020910416329,"side":"sell","target_ltc":"162.0220349967595593000648088","vwap":"61.69188159592000000000000000"}],"spread_bps":3.239915762190183},"raw_file":"1791018002-kraken.json","request_at":1791018002.1547241,"response_at":1791018002.338528,"sequence":null,"sha256":"3f5dc3d6adcf0d506a701eefb8e07771a9b5cff4d509f2472ca912f14298e1aa","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 09:00:02 GMT"},"metrics":{"ask":"61.733","ask_levels":654,"bid":"61.686","bid_levels":242,"depth_1pct_eur":{"buy":"67786.50573736701","sell":"88537.27797897463"},"mid":"61.7095","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3644053565835196,"ltc":"1.619820129901682890879346928","mid_cost_bps":4.172709807695256,"side":"buy","target_ltc":null,"vwap":"61.73524958358779704132973923"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.621113380669844048892779561","mid_cost_bps":3.8081656795144996,"side":"sell","target_ltc":"1.621113380669844048892779561","vwap":"61.68600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.632091991151087,"ltc":"16.19452902113516752222564086","mid_cost_bps":6.441260014904189,"side":"buy","target_ltc":null,"vwap":"61.74924869348897300387913544"},{"budget_eur":1000,"eur":"999.8744821862863171546217942","filled_fraction":1.0,"full":true,"impact_bps":1.2551781371368285,"ltc":"16.21113380669844048892779561","mid_cost_bps":5.062865824020975,"side":"sell","target_ltc":"16.21113380669844048892779561","vwap":"61.67825730814325776000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.0310050246075235,"ltc":"161.9064604798696046075195755","mid_cost_bps":8.841086594188841,"side":"buy","target_ltc":null,"vwap":"61.76405790331840962354837632"},{"budget_eur":10000,"eur":"9996.963703652951421067989495","filled_fraction":1.0,"full":true,"impact_bps":3.036296347048579,"ltc":"162.1113380669844048892779561","mid_cost_bps":6.843305754608911,"side":"sell","target_ltc":"162.1113380669844048892779561","vwap":"61.66727030235359613600000000"}],"spread_bps":7.616331359028999},"raw_file":"1791018002-coinbase.json","request_at":1791018002.1562152,"response_at":1791018002.2963693,"sequence":10018314944,"sha256":"b274e5bd8609c0dcf906fa7eb1f9fcaa76d5cc6b5cbe18b209efa8449e12e740","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791018002.25,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 09:00:02 GMT"},"metrics":{"ask":"61.73","ask_levels":100,"bid":"61.7","bid_levels":100,"depth_1pct_eur":{"buy":"61326.65373346","sell":"69637.20538525"},"mid":"61.715","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.619957881095091527620281873","mid_cost_bps":2.430527424451106,"side":"buy","target_ltc":null,"vwap":"61.72999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.620745542949756888168557536","mid_cost_bps":2.430527424451106,"side":"sell","target_ltc":"1.620745542949756888168557536","vwap":"61.70000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.7791546876210855,"ltc":"16.19345905228229200388475235","mid_cost_bps":6.210600645983142,"side":"buy","target_ltc":null,"vwap":"61.75332872188668496029397778"},{"budget_eur":1000,"eur":"999.7298230171150729335494325","filled_fraction":1.0,"full":true,"impact_bps":2.7017698288492706,"ltc":"16.20745542949756888168557536","mid_cost_bps":5.131640580734019,"side":"sell","target_ltc":"16.20745542949756888168557536","vwap":"61.68333008015600000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.421998357323515,"ltc":"161.7624942668498464522385647","mid_cost_bps":16.856031088026906,"side":"buy","target_ltc":null,"vwap":"61.81902699585975806189061899"},{"budget_eur":10000,"eur":"9991.384134479351701782820094","filled_fraction":1.0,"full":true,"impact_bps":8.615865520648299,"ltc":"162.0745542949756888168557536","mid_cost_bps":11.044298835356072,"side":"sell","target_ltc":"162.0745542949756888168557536","vwap":"61.64684010973760000000000000"}],"spread_bps":4.861054848902212},"raw_file":"1791018002-okx.json","request_at":1791018002.1564798,"response_at":1791018002.3805501,"sequence":null,"sha256":"82e4f2dbdda17ae15b3bbdcbdcb98a956ddddee1db116df0ea339dc80b6415fc","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791018901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 09:15:01 GMT"},"metrics":{"ask":"61.75000","ask_levels":100,"bid":"61.74000","bid_levels":100,"depth_1pct_eur":{"buy":"268661.82700000","sell":"739411.71161000"},"mid":"61.74500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.619433198380566801619433198","mid_cost_bps":0.8097821685966475,"side":"buy","target_ltc":null,"vwap":"61.75000000000000000000000000"},{"budget_eur":100,"eur":"99.99050304502753482345319080","filled_fraction":1.0,"full":true,"impact_bps":0.9496954972465177,"ltc":"1.619695497246517654680919987","mid_cost_bps":1.7594007611952385,"side":"sell","target_ltc":"1.619695497246517654680919987","vwap":"61.73413658000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.19433198380566801619433198","mid_cost_bps":0.8097821685966475,"side":"buy","target_ltc":null,"vwap":"61.75000000000000000000000000"},{"budget_eur":1000,"eur":"999.7356509005506964690638160","filled_fraction":1.0,"full":true,"impact_bps":2.6434909944930354,"ltc":"16.19695497246517654680919987","mid_cost_bps":3.4530590979026643,"side":"sell","target_ltc":"16.19695497246517654680919987","vwap":"61.72367908660000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.9516276687267857,"ltc":"161.8955343042071197411003236","mid_cost_bps":3.7616488548688802,"side":"buy","target_ltc":null,"vwap":"61.76822630085438790115487014"},{"budget_eur":10000,"eur":"9992.674257016520894071914480","filled_fraction":1.0,"full":true,"impact_bps":7.325742983479106,"ltc":"161.9695497246517654680919987","mid_cost_bps":8.13493192647178,"side":"sell","target_ltc":"161.9695497246517654680919987","vwap":"61.69477086282000000000000000"}],"spread_bps":1.619564337193295},"raw_file":"1791018901-kraken.json","request_at":1791018901.5155883,"response_at":1791018901.7024193,"sequence":null,"sha256":"48ad19552cdfe02db072b3149a45a6a194553d054066a6a28c63d1620aae0295","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 09:15:01 GMT"},"metrics":{"ask":"61.755","ask_levels":662,"bid":"61.732","bid_levels":247,"depth_1pct_eur":{"buy":"67333.56075254327","sell":"88952.47648535675"},"mid":"61.7435","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.06067959369943118,"ltc":"1.619292255003562406891638060","mid_cost_bps":1.9232351309677678,"side":"buy","target_ltc":null,"vwap":"61.75537472683089083723027302"},{"budget_eur":100,"eur":"99.99817778380742564634225363","filled_fraction":1.0,"full":true,"impact_bps":0.18222161925743535,"ltc":"1.619905397524784552582129204","mid_cost_bps":2.044731915100375,"side":"sell","target_ltc":"1.619905397524784552582129204","vwap":"61.73087510950000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.7504947164347273,"ltc":"16.18694990102383996633596064","mid_cost_bps":5.613737498091727,"side":"buy","target_ltc":null,"vwap":"61.77816118012134265869612743"},{"budget_eur":1000,"eur":"999.7702560709692995529061105","filled_fraction":1.0,"full":true,"impact_bps":2.2974392903070044,"ltc":"16.19905397524784552582129204","mid_cost_bps":4.1595556175019555,"side":"sell","target_ltc":"16.19905397524784552582129204","vwap":"61.71781744777307680000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.950070824091771,"ltc":"161.7369313019244569433669511","mid_cost_bps":13.814840813069997,"side":"buy","target_ltc":null,"vwap":"61.82879766237417873550698248"},{"budget_eur":10000,"eur":"9992.834970378978900408216162","filled_fraction":1.0,"full":true,"impact_bps":7.1650296210211,"ltc":"161.9905397524784552582129204","mid_cost_bps":9.026239337984963,"side":"sell","target_ltc":"161.9905397524784552582129204","vwap":"61.68776883914351254800000000"}],"spread_bps":3.725088470851183},"raw_file":"1791018901-coinbase.json","request_at":1791018901.5167203,"response_at":1791018901.6667655,"sequence":10018337285,"sha256":"6c5ab66c73eacd25c561240694700a851e7c24a904ecf2ace2bab11ae3be27be","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791018901.601,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 09:15:01 GMT"},"metrics":{"ask":"61.75","ask_levels":100,"bid":"61.73","bid_levels":100,"depth_1pct_eur":{"buy":"78259.30789396","sell":"80220.39624899"},"mid":"61.74","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.619433198380566801619433198","mid_cost_bps":1.6196954972465176,"side":"buy","target_ltc":null,"vwap":"61.75000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.619957881095091527620281873","mid_cost_bps":1.6196954972465176,"side":"sell","target_ltc":"1.619957881095091527620281873","vwap":"61.72999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.778136419889413,"ltc":"16.18821585501618122977346278","mid_cost_bps":5.398443860190659,"side":"buy","target_ltc":null,"vwap":"61.77332999239281712391777049"},{"budget_eur":1000,"eur":"999.8199606637809816944759438","filled_fraction":1.0,"full":true,"impact_bps":1.800393362190183,"ltc":"16.19957881095091527620281873","mid_cost_bps":3.4197972505344993,"side":"sell","target_ltc":"16.19957881095091527620281873","vwap":"61.71888617177520000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":16.204261439034088,"ltc":"161.6813271884994346632208044","mid_cost_bps":17.826581533209506,"side":"buy","target_ltc":null,"vwap":"61.85006131438603549037353482"},{"budget_eur":10000,"eur":"9991.732187201239267779037747","filled_fraction":1.0,"full":true,"impact_bps":8.267812798760731,"ltc":"161.9957881095091527620281873","mid_cost_bps":9.886169162091027,"side":"sell","target_ltc":"161.9957881095091527620281873","vwap":"61.67896279159325000000000000"}],"spread_bps":3.2393909944930352},"raw_file":"1791018901-okx.json","request_at":1791018901.5170858,"response_at":1791018901.7278414,"sequence":null,"sha256":"4bfcbffc766986c7de7b8d458796a5322f0beb36d0c588ead4e93bd9c27fdc4e","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791019801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 09:30:01 GMT"},"metrics":{"ask":"61.34000","ask_levels":100,"bid":"61.33000","bid_levels":100,"depth_1pct_eur":{"buy":"257471.84068000","sell":"393388.95037000"},"mid":"61.33500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.630257580697750244538637105","mid_cost_bps":0.8151952392598028,"side":"buy","target_ltc":null,"vwap":"61.33999999999999999999999999"},{"budget_eur":100,"eur":"99.97154429805967715636719389","filled_fraction":1.0,"full":true,"impact_bps":2.8455701940322844,"ltc":"1.630523398010761454426871026","mid_cost_bps":3.6605334637645717,"side":"sell","target_ltc":"1.630523398010761454426871026","vwap":"61.31254811800000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.30257580697750244538637105","mid_cost_bps":0.8151952392598028,"side":"buy","target_ltc":null,"vwap":"61.33999999999999999999999999"},{"budget_eur":1000,"eur":"999.5313029805967715636719389","filled_fraction":1.0,"full":true,"impact_bps":4.686970194032284,"ltc":"16.30523398010761454426871026","mid_cost_bps":5.501783353713214,"side":"sell","target_ltc":"16.30523398010761454426871026","vwap":"61.30125481180000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.2015895069654583,"ltc":"163.0061714192602248655694965","mid_cost_bps":2.016882699229823,"side":"buy","target_ltc":null,"vwap":"61.34737055003572612156263470"},{"budget_eur":10000,"eur":"9992.001409611935431273438776","filled_fraction":1.0,"full":true,"impact_bps":7.998590388064569,"ltc":"163.0523398010761454426871026","mid_cost_bps":8.813133586043858,"side":"sell","target_ltc":"163.0523398010761454426871026","vwap":"61.28094464515000000000000000"}],"spread_bps":1.6303904785196055},"raw_file":"1791019801-kraken.json","request_at":1791019801.7665043,"response_at":1791019801.95891,"sequence":null,"sha256":"f91605369694bb9db58af02e8d5c6c850bba27c97802ac3355632fab285b2073","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 09:30:01 GMT"},"metrics":{"ask":"61.372","ask_levels":648,"bid":"61.332","bid_levels":249,"depth_1pct_eur":{"buy":"58480.00777030398","sell":"77237.73570818778"},"mid":"61.352","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.30843815902607913,"ltc":"1.629357291819411180083744725","mid_cost_bps":3.5684161346940364,"side":"buy","target_ltc":null,"vwap":"61.37389294666957485277307837"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.630470227613643774864670971","mid_cost_bps":3.2598774286086845,"side":"sell","target_ltc":"1.630470227613643774864670971","vwap":"61.33200000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7819042533307016,"ltc":"16.29280153307585779921144384","mid_cost_bps":4.042036573142062,"side":"buy","target_ltc":null,"vwap":"61.37679870278354118141721547"},{"budget_eur":1000,"eur":"999.6976595354874975542946585","filled_fraction":1.0,"full":true,"impact_bps":3.0234046451250243,"ltc":"16.30470227613643774864670971","mid_cost_bps":6.282296480877689,"side":"sell","target_ltc":"16.30470227613643774864670971","vwap":"61.31345685463051920000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.349351325819606,"ltc":"162.8048232748699767438078356","mid_cost_bps":11.611950540621347,"side":"buy","target_ltc":null,"vwap":"61.42324163895682008862016194"},{"budget_eur":10000,"eur":"9987.220361871938570403704428","filled_fraction":1.0,"full":true,"impact_bps":12.77963812806143,"ltc":"163.0470227613643774864670971","mid_cost_bps":16.03534955128217,"side":"sell","target_ltc":"163.0470227613643774864670971","vwap":"61.25361992343297364000000000"}],"spread_bps":6.519754857217369},"raw_file":"1791019801-coinbase.json","request_at":1791019801.7675724,"response_at":1791019801.8881376,"sequence":10018375792,"sha256":"b528630d65072935bf3371b8f8f09ae4d0ea4d0251dd93273540351cfc984c28","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791019801.901,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 09:30:02 GMT"},"metrics":{"ask":"61.36","ask_levels":100,"bid":"61.33","bid_levels":100,"depth_1pct_eur":{"buy":"75946.72222280","sell":"81224.02971249"},"mid":"61.345","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.629726205997392438070404172","mid_cost_bps":2.445187056809846,"side":"buy","target_ltc":null,"vwap":"61.36000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.630523398010761454426871026","mid_cost_bps":2.445187056809846,"side":"sell","target_ltc":"1.630523398010761454426871026","vwap":"61.32999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.6207810566340206,"ltc":"16.29136331400651465798045603","mid_cost_bps":6.066853462141389,"side":"buy","target_ltc":null,"vwap":"61.38221711256350635023530932"},{"budget_eur":1000,"eur":"999.9094039501989238545573131","filled_fraction":1.0,"full":true,"impact_bps":0.9059604980107615,"ltc":"16.30523398010761454426871026","mid_cost_bps":3.3509260305322357,"side":"sell","target_ltc":"16.30523398010761454426871026","vwap":"61.32444374426570000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.723147629148906,"ltc":"162.7817891052374756018217306","mid_cost_bps":14.171201214843538,"side":"buy","target_ltc":null,"vwap":"61.43193323385245769187184973"},{"budget_eur":10000,"eur":"9989.723044379892385455731292","filled_fraction":1.0,"full":true,"impact_bps":10.276955620107614,"ltc":"163.0523398010761454426871026","mid_cost_bps":12.719629769030892,"side":"sell","target_ltc":"163.0523398010761454426871026","vwap":"61.26697143118188000000000000"}],"spread_bps":4.890374113619692},"raw_file":"1791019801-okx.json","request_at":1791019801.7678316,"response_at":1791019802.026192,"sequence":null,"sha256":"4ac3dcf76892f5d9d2f977b5f66ee06302bf691f4beb56081393d9476ec3e17a","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791020701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 09:45:01 GMT"},"metrics":{"ask":"61.06000","ask_levels":100,"bid":"61.04000","bid_levels":100,"depth_1pct_eur":{"buy":"230726.91514000","sell":"741569.28316000"},"mid":"61.05000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.067672519672602,"ltc":"1.637558539381038152939250041","mid_cost_bps":2.705849042607847,"side":"buy","target_ltc":null,"vwap":"61.06651920840512090810823783"},{"budget_eur":100,"eur":"99.99108730013106159895150720","filled_fraction":1.0,"full":true,"impact_bps":0.8912699868938401,"ltc":"1.638269986893840104849279161","mid_cost_bps":2.529125634725635,"side":"sell","target_ltc":"1.638269986893840104849279161","vwap":"61.03455968800000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.580724366877332,"ltc":"16.37474537416079908301948584","mid_cost_bps":3.2189849277891875,"side":"buy","target_ltc":null,"vwap":"61.06965190298415299032795512"},{"budget_eur":1000,"eur":"999.8436430013106159895150720","filled_fraction":1.0,"full":true,"impact_bps":1.5635699868938402,"ltc":"16.38269986893840104849279161","mid_cost_bps":3.201315511875512,"side":"sell","target_ltc":"16.38269986893840104849279161","vwap":"61.03045596880000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.628329749538972,"ltc":"163.7303039777377639548207563","mid_cost_bps":4.2667619083841055,"side":"buy","target_ltc":null,"vwap":"61.07604858145068496438564027"},{"budget_eur":10000,"eur":"9996.724210039318479685452161","filled_fraction":1.0,"full":true,"impact_bps":3.27578996068152,"ltc":"163.8269986893840104849279161","mid_cost_bps":4.913255023751024,"side":"sell","target_ltc":"163.8269986893840104849279161","vwap":"61.02000457808000000000000000"}],"spread_bps":3.276003276003276},"raw_file":"1791020701-kraken.json","request_at":1791020701.4048798,"response_at":1791020701.5939054,"sequence":null,"sha256":"86007501fcf53c68f6c74dcde6fcdfe35edd84fd1ab09fdfe0c7372a90d1f1ff","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 09:45:01 GMT"},"metrics":{"ask":"61.067","ask_levels":667,"bid":"61.038","bid_levels":249,"depth_1pct_eur":{"buy":"67297.63335917115","sell":"88187.10799840688"},"mid":"61.0525","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.637545646584898554047194066","mid_cost_bps":2.375005118545514,"side":"buy","target_ltc":null,"vwap":"61.06699999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.638323667223696713522723549","mid_cost_bps":2.375005118545514,"side":"sell","target_ltc":"1.638323667223696713522723549","vwap":"61.03800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.065061494306432,"ltc":"16.36880244699546652264283727","mid_cost_bps":6.441032067037565,"side":"buy","target_ltc":null,"vwap":"61.09182411102728109070660533"},{"budget_eur":1000,"eur":"999.7358040668385497558897734","filled_fraction":1.0,"full":true,"impact_bps":2.6419593316145025,"ltc":"16.38323667223696713522723549","mid_cost_bps":5.016336983466459,"side":"sell","target_ltc":"16.38323667223696713522723549","vwap":"61.02187400863169140000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.989285188869967,"ltc":"163.5911487945215217178154721","mid_cost_bps":12.3666627677609,"side":"buy","target_ltc":null,"vwap":"61.12800156786287223030295461"},{"budget_eur":10000,"eur":"9989.179203810342511550181852","filled_fraction":1.0,"full":true,"impact_bps":10.820796189657488,"ltc":"163.8323667223696713522723549","mid_cost_bps":13.193231363569286,"side":"sell","target_ltc":"163.8323667223696713522723549","vwap":"60.97195202421756862200000000"}],"spread_bps":4.750010237091028},"raw_file":"1791020701-coinbase.json","request_at":1791020701.4059622,"response_at":1791020701.5139737,"sequence":10018409243,"sha256":"b8d0f96c3862aad6a7e90ceb0a146bdd40a0a1ef001b75859450d27d20803543","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791020701.501,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 09:45:01 GMT"},"metrics":{"ask":"61.08","ask_levels":100,"bid":"61.05","bid_levels":100,"depth_1pct_eur":{"buy":"77310.50326747","sell":"80820.66159905"},"mid":"61.065","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.637197118533071381794368042","mid_cost_bps":2.4563989191844757,"side":"buy","target_ltc":null,"vwap":"61.08000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.638001638001638001638001638","mid_cost_bps":2.4563989191844757,"side":"sell","target_ltc":"1.638001638001638001638001638","vwap":"61.05000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.0919744242929035,"ltc":"16.36691057843939146082120072","mid_cost_bps":5.549132855740777,"side":"buy","target_ltc":null,"vwap":"61.09888577978358105517555574"},{"budget_eur":1000,"eur":"999.9089895461998361998361998","filled_fraction":1.0,"full":true,"impact_bps":0.910104538001638,"ltc":"16.38001638001638001638001638","mid_cost_bps":3.3662798992057645,"side":"sell","target_ltc":"16.38001638001638001638001638","vwap":"61.04444381179550000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.628911001183528,"ltc":"163.5458803925768476128188358","mid_cost_bps":13.087920804917546,"side":"buy","target_ltc":null,"vwap":"61.14492138839522899513077964"},{"budget_eur":10000,"eur":"9989.482377659983619983619984","filled_fraction":1.0,"full":true,"impact_bps":10.51762234001638,"ltc":"163.8001638001638001638001638","mid_cost_bps":12.971437711586015,"side":"sell","target_ltc":"163.8001638001638001638001638","vwap":"60.98578991561420000000000000"}],"spread_bps":4.9127978383689515},"raw_file":"1791020701-okx.json","request_at":1791020701.406189,"response_at":1791020701.6232305,"sequence":null,"sha256":"32677ae7bb1bf954dcd01fcff9c211af58a7f7a18bbb3021890fe7ed9590bdf4","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791021601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 10:00:02 GMT"},"metrics":{"ask":"61.01000","ask_levels":100,"bid":"61.00000","bid_levels":100,"depth_1pct_eur":{"buy":"261660.48372000","sell":"766707.67509000"},"mid":"61.00500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.639075561383379773807572529","mid_cost_bps":0.8196049504139005,"side":"buy","target_ltc":null,"vwap":"61.01000000000000000000000000"},{"budget_eur":100,"eur":"99.98930655737704918032786885","filled_fraction":1.0,"full":true,"impact_bps":1.069344262295082,"ltc":"1.639344262295081967213114754","mid_cost_bps":1.888861568723875,"side":"sell","target_ltc":"1.639344262295081967213114754","vwap":"60.99347700000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.39075561383379773807572529","mid_cost_bps":0.8196049504139005,"side":"buy","target_ltc":null,"vwap":"61.01000000000000000000000000"},{"budget_eur":1000,"eur":"999.8417655737704918032786885","filled_fraction":1.0,"full":true,"impact_bps":1.582344262295082,"ltc":"16.39344262295081967213114754","mid_cost_bps":2.401819522989919,"side":"sell","target_ltc":"16.39344262295081967213114754","vwap":"60.99034770000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.591217189421995,"ltc":"163.8323371540854756836417226","mid_cost_bps":5.411198438269583,"side":"buy","target_ltc":null,"vwap":"61.03801101607266359024763226"},{"budget_eur":10000,"eur":"9997.850197213114754098360655","filled_fraction":1.0,"full":true,"impact_bps":2.149802786885246,"ltc":"163.9344262295081967213114754","mid_cost_bps":2.9692315383984917,"side":"sell","target_ltc":"163.9344262295081967213114754","vwap":"60.98688620300000000000000000"}],"spread_bps":1.639209900827801},"raw_file":"1791021601-kraken.json","request_at":1791021601.836458,"response_at":1791021602.0287137,"sequence":null,"sha256":"4dc3e26f0fff948ccc3d1d0254f299905a74fe1211c9c8829aec8aa5453e7643","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 10:00:01 GMT"},"metrics":{"ask":"61.023","ask_levels":655,"bid":"60.995","bid_levels":248,"depth_1pct_eur":{"buy":"58453.69609534882","sell":"86274.66783871507"},"mid":"61.009","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.6261629828540075,"ltc":"1.638623777300804482820769092","mid_cost_bps":2.921050069706111,"side":"buy","target_ltc":null,"vwap":"61.02682103437027001016147116"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.639478645790638576932535454","mid_cost_bps":2.294743398514973,"side":"sell","target_ltc":"1.639478645790638576932535454","vwap":"60.99499999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.46292609740285,"ltc":"16.38322875039530807162399043","mid_cost_bps":4.758234674258128,"side":"buy","target_ltc":null,"vwap":"61.03802951392418141369859210"},{"budget_eur":1000,"eur":"999.7795784725118722846134931","filled_fraction":1.0,"full":true,"impact_bps":2.2042152748812773,"ltc":"16.39478645790638576932535454","mid_cost_bps":4.498452862551156,"side":"sell","target_ltc":"16.39478645790638576932535454","vwap":"60.98155538893086165000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.12558003174928,"ltc":"163.7559525710301285616147077","mid_cost_bps":9.421958568038098,"side":"buy","target_ltc":null,"vwap":"61.06648242702774363211397785"},{"budget_eur":10000,"eur":"9989.427962754352678088367901","filled_fraction":1.0,"full":true,"impact_bps":10.572037245647321,"ltc":"163.9478645790638576932535454","mid_cost_bps":12.864354632894464,"side":"sell","target_ltc":"163.9478645790638576932535454","vwap":"60.93051585882017416000000000"}],"spread_bps":4.589486797029946},"raw_file":"1791021601-coinbase.json","request_at":1791021601.8374696,"response_at":1791021601.943467,"sequence":10018442547,"sha256":"03817aaf128859c68d3f1ecf72d36e65de2ead5436866f3d7d8d72f93262dd17","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791021601.901,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 10:00:02 GMT"},"metrics":{"ask":"61.04","ask_levels":100,"bid":"61","bid_levels":100,"depth_1pct_eur":{"buy":"76412.60802614","sell":"79510.50154638"},"mid":"61.02","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.638269986893840104849279161","mid_cost_bps":3.2776138970829236,"side":"buy","target_ltc":null,"vwap":"61.04000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.639344262295081967213114754","mid_cost_bps":3.2776138970829236,"side":"sell","target_ltc":"1.639344262295081967213114754","vwap":"61.00000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.093928916434919,"ltc":"16.37763274578490751350466525","mid_cost_bps":6.372556883959152,"side":"buy","target_ltc":null,"vwap":"61.05888534210591874697463742"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.39344262295081967213114754","mid_cost_bps":3.2776138970829236,"side":"sell","target_ltc":"16.39344262295081967213114754","vwap":"61.00000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.430341469761604,"ltc":"163.6072685410398953564421190","mid_cost_bps":16.712357314228914,"side":"buy","target_ltc":null,"vwap":"61.12197880433142483453640165"},{"budget_eur":10000,"eur":"9991.970392254754098360655737","filled_fraction":1.0,"full":true,"impact_bps":8.029607745245901,"ltc":"163.9344262295081967213114754","mid_cost_bps":11.30458984693543,"side":"sell","target_ltc":"163.9344262295081967213114754","vwap":"60.95101939275400000000000000"}],"spread_bps":6.555227794165847},"raw_file":"1791021601-okx.json","request_at":1791021601.837673,"response_at":1791021602.0252063,"sequence":null,"sha256":"d154406f0712b307b7bfeca088d95ea4c567e9eea19818d494063846e218d9c5","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791022501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 10:15:01 GMT"},"metrics":{"ask":"61.25000","ask_levels":100,"bid":"61.23000","bid_levels":100,"depth_1pct_eur":{"buy":"286886.84716000","sell":"384100.14641000"},"mid":"61.24000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.062592493452363,"ltc":"1.632479595168135814560888018","mid_cost_bps":2.695685666622424,"side":"buy","target_ltc":null,"vwap":"61.25650837902239572344376370"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.633186346562142740486689531","mid_cost_bps":1.6329196603527107,"side":"sell","target_ltc":"1.633186346562142740486689531","vwap":"61.23000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.5756440800532334,"ltc":"16.32395853738165197518772445","mid_cost_bps":3.208821030425548,"side":"buy","target_ltc":null,"vwap":"61.25965081999032605514148569"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.33186346562142740486689531","mid_cost_bps":1.6329196603527107,"side":"sell","target_ltc":"16.33186346562142740486689531","vwap":"61.23000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.00706055678589,"ltc":"163.1999109298531810766721044","mid_cost_bps":5.6406345379349405,"side":"buy","target_ltc":null,"vwap":"61.27454324591031357658335414"},{"budget_eur":10000,"eur":"9998.084147306875714519026619","filled_fraction":1.0,"full":true,"impact_bps":1.9158526931242854,"ltc":"163.3186346562142740486689531","mid_cost_bps":3.548459510124102,"side":"sell","target_ltc":"163.3186346562142740486689531","vwap":"61.21826923396000000000000000"}],"spread_bps":3.2658393207054215},"raw_file":"1791022501-kraken.json","request_at":1791022501.6308494,"response_at":1791022501.8246295,"sequence":null,"sha256":"c0ca57f589a65bb06734e064de6224ffa954134d86410d8ca2985cdc65ad9eda","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 10:15:01 GMT"},"metrics":{"ask":"61.286","ask_levels":650,"bid":"61.252","bid_levels":245,"depth_1pct_eur":{"buy":"61226.61916522165","sell":"87921.16488669959"},"mid":"61.269","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.631694024736481415005058251","mid_cost_bps":2.7746494964827235,"side":"buy","target_ltc":null,"vwap":"61.28600000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.632599751844837719584666623","mid_cost_bps":2.7746494964827235,"side":"sell","target_ltc":"1.632599751844837719584666623","vwap":"61.25200000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.2864162237531451,"ltc":"16.31484147968807099973897155","mid_cost_bps":4.061422655648619,"side":"buy","target_ltc":null,"vwap":"61.29388393046889352531708932"},{"budget_eur":1000,"eur":"999.8102269476763775876706066","filled_fraction":1.0,"full":true,"impact_bps":1.897730523236224,"ltc":"16.32599751844837719584666623","mid_cost_bps":4.6718534660148725,"side":"sell","target_ltc":"16.32599751844837719584666623","vwap":"61.24037602099907348000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.743293226565326,"ltc":"163.0594467073971933708852929","mid_cost_bps":9.519813750563623,"side":"buy","target_ltc":null,"vwap":"61.32732694686832825892638462"},{"budget_eur":10000,"eur":"9989.050891075916106576111800","filled_fraction":1.0,"full":true,"impact_bps":10.949108924083893,"ltc":"163.2599751844837719584666623","mid_cost_bps":13.720720426610303,"side":"sell","target_ltc":"163.2599751844837719584666623","vwap":"61.18493451801820133600000000"}],"spread_bps":5.549298992965447},"raw_file":"1791022501-coinbase.json","request_at":1791022501.6318998,"response_at":1791022501.7459955,"sequence":10018474893,"sha256":"310aec7e5f35c7c278ccb30457f7f4b86dc9ab1cfa82b0dd171eb11b0b4efa6f","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791022501.758,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 10:15:01 GMT"},"metrics":{"ask":"61.26","ask_levels":100,"bid":"61.23","bid_levels":100,"depth_1pct_eur":{"buy":"73442.33501211","sell":"71123.88168038"},"mid":"61.245","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.632386549134835128958537382","mid_cost_bps":2.449179524859172,"side":"buy","target_ltc":null,"vwap":"61.25999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.633186346562142740486689531","mid_cost_bps":2.449179524859172,"side":"sell","target_ltc":"1.633186346562142740486689531","vwap":"61.23000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.621648489512262,"ltc":"16.31469394389169792855977818","mid_cost_bps":8.072204857009082,"side":"buy","target_ltc":null,"vwap":"61.29443821864675211628623018"},{"budget_eur":1000,"eur":"999.9234513653437857259513309","filled_fraction":1.0,"full":true,"impact_bps":0.7654863465621428,"ltc":"16.33186346562142740486689531","mid_cost_bps":3.214478390072659,"side":"sell","target_ltc":"16.33186346562142740486689531","vwap":"61.22531292710000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.98555747910456,"ltc":"162.9943987204038430223090702","mid_cost_bps":17.438407236018374,"side":"buy","target_ltc":null,"vwap":"61.35180152511699454212993541"},{"budget_eur":10000,"eur":"9991.716890430940715335619793","filled_fraction":1.0,"full":true,"impact_bps":8.283109569059285,"ltc":"163.3186346562142740486689531","mid_cost_bps":10.730260411682586,"side":"sell","target_ltc":"163.3186346562142740486689531","vwap":"61.17928252010865000000000000"}],"spread_bps":4.898359049718344},"raw_file":"1791022501-okx.json","request_at":1791022501.632138,"response_at":1791022501.881881,"sequence":null,"sha256":"9800bde225692d96eea004b5332599b775f32e6d0f64d658a992d29e0ab1b972","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791023401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 10:30:01 GMT"},"metrics":{"ask":"61.51000","ask_levels":100,"bid":"61.50000","bid_levels":100,"depth_1pct_eur":{"buy":"258580.39221000","sell":"397748.95967000"},"mid":"61.50500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625751910258494553731100634","mid_cost_bps":0.8129420372327453,"side":"buy","target_ltc":null,"vwap":"61.51000000000000000000000000"},{"budget_eur":100,"eur":"99.98943983739837398373983742","filled_fraction":1.0,"full":true,"impact_bps":1.0560162601626015,"ltc":"1.626016260162601626016260163","mid_cost_bps":1.8688724493943583,"side":"sell","target_ltc":"1.626016260162601626016260163","vwap":"61.49350550000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.13813136183710767,"ltc":"16.25729453836150845253576073","mid_cost_bps":0.9510846283489227,"side":"buy","target_ltc":null,"vwap":"61.51084964600666004925107340"},{"budget_eur":1000,"eur":"999.8430983739837398373983742","filled_fraction":1.0,"full":true,"impact_bps":1.5690162601626017,"ltc":"16.26016260162601626016260163","mid_cost_bps":2.3818307454678482,"side":"sell","target_ltc":"16.26016260162601626016260163","vwap":"61.49035055000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.1504418794451605,"ltc":"162.5239887877803054923626909","mid_cost_bps":3.963640029341872,"side":"buy","target_ltc":null,"vwap":"61.52937836800046718335153959"},{"budget_eur":10000,"eur":"9996.460844959349593495934962","filled_fraction":1.0,"full":true,"impact_bps":3.5391550406504066,"ltc":"162.6016260162601626016260163","mid_cost_bps":4.351809365092269,"side":"sell","target_ltc":"162.6016260162601626016260163","vwap":"61.47823419650000000000000000"}],"spread_bps":1.6258840744654905},"raw_file":"1791023401-kraken.json","request_at":1791023401.5999346,"response_at":1791023401.7895432,"sequence":null,"sha256":"a1d88c3ff1e3c3159f1cc1f1080954069cbebc0c7f25c3d257c690eebf873738","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 10:30:01 GMT"},"metrics":{"ask":"61.54","ask_levels":646,"bid":"61.496","bid_levels":243,"depth_1pct_eur":{"buy":"60180.88403004457","sell":"76014.67677158288"},"mid":"61.518","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.2449738289661667,"ltc":"1.624919569738723514883660471","mid_cost_bps":3.821250519109495,"side":"buy","target_ltc":null,"vwap":"61.54150756894345778995950662"},{"budget_eur":100,"eur":"99.99693188987901652139976582","filled_fraction":1.0,"full":true,"impact_bps":0.3068110120983479,"ltc":"1.626122024196695720046832314","mid_cost_bps":3.882890373549205,"side":"sell","target_ltc":"1.626122024196695720046832314","vwap":"61.49411323500000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7886734970129525,"ltc":"16.24831229882786858609820297","mid_cost_bps":4.365144624438003,"side":"buy","target_ltc":null,"vwap":"61.54485349670061770953692538"},{"budget_eur":1000,"eur":"999.6491487272931234551840768","filled_fraction":1.0,"full":true,"impact_bps":3.5085127270687653,"ltc":"16.26122024196695720046832314","mid_cost_bps":7.083447099447654,"side":"sell","target_ltc":"16.26122024196695720046832314","vwap":"61.47442405013361792000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.32706799821584,"ltc":"162.3445177659259259259259259","mid_cost_bps":12.906592616960936,"side":"buy","target_ltc":null,"vwap":"61.59739877646102028509282095"},{"budget_eur":10000,"eur":"9987.757469271743042799531675","filled_fraction":1.0,"full":true,"impact_bps":12.242530728256957,"ltc":"162.6122024196695720046832314","mid_cost_bps":15.814341650653303,"side":"sell","target_ltc":"162.6122024196695720046832314","vwap":"61.42071333303351101600000000"}],"spread_bps":7.152378165740108},"raw_file":"1791023401-coinbase.json","request_at":1791023401.6015656,"response_at":1791023401.7018557,"sequence":10018492995,"sha256":"db4d22bb5a4288234d79cd36ca7e9daad8aca5e6761a0c0d84778fb4db0da29f","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791023401.758,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 10:30:01 GMT"},"metrics":{"ask":"61.52","ask_levels":100,"bid":"61.49","bid_levels":100,"depth_1pct_eur":{"buy":"70608.71198914","sell":"83034.92943284"},"mid":"61.505","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625487646293888166449934980","mid_cost_bps":2.4388261116982357,"side":"buy","target_ltc":null,"vwap":"61.52000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.626280696048137908603024882","mid_cost_bps":2.4388261116982357,"side":"sell","target_ltc":"1.626280696048137908603024882","vwap":"61.49000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.659091149478151,"ltc":"16.24730669465648854961832061","mid_cost_bps":7.0990535324916,"side":"buy","target_ltc":null,"vwap":"61.54866272875158958172213362"},{"budget_eur":1000,"eur":"999.8782796907903724182793950","filled_fraction":1.0,"full":true,"impact_bps":1.2172030920962758,"ltc":"16.26280696048137908603024882","mid_cost_bps":3.655732349126087,"side":"sell","target_ltc":"16.26280696048137908603024882","vwap":"61.48251541818670000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.0150894630628,"ltc":"162.3212699174237508111615834","mid_cost_bps":16.457333611375066,"side":"buy","target_ltc":null,"vwap":"61.60622083037676234834658136"},{"budget_eur":10000,"eur":"9992.646440663711172548381850","filled_fraction":1.0,"full":true,"impact_bps":7.353559336288828,"ltc":"162.6280696048137908603024882","mid_cost_bps":9.790592042734737,"side":"sell","target_ltc":"162.6280696048137908603024882","vwap":"61.44478296364116000000000000"}],"spread_bps":4.877652223396471},"raw_file":"1791023401-okx.json","request_at":1791023401.601822,"response_at":1791023401.8842435,"sequence":null,"sha256":"bfc99f50276a7be502a87a8496c15b28b6fcf86935087e021d098e2d6de1465c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791024301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 10:45:01 GMT"},"metrics":{"ask":"61.55000","ask_levels":100,"bid":"61.54000","bid_levels":100,"depth_1pct_eur":{"buy":"275357.94974000","sell":"416809.14968000"},"mid":"61.54500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.6306326847293345,"ltc":"1.624592917478882391163092918","mid_cost_bps":1.4430975992378021,"side":"buy","target_ltc":null,"vwap":"61.55388154417450905380005226"},{"budget_eur":100,"eur":"99.98945040623984400389990249","filled_fraction":1.0,"full":true,"impact_bps":1.0549593760155995,"ltc":"1.624959376015599610009749756","mid_cost_bps":1.8672873507189862,"side":"sell","target_ltc":"1.624959376015599610009749756","vwap":"61.53350778000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.1933591643758183,"ltc":"16.24339093714471333441611174","mid_cost_bps":3.005951036921466,"side":"buy","target_ltc":null,"vwap":"61.56350012565673316211274415"},{"budget_eur":1000,"eur":"999.8432040623984400389990249","filled_fraction":1.0,"full":true,"impact_bps":1.5679593760155996,"ltc":"16.24959376015599610009749756","mid_cost_bps":2.3802456738971483,"side":"sell","target_ltc":"16.24959376015599610009749756","vwap":"61.53035077800000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.9181317000255986,"ltc":"162.4059041896719714192919779","mid_cost_bps":4.730863695451712,"side":"buy","target_ltc":null,"vwap":"61.57411610061365756011087093"},{"budget_eur":10000,"eur":"9996.616663119922001949951250","filled_fraction":1.0,"full":true,"impact_bps":3.383336880077998,"ltc":"162.4959376015599610009749756","mid_cost_bps":4.195475694207491,"side":"sell","target_ltc":"162.4959376015599610009749756","vwap":"61.51917894484000000000000000"}],"spread_bps":1.6248273620927776},"raw_file":"1791024301-kraken.json","request_at":1791024301.2572422,"response_at":1791024301.4477308,"sequence":null,"sha256":"9621c2a665bf5d6d15133bfc477e29450aa249664bf8aaf7291891a8d46b65bd","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 10:45:01 GMT"},"metrics":{"ask":"61.571","ask_levels":650,"bid":"61.539","bid_levels":250,"depth_1pct_eur":{"buy":"64217.84748775236","sell":"88087.45673521216"},"mid":"61.555","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.624141235321823585779019344","mid_cost_bps":2.5993014377386077,"side":"buy","target_ltc":null,"vwap":"61.57099999999999999999999998"},{"budget_eur":100,"eur":"99.99938751421862558702611350","filled_fraction":1.0,"full":true,"impact_bps":0.0612485781374413,"ltc":"1.624985781374412973886478493","mid_cost_bps":2.6605340955243277,"side":"sell","target_ltc":"1.624985781374412973886478493","vwap":"61.53862308237500000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.39606746234996104,"ltc":"16.24076910919746670997076973","mid_cost_bps":2.995471849961002,"side":"buy","target_ltc":null,"vwap":"61.57343862697243494521406192"},{"budget_eur":1000,"eur":"999.7525163312489084970506506","filled_fraction":1.0,"full":true,"impact_bps":2.474836687510915,"ltc":"16.24985781374412973886478493","mid_cost_bps":5.073494840593521,"side":"sell","target_ltc":"16.24985781374412973886478493","vwap":"61.52377010250872658000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.283707815029889,"ltc":"162.3445798576359686805972085","mid_cost_bps":6.884122717556742,"side":"buy","target_ltc":null,"vwap":"61.59737521738792052461017947"},{"budget_eur":10000,"eur":"9989.876940481836574692471439","filled_fraction":1.0,"full":true,"impact_bps":10.123059518163425,"ltc":"162.4985781374412973886478493","mid_cost_bps":12.719729667586046,"side":"sell","target_ltc":"162.4985781374412973886478493","vwap":"61.47670370403117409700000000"}],"spread_bps":5.198602875477215},"raw_file":"1791024301-coinbase.json","request_at":1791024301.258273,"response_at":1791024301.3633478,"sequence":10018508959,"sha256":"aba04c859610a6d1db4cb1b2bc467dbdd5763a17b223e839028cbcaf7d923db5","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791024301.358,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 10:45:01 GMT"},"metrics":{"ask":"61.57","ask_levels":100,"bid":"61.54","bid_levels":100,"depth_1pct_eur":{"buy":"76992.47951751","sell":"78682.35085823"},"mid":"61.555","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.624167614097774890368686048","mid_cost_bps":2.436845097879945,"side":"buy","target_ltc":null,"vwap":"61.57000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.624959376015599610009749756","mid_cost_bps":2.436845097879945,"side":"sell","target_ltc":"1.624959376015599610009749756","vwap":"61.54000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.886883953674366,"ltc":"16.23698871076124005843207272","mid_cost_bps":5.324432540455376,"side":"buy","target_ltc":null,"vwap":"61.58777454450277307035470546"},{"budget_eur":1000,"eur":"999.8194166247968800779980499","filled_fraction":1.0,"full":true,"impact_bps":1.8058337520311991,"ltc":"16.24959376015599610009749756","mid_cost_bps":4.242238796198522,"side":"sell","target_ltc":"16.24959376015599610009749756","vwap":"61.52888689909000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.528748566979813,"ltc":"162.2459367423800259403372244","mid_cost_bps":12.968159357792983,"side":"buy","target_ltc":null,"vwap":"61.63482550492689470400179111"},{"budget_eur":10000,"eur":"9989.592020151797205069873252","filled_fraction":1.0,"full":true,"impact_bps":10.407979848202794,"ltc":"162.4959376015599610009749756","mid_cost_bps":12.842288682615546,"side":"sell","target_ltc":"162.4959376015599610009749756","vwap":"61.47594929201416000000000000"}],"spread_bps":4.87369019575989},"raw_file":"1791024301-okx.json","request_at":1791024301.2585282,"response_at":1791024301.4848197,"sequence":null,"sha256":"894f19ba1bb6cb6c9f419b9e40de595f9bd5385629b0e8656a907bdc2879bdcc","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791025201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 11:00:01 GMT"},"metrics":{"ask":"61.63000","ask_levels":100,"bid":"61.62000","bid_levels":100,"depth_1pct_eur":{"buy":"262536.03491000","sell":"407082.92676000"},"mid":"61.62500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.622586402725945156579587863","mid_cost_bps":0.8113590263691683,"side":"buy","target_ltc":null,"vwap":"61.63000000000000000000000000"},{"budget_eur":100,"eur":"99.98947150275884453099642971","filled_fraction":1.0,"full":true,"impact_bps":1.052849724115547,"ltc":"1.622849724115546900357026939","mid_cost_bps":1.864123326572008,"side":"sell","target_ltc":"1.622849724115546900357026939","vwap":"61.61351234000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.19425865676199985,"ltc":"16.22554883192731992212848800","mid_cost_bps":1.0056334444826296,"side":"buy","target_ltc":null,"vwap":"61.63119721610162420501479772"},{"budget_eur":1000,"eur":"999.8434150275884453099642971","filled_fraction":1.0,"full":true,"impact_bps":1.565849724115547,"ltc":"16.22849724115546900357026939","mid_cost_bps":2.3770817038539556,"side":"sell","target_ltc":"16.22849724115546900357026939","vwap":"61.61035123400000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.706722615180209,"ltc":"162.1823055600583562976171178","mid_cost_bps":5.518463525737221,"side":"buy","target_ltc":null,"vwap":"61.65900753147735562753530879"},{"budget_eur":10000,"eur":"9996.917810827653359298928917","filled_fraction":1.0,"full":true,"impact_bps":3.0821891723466406,"ltc":"162.2849724115546900357026939","mid_cost_bps":3.893298122515213,"side":"sell","target_ltc":"162.2849724115546900357026939","vwap":"61.60100755032000000000000000"}],"spread_bps":1.6227180527383367},"raw_file":"1791025201-kraken.json","request_at":1791025201.442777,"response_at":1791025201.6455312,"sequence":null,"sha256":"4cc5d2f4a44ec4b582cec684b23057a23aee645937f3bcdd02e3a7822520cb05","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 11:00:01 GMT"},"metrics":{"ask":"61.677","ask_levels":644,"bid":"61.623","bid_levels":253,"depth_1pct_eur":{"buy":"62072.24781472929","sell":"76944.38619217821"},"mid":"61.650","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.621349935956677529711237576","mid_cost_bps":4.37956204379562,"side":"buy","target_ltc":null,"vwap":"61.67700000000000000000000000"},{"budget_eur":100,"eur":"99.99633837568764909205978285","filled_fraction":1.0,"full":true,"impact_bps":0.3661624312350908,"ltc":"1.622770718725151323369521120","mid_cost_bps":4.745564111922141,"side":"sell","target_ltc":"1.622770718725151323369521120","vwap":"61.62074359725000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.13421268064785027,"ltc":"16.21328175676610785044910665","mid_cost_bps":4.513833503719667,"side":"buy","target_ltc":null,"vwap":"61.67782778355043174618681997"},{"budget_eur":1000,"eur":"999.6552581416387121691576195","filled_fraction":1.0,"full":true,"impact_bps":3.4474185836128783,"ltc":"16.22770718725151323369521120","mid_cost_bps":7.825470809050712,"side":"sell","target_ltc":"16.22770718725151323369521120","vwap":"61.60175597246220236000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.397083764174313,"ltc":"161.9665955695542729653700650","mid_cost_bps":14.781199275311907,"side":"buy","target_ltc":null,"vwap":"61.74112609353229791448646088"},{"budget_eur":10000,"eur":"9986.861968856858123590217936","filled_fraction":1.0,"full":true,"impact_bps":13.138031143141877,"ltc":"162.2770718725151323369521120","mid_cost_bps":17.511839304685026,"side":"sell","target_ltc":"162.2770718725151323369521120","vwap":"61.54203951068661681500000000"}],"spread_bps":8.75912408759124},"raw_file":"1791025201-coinbase.json","request_at":1791025201.4437997,"response_at":1791025201.567578,"sequence":10018533763,"sha256":"94a9562c45abc270ec2accb08e5573e483f494e53064de63a11132bd009b29d4","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791025201.608,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 11:00:01 GMT"},"metrics":{"ask":"61.64","ask_levels":100,"bid":"61.61","bid_levels":100,"depth_1pct_eur":{"buy":"78888.74648495","sell":"83838.90656048"},"mid":"61.625","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.622323166774821544451654770","mid_cost_bps":2.4340770791075053,"side":"buy","target_ltc":null,"vwap":"61.63999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.623113130985229670508034410","mid_cost_bps":2.4340770791075053,"side":"sell","target_ltc":"1.623113130985229670508034410","vwap":"61.61000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.7845848518130554,"ltc":"16.21709417085427135678391960","mid_cost_bps":6.219583128044734,"side":"buy","target_ltc":null,"vwap":"61.66332818102657567357409766"},{"budget_eur":1000,"eur":"999.9098136569014770329491966","filled_fraction":1.0,"full":true,"impact_bps":0.9018634309852297,"ltc":"16.23113130985229670508034410","mid_cost_bps":3.3357209895821502,"side":"sell","target_ltc":"16.23113130985229670508034410","vwap":"61.60444361940170000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.942189728906499,"ltc":"162.0226239235627530364372470","mid_cost_bps":15.379417036751262,"side":"buy","target_ltc":null,"vwap":"61.71977565748897965303397276"},{"budget_eur":10000,"eur":"9993.446987832118162635935725","filled_fraction":1.0,"full":true,"impact_bps":6.553012167881837,"ltc":"162.3113130985229670508034410","mid_cost_bps":8.985494193317647,"side":"sell","target_ltc":"162.3113130985229670508034410","vwap":"61.56962689203368000000000000"}],"spread_bps":4.8681541582150105},"raw_file":"1791025201-okx.json","request_at":1791025201.4441435,"response_at":1791025201.736473,"sequence":null,"sha256":"b210ed44fcf28813f82f78ef57b73036445e87d829f3942fc39975c81be48bdb","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791026101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 11:15:01 GMT"},"metrics":{"ask":"61.63000","ask_levels":100,"bid":"61.61000","bid_levels":100,"depth_1pct_eur":{"buy":"253487.25887000","sell":"387372.88730000"},"mid":"61.62000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.622586402725945156579587863","mid_cost_bps":1.6228497241155468,"side":"buy","target_ltc":null,"vwap":"61.63000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.623113130985229670508034410","mid_cost_bps":1.6228497241155468,"side":"sell","target_ltc":"1.623113130985229670508034410","vwap":"61.61000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.22586402725945156579587863","mid_cost_bps":1.6228497241155468,"side":"buy","target_ltc":null,"vwap":"61.63000000000000000000000000"},{"budget_eur":1000,"eur":"999.9819886869014770329491966","filled_fraction":1.0,"full":true,"impact_bps":0.18011313098522966,"ltc":"16.23113130985229670508034410","mid_cost_bps":1.8029336254462838,"side":"sell","target_ltc":"16.23113130985229670508034410","vwap":"61.60889032300000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6976539467587783,"ltc":"162.2148803113850145961725592","mid_cost_bps":4.320941459570651,"side":"buy","target_ltc":null,"vwap":"61.64662564127387435041192943"},{"budget_eur":10000,"eur":"9995.545487476059081317967862","filled_fraction":1.0,"full":true,"impact_bps":4.4545125239409185,"ltc":"162.3113130985229670508034410","mid_cost_bps":6.076639347614411,"side":"sell","target_ltc":"162.3113130985229670508034410","vwap":"61.58255574834000000000000000"}],"spread_bps":3.2456994482310937},"raw_file":"1791026101-kraken.json","request_at":1791026101.36977,"response_at":1791026101.564673,"sequence":null,"sha256":"220325454f96064fe847c5ddb53310a26eab16b91ea0dea2c526265e5207dc58","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 11:15:01 GMT"},"metrics":{"ask":"61.639","ask_levels":634,"bid":"61.601","bid_levels":251,"depth_1pct_eur":{"buy":"55599.73342056010","sell":"92016.55034178348"},"mid":"61.620","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.622349486526387514398351693","mid_cost_bps":3.083414475819539,"side":"buy","target_ltc":null,"vwap":"61.63900000000000000000000000"},{"budget_eur":100,"eur":"99.99633489837827307998246785","filled_fraction":1.0,"full":true,"impact_bps":0.366510162172692,"ltc":"1.623350270287820002922030487","mid_cost_bps":3.4498116277182733,"side":"sell","target_ltc":"1.623350270287820002922030487","vwap":"61.59874226075000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.1986607583912743,"ltc":"16.22155045166720737087983390","mid_cost_bps":4.282444831004216,"side":"buy","target_ltc":null,"vwap":"61.64638842504864797493125074"},{"budget_eur":1000,"eur":"999.7568256946181923994740348","filled_fraction":1.0,"full":true,"impact_bps":2.431743053818076,"ltc":"16.23350270287820002922030487","mid_cost_bps":5.514407722464253,"side":"sell","target_ltc":"16.23350270287820002922030487","vwap":"61.58602021961417527000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.606837367516578,"ltc":"161.9983203407359531474980182","mid_cost_bps":17.69475573671461,"side":"buy","target_ltc":null,"vwap":"61.72903508484963543750585356"},{"budget_eur":10000,"eur":"9990.770606480311737958799373","filled_fraction":1.0,"full":true,"impact_bps":9.229393519688262,"ltc":"162.3350270287820002922030487","mid_cost_bps":12.309962190949637,"side":"sell","target_ltc":"162.3350270287820002922030487","vwap":"61.54414601297936833700000000"}],"spread_bps":6.166828951639078},"raw_file":"1791026101-coinbase.json","request_at":1791026101.3708718,"response_at":1791026101.4780474,"sequence":10018557868,"sha256":"8ec4aa0a2d3614f2c29c671319aedc5ba8fe7f7c751980b7c7c1bb401268112c","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791026101.459,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 11:15:01 GMT"},"metrics":{"ask":"61.64","ask_levels":100,"bid":"61.62","bid_levels":100,"depth_1pct_eur":{"buy":"75287.92805305","sell":"74676.81472552"},"mid":"61.63","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.622323166774821544451654770","mid_cost_bps":1.6225864027259451,"side":"buy","target_ltc":null,"vwap":"61.63999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.622849724115546900357026939","mid_cost_bps":1.6225864027259451,"side":"sell","target_ltc":"1.622849724115546900357026939","vwap":"61.62000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.1808895525893055,"ltc":"16.21645174837872892347600519","mid_cost_bps":5.804154340769184,"side":"buy","target_ltc":null,"vwap":"61.66577100320216048119427298"},{"budget_eur":1000,"eur":"999.7295135727653359298928917","filled_fraction":1.0,"full":true,"impact_bps":2.7048642723466405,"ltc":"16.22849724115546900357026939","mid_cost_bps":4.327011787473633,"side":"sell","target_ltc":"16.22849724115546900357026939","vwap":"61.60333262635380000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.864630078203726,"ltc":"162.0562485582374858253685404","mid_cost_bps":12.488979361033225,"side":"buy","target_ltc":null,"vwap":"61.70696957980204776719751430"},{"budget_eur":10000,"eur":"9987.168061266497890295358648","filled_fraction":1.0,"full":true,"impact_bps":12.83193873350211,"ltc":"162.2849724115546900357026939","mid_cost_bps":14.452443043297096,"side":"sell","target_ltc":"162.2849724115546900357026939","vwap":"61.54092959352416000000000000"}],"spread_bps":3.2451728054518902},"raw_file":"1791026101-okx.json","request_at":1791026101.371152,"response_at":1791026101.586461,"sequence":null,"sha256":"ac9f397c242365be2b0c43f9822d479dd30e3fe7f06c426a37e9775c9c66bd8c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791027001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 11:30:01 GMT"},"metrics":{"ask":"61.65000","ask_levels":100,"bid":"61.63000","bid_levels":100,"depth_1pct_eur":{"buy":"287520.21988000","sell":"712453.49947000"},"mid":"61.64000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.622060016220600162206001622","mid_cost_bps":1.6223231667748215,"side":"buy","target_ltc":null,"vwap":"61.65000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.622586402725945156579587863","mid_cost_bps":1.6223231667748215,"side":"sell","target_ltc":"1.622586402725945156579587863","vwap":"61.63000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.22060016220600162206001622","mid_cost_bps":1.6223231667748215,"side":"buy","target_ltc":null,"vwap":"61.65000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.22586402725945156579587863","mid_cost_bps":1.6223231667748215,"side":"sell","target_ltc":"16.22586402725945156579587863","vwap":"61.63000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.9048160707195818,"ltc":"162.1751102464332036316472114","mid_cost_bps":3.5274482602184007,"side":"buy","target_ltc":null,"vwap":"61.66174319107598622199939043"},{"budget_eur":10000,"eur":"9999.123283597274054843420412","filled_fraction":1.0,"full":true,"impact_bps":0.8767164027259452,"ltc":"162.2586402725945156579587863","mid_cost_bps":2.4988973377676835,"side":"sell","target_ltc":"162.2586402725945156579587863","vwap":"61.62459679681000000000000000"}],"spread_bps":3.244646333549643},"raw_file":"1791027001-kraken.json","request_at":1791027001.3976061,"response_at":1791027001.5983627,"sequence":null,"sha256":"b820fc88c4e2cbb47e50ea434134370a2ce9834e03f2366246a0ebb9b0b68864","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 11:30:01 GMT"},"metrics":{"ask":"61.657","ask_levels":645,"bid":"61.611","bid_levels":251,"depth_1pct_eur":{"buy":"59274.89772838455","sell":"88801.33181130526"},"mid":"61.634","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.06093696917534225,"ltc":"1.621865978461837879918258782","mid_cost_bps":3.792666234682871,"side":"buy","target_ltc":null,"vwap":"61.65737571907084440770037205"},{"budget_eur":100,"eur":"99.99572589249484669945301975","filled_fraction":1.0,"full":true,"impact_bps":0.42741075051533006,"ltc":"1.623086786450471506711463862","mid_cost_bps":4.1589577789856245,"side":"sell","target_ltc":"1.623086786450471506711463862","vwap":"61.60836667962500000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.4864281239596135,"ltc":"16.21634817261634506242905789","mid_cost_bps":5.218689340931594,"side":"buy","target_ltc":null,"vwap":"61.66616486988389778903859320"},{"budget_eur":1000,"eur":"999.8370035547259434191946244","filled_fraction":1.0,"full":true,"impact_bps":1.629964452740566,"ltc":"16.23086786450471506711463862","mid_cost_bps":5.36106272346106,"side":"sell","target_ltc":"16.23086786450471506711463862","vwap":"61.60095762601022010000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.612478601989581,"ltc":"161.9509357039006048452307792","mid_cost_bps":18.349638075784007,"side":"buy","target_ltc":null,"vwap":"61.74709615931628715833372028"},{"budget_eur":10000,"eur":"9994.367251925481369398321728","filled_fraction":1.0,"full":true,"impact_bps":5.632748074518631,"ltc":"162.3086786450471506711463862","mid_cost_bps":9.362352623862922,"side":"sell","target_ltc":"162.3086786450471506711463862","vwap":"61.57629607583808326500000000"}],"spread_bps":7.4634130512379535},"raw_file":"1791027001-coinbase.json","request_at":1791027001.398651,"response_at":1791027001.5097425,"sequence":10018577013,"sha256":"d6755fa6396da9f2cf4d04ed2a4cd3b89c32820a9e93bca85203d17b32833139","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791027001.509,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 11:30:01 GMT"},"metrics":{"ask":"61.65","ask_levels":100,"bid":"61.63","bid_levels":100,"depth_1pct_eur":{"buy":"79431.57830383","sell":"74195.58490055"},"mid":"61.64","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.622060016220600162206001622","mid_cost_bps":1.6223231667748215,"side":"buy","target_ltc":null,"vwap":"61.65000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.622586402725945156579587863","mid_cost_bps":1.6223231667748215,"side":"sell","target_ltc":"1.622586402725945156579587863","vwap":"61.63000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7026203786034335,"ltc":"16.21621753420881971465629053","mid_cost_bps":4.325381997743375,"side":"buy","target_ltc":null,"vwap":"61.66666165463409016633590606"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.22586402725945156579587863","mid_cost_bps":1.6223231667748215,"side":"sell","target_ltc":"16.22586402725945156579587863","vwap":"61.63000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.865283265276904,"ltc":"161.9975871373786407766990291","mid_cost_bps":14.489693596760564,"side":"buy","target_ltc":null,"vwap":"61.72931447133043211224626222"},{"budget_eur":10000,"eur":"9991.762915822740548434204121","filled_fraction":1.0,"full":true,"impact_bps":8.237084177259451,"ltc":"162.2586402725945156579587863","mid_cost_bps":9.858071022785529,"side":"sell","target_ltc":"162.2586402725945156579587863","vwap":"61.57923485021555000000000000"}],"spread_bps":3.244646333549643},"raw_file":"1791027001-okx.json","request_at":1791027001.3989842,"response_at":1791027001.638902,"sequence":null,"sha256":"0b03090b8342978f0c456a0974b784eec5ac9bc73db7f0df2d3f2dcef974fc58","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791027901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 11:45:01 GMT"},"metrics":{"ask":"61.71000","ask_levels":100,"bid":"61.69000","bid_levels":100,"depth_1pct_eur":{"buy":"267145.95262000","sell":"421411.99729000"},"mid":"61.70000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.620482903905363798411926754","mid_cost_bps":1.6207455429497568,"side":"buy","target_ltc":null,"vwap":"61.71000000000000000000000000"},{"budget_eur":100,"eur":"99.98948991732857837574971634","filled_fraction":1.0,"full":true,"impact_bps":1.0510082671421623,"ltc":"1.621008267142162425028367645","mid_cost_bps":2.671583468395462,"side":"sell","target_ltc":"1.621008267142162425028367645","vwap":"61.68351633000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.20482903905363798411926754","mid_cost_bps":1.6207455429497568,"side":"buy","target_ltc":null,"vwap":"61.71000000000000000000000000"},{"budget_eur":1000,"eur":"999.8435991732857837574971634","filled_fraction":1.0,"full":true,"impact_bps":1.5640082671421625,"ltc":"16.21008267142162425028367645","mid_cost_bps":3.1845003241491088,"side":"sell","target_ltc":"16.21008267142162425028367645","vwap":"61.68035163300000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.00180780184035,"ltc":"162.0158579296938279604730277","mid_cost_bps":3.6228777868973743,"side":"buy","target_ltc":null,"vwap":"61.72235315594515679857906724"},{"budget_eur":10000,"eur":"9996.934085198573512724914899","filled_fraction":1.0,"full":true,"impact_bps":3.065914801426487,"ltc":"162.1008267142162425028367645","mid_cost_bps":4.686163437601296,"side":"sell","target_ltc":"162.1008267142162425028367645","vwap":"61.67108637159000000000000000"}],"spread_bps":3.2414910858995136},"raw_file":"1791027901-kraken.json","request_at":1791027901.4486325,"response_at":1791027901.647743,"sequence":null,"sha256":"80f7e257a4e8376127bd2ac9cfe624e7abfb9ff4d3fa34c6b84e01857e40a74f","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 11:45:01 GMT"},"metrics":{"ask":"61.811","ask_levels":642,"bid":"61.703","bid_levels":249,"depth_1pct_eur":{"buy":"5633.59934472001","sell":"69327.86900462994"},"mid":"61.757","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.617835013185355357460646163","mid_cost_bps":8.743948054471558,"side":"buy","target_ltc":null,"vwap":"61.81100000000000000000000000"},{"budget_eur":100,"eur":"99.99635099954621331215662121","filled_fraction":1.0,"full":true,"impact_bps":0.36490004537866877,"ltc":"1.620666742297781307229794337","mid_cost_bps":9.10852903314604,"side":"sell","target_ltc":"1.620666742297781307229794337","vwap":"61.70074845725000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.827438368293711,"ltc":"16.17377709606139017369084969","mid_cost_bps":11.573858720187227,"side":"buy","target_ltc":null,"vwap":"61.82847667929826025578219891"},{"budget_eur":1000,"eur":"999.6094870841787543555418697","filled_fraction":1.0,"full":true,"impact_bps":3.9051291582124565,"ltc":"16.20666742297781307229794337","mid_cost_bps":12.645662588033472,"side":"sell","target_ltc":"16.20666742297781307229794337","vwap":"61.67890418155508168000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":80.22237618638101,"ltc":"160.4959645540504252540375243","mid_cost_bps":89.03647026987056,"side":"buy","target_ltc":null,"vwap":"62.30686252944563963811443408"},{"budget_eur":10000,"eur":"9987.026248940139508613843733","filled_fraction":1.0,"full":true,"impact_bps":12.973751059860492,"ltc":"162.0666742297781307229794337","mid_cost_bps":21.706354933798142,"side":"sell","target_ltc":"162.0666742297781307229794337","vwap":"61.62294806383534281000000000"}],"spread_bps":17.487896108943115},"raw_file":"1791027901-coinbase.json","request_at":1791027901.4497747,"response_at":1791027901.5535407,"sequence":10018603992,"sha256":"2418680edcd4d3b685ccfe5e6a2ab9507d0d80a80dbc126b6b723b1be665ebe1","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791027901.559,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 11:45:01 GMT"},"metrics":{"ask":"61.72","ask_levels":100,"bid":"61.7","bid_levels":100,"depth_1pct_eur":{"buy":"80942.24985793","sell":"82798.60620305"},"mid":"61.71","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.620220349967595593000648088","mid_cost_bps":1.6204829039053639,"side":"buy","target_ltc":null,"vwap":"61.72000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.620745542949756888168557536","mid_cost_bps":1.6204829039053639,"side":"sell","target_ltc":"1.620745542949756888168557536","vwap":"61.70000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.0592788873436128,"ltc":"16.19724830969726404403432087","mid_cost_bps":4.680257542162498,"side":"buy","target_ltc":null,"vwap":"61.73888186929268477844015073"},{"budget_eur":1000,"eur":"999.8199225514100486223662882","filled_fraction":1.0,"full":true,"impact_bps":1.8007744858995138,"ltc":"16.20745542949756888168557536","mid_cost_bps":3.4209655773780585,"side":"sell","target_ltc":"16.20745542949756888168557536","vwap":"61.68888922142200000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.338688234996704,"ltc":"161.8546984700744095761889356","mid_cost_bps":11.960846505655429,"side":"buy","target_ltc":null,"vwap":"61.78381038378639965380799177"},{"budget_eur":10000,"eur":"9989.035024830502431118314422","filled_fraction":1.0,"full":true,"impact_bps":10.964975169497569,"ltc":"162.0745542949756888168557536","mid_cost_bps":12.58368121792254,"side":"sell","target_ltc":"162.0745542949756888168557536","vwap":"61.63234610320420000000000000"}],"spread_bps":3.2409658078107277},"raw_file":"1791027901-okx.json","request_at":1791027901.4500046,"response_at":1791027901.6843672,"sequence":null,"sha256":"a3bab91e00099adb1b1d6c39c5880029ec842a725fb366d3a7b3607c7e1b5a2c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791028801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 12:00:02 GMT"},"metrics":{"ask":"61.96000","ask_levels":100,"bid":"61.95000","bid_levels":100,"depth_1pct_eur":{"buy":"283560.57885000","sell":"388862.09745000"},"mid":"61.95500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613944480309877340219496449","mid_cost_bps":0.8070373658300379,"side":"buy","target_ltc":null,"vwap":"61.96000000000000000000000000"},{"budget_eur":100,"eur":"99.98955794995964487489911217","filled_fraction":1.0,"full":true,"impact_bps":1.0442050040355124,"ltc":"1.614205004035512510088781275","mid_cost_bps":1.851158098619966,"side":"sell","target_ltc":"1.614205004035512510088781275","vwap":"61.94353115000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.2514691721991644,"ltc":"16.13581187479832203936753792","mid_cost_bps":3.0586882400042006,"side":"buy","target_ltc":null,"vwap":"61.97395010299094602384915183"},{"budget_eur":1000,"eur":"999.8442794995964487489911217","filled_fraction":1.0,"full":true,"impact_bps":1.5572050040355125,"ltc":"16.14205004035512510088781275","mid_cost_bps":2.364116697603099,"side":"sell","target_ltc":"16.14205004035512510088781275","vwap":"61.94035311500000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.528840270057666,"ltc":"161.3375145991288917567349572","mid_cost_bps":4.336162426483303,"side":"buy","target_ltc":null,"vwap":"61.98186469431327729941461995"},{"budget_eur":10000,"eur":"9995.640909983857949959644874","filled_fraction":1.0,"full":true,"impact_bps":4.35909001614205,"ltc":"161.4205004035512510088781275","mid_cost_bps":5.1657755871196835,"side":"sell","target_ltc":"161.4205004035512510088781275","vwap":"61.92299543735000000000000000"}],"spread_bps":1.6140747316600759},"raw_file":"1791028801-kraken.json","request_at":1791028801.8796866,"response_at":1791028802.0845594,"sequence":null,"sha256":"e9b808f4923d49d792591da129870759eed2777fa6d25df65bbb5bc7209305e3","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 12:00:01 GMT"},"metrics":{"ask":"61.966","ask_levels":646,"bid":"61.923","bid_levels":250,"depth_1pct_eur":{"buy":"54331.90618062139","sell":"68577.98725123352"},"mid":"61.9445","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.360751008237722,"ltc":"1.613729990963661008197250371","mid_cost_bps":3.831725124530163,"side":"buy","target_ltc":null,"vwap":"61.96823542969764586801351818"},{"budget_eur":100,"eur":"99.99819277348481178237488496","filled_fraction":1.0,"full":true,"impact_bps":0.18072265151882178,"ltc":"1.614908838396072541705020752","mid_cost_bps":3.651508830485354,"side":"sell","target_ltc":"1.614908838396072541705020752","vwap":"61.92188091112500000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":2.150874025326389,"ltc":"16.13441175564196056919750895","mid_cost_bps":5.62246946627021,"side":"buy","target_ltc":null,"vwap":"61.97932810598533750204284954"},{"budget_eur":1000,"eur":"999.6997656239930604137396447","filled_fraction":1.0,"full":true,"impact_bps":3.002343760069396,"ltc":"16.14908838396072541705020752","mid_cost_bps":6.472150596982415,"side":"sell","target_ltc":"16.14908838396072541705020752","vwap":"61.90440858673452228000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.598023942735148,"ltc":"161.2079720488254136887515292","mid_cost_bps":14.072551261783149,"side":"buy","target_ltc":null,"vwap":"62.03167171516355262320595676"},{"budget_eur":10000,"eur":"9990.157413887885739870484314","filled_fraction":1.0,"full":true,"impact_bps":9.84258611211426,"ltc":"161.4908838396072541705020752","mid_cost_bps":13.31001880425948,"side":"sell","target_ltc":"161.4908838396072541705020752","vwap":"61.86205175401795486700000000"}],"spread_bps":6.9416978101364935},"raw_file":"1791028801-coinbase.json","request_at":1791028801.8807318,"response_at":1791028802.0035806,"sequence":10018625525,"sha256":"edd639b218b84c0b9872787b0c917c497184d775d9844440ad606ebc03396a5b","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791028801.959,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 12:00:02 GMT"},"metrics":{"ask":"61.95","ask_levels":100,"bid":"61.94","bid_levels":100,"depth_1pct_eur":{"buy":"75166.24592738","sell":"77789.64704674"},"mid":"61.945","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.1660252631544714,"ltc":"1.613694104405357431015007262","mid_cost_bps":3.973448463191856,"side":"buy","target_ltc":null,"vwap":"61.96961352650524195005857844"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614465611882466903454956409","mid_cost_bps":0.8071676487206393,"side":"sell","target_ltc":"1.614465611882466903454956409","vwap":"61.94000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.988014951191606,"ltc":"16.13238994113852604418642154","mid_cost_bps":6.795665933107111,"side":"buy","target_ltc":null,"vwap":"61.98709575262263199932059306"},{"budget_eur":1000,"eur":"999.8206214376235066193090085","filled_fraction":1.0,"full":true,"impact_bps":1.793785623764934,"ltc":"16.14465611882466903454956409","mid_cost_bps":2.600808483913149,"side":"sell","target_ltc":"16.14465611882466903454956409","vwap":"61.92888929184640000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.38857181048322,"ltc":"161.2207708937953263497179694","mid_cost_bps":13.196739424641788,"side":"buy","target_ltc":null,"vwap":"62.02674720236594355584504049"},{"budget_eur":10000,"eur":"9988.337762143645463351630608","filled_fraction":1.0,"full":true,"impact_bps":11.662237856354537,"ltc":"161.4465611882466903454956409","mid_cost_bps":12.468464166964242,"side":"sell","target_ltc":"161.4465611882466903454956409","vwap":"61.86776409871774000000000000"}],"spread_bps":1.6143352974412786},"raw_file":"1791028801-okx.json","request_at":1791028801.881062,"response_at":1791028802.0887327,"sequence":null,"sha256":"87482ca2036dc212e5fda7b37548a5fb805abe8cde5c61abd912440198ddb801","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791029701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 12:15:01 GMT"},"metrics":{"ask":"62.10000","ask_levels":100,"bid":"62.09000","bid_levels":100,"depth_1pct_eur":{"buy":"299821.97794000","sell":"443309.85146000"},"mid":"62.09500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.040246664072193,"ltc":"1.610138464015456448236998873","mid_cost_bps":1.8455482380043995,"side":"buy","target_ltc":null,"vwap":"62.10645993178388831836585315"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.610565308423256563053631825","mid_cost_bps":0.8052178114179885,"side":"sell","target_ltc":"1.610565308423256563053631825","vwap":"62.08999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5532971043385504,"ltc":"16.10055868620189985509579778","mid_cost_bps":2.3586399900060226,"side":"buy","target_ltc":null,"vwap":"62.10964597501794239772833294"},{"budget_eur":1000,"eur":"999.9349634691576743436946370","filled_fraction":1.0,"full":true,"impact_bps":0.6503653084232566,"ltc":"16.10565308423256563053631825","mid_cost_bps":1.455530751268218,"side":"sell","target_ltc":"16.10565308423256563053631825","vwap":"62.08596188180000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.406064282520575,"ltc":"160.9596759452936444086886565","mid_cost_bps":5.211636878082417,"side":"buy","target_ltc":null,"vwap":"62.12736165919445277013290234"},{"budget_eur":10000,"eur":"9997.119789383153486873892738","filled_fraction":1.0,"full":true,"impact_bps":2.880210616846513,"ltc":"161.0565308423256563053631825","mid_cost_bps":3.6851965085755696,"side":"sell","target_ltc":"161.0565308423256563053631825","vwap":"62.07211677228000000000000000"}],"spread_bps":1.610435622835977},"raw_file":"1791029701-kraken.json","request_at":1791029701.5729172,"response_at":1791029701.770118,"sequence":null,"sha256":"2a99c02329b2b3950e86675b3d7a2eb6b6e6bc5c14e729d786c567ff66ca433c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 12:15:01 GMT"},"metrics":{"ask":"62.123","ask_levels":646,"bid":"62.091","bid_levels":253,"depth_1pct_eur":{"buy":"47490.95039183653","sell":"86885.33548772918"},"mid":"62.107","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3583040946234057,"ltc":"1.609652094834940205057219656","mid_cost_bps":2.9345955410869924,"side":"buy","target_ltc":null,"vwap":"62.12522589252702898298928340"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.610539369634890724903770273","mid_cost_bps":2.576199140193537,"side":"sell","target_ltc":"1.610539369634890724903770273","vwap":"62.09099999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.434173793759102,"ltc":"16.09157156794799594522840271","mid_cost_bps":6.011257645510114,"side":"buy","target_ltc":null,"vwap":"62.14433411785896966873618543"},{"budget_eur":1000,"eur":"999.6750010181150904317856052","filled_fraction":1.0,"full":true,"impact_bps":3.249989818849096,"ltc":"16.10539369634890724903770273","mid_cost_bps":5.825351696944937,"side":"sell","target_ltc":"16.10539369634890724903770273","vwap":"62.07082048821578408000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":18.45100317583103,"ltc":"160.6745163317477861909650924","mid_cost_bps":21.031955661876296,"side":"buy","target_ltc":null,"vwap":"62.23762316702921511554785844"},{"budget_eur":10000,"eur":"9988.248448421178975213799103","filled_fraction":1.0,"full":true,"impact_bps":11.751551578821024,"ltc":"161.0539369634890724903770273","mid_cost_bps":14.324723285307233,"side":"sell","target_ltc":"161.0539369634890724903770273","vwap":"62.01803344109194237500000000"}],"spread_bps":5.152398280387074},"raw_file":"1791029701-coinbase.json","request_at":1791029701.5739477,"response_at":1791029701.6967418,"sequence":10018652781,"sha256":"56840015a57500010d9f03d77518f101a28cbc233e59425235050e6bb1c11c2a","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791029701.701,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 12:15:01 GMT"},"metrics":{"ask":"62.15","ask_levels":100,"bid":"62.09","bid_levels":100,"depth_1pct_eur":{"buy":"70530.12401840","sell":"86473.96304708"},"mid":"62.12","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609010458567980691874497184","mid_cost_bps":4.829362524146813,"side":"buy","target_ltc":null,"vwap":"62.15000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.610565308423256563053631825","mid_cost_bps":4.829362524146813,"side":"sell","target_ltc":"1.610565308423256563053631825","vwap":"62.08999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.09010458567980691874497184","mid_cost_bps":4.829362524146813,"side":"buy","target_ltc":null,"vwap":"62.15000000000000000000000000"},{"budget_eur":1000,"eur":"999.7137051266306973747785474","filled_fraction":1.0,"full":true,"impact_bps":2.862948733693026,"ltc":"16.10565308423256563053631825","mid_cost_bps":7.690928636107534,"side":"sell","target_ltc":"16.10565308423256563053631825","vwap":"62.07222395131250000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.162462815110338,"ltc":"160.7698180906024096385542169","mid_cost_bps":12.995767288459554,"side":"buy","target_ltc":null,"vwap":"62.20072970639591075063684858"},{"budget_eur":10000,"eur":"9990.555487165767434369463683","filled_fraction":1.0,"full":true,"impact_bps":9.444512834232565,"ltc":"161.0565308423256563053631825","mid_cost_bps":14.269314260745332,"side":"sell","target_ltc":"161.0565308423256563053631825","vwap":"62.03135901981225000000000000"}],"spread_bps":9.658725048293626},"raw_file":"1791029701-okx.json","request_at":1791029701.57429,"response_at":1791029701.8267083,"sequence":null,"sha256":"bf1370cec6b1eed56733b1bfedf7a04e44acb95e588b8a1752e59de2579267ea","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791030601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 12:30:01 GMT"},"metrics":{"ask":"62.09000","ask_levels":100,"bid":"62.07000","bid_levels":100,"depth_1pct_eur":{"buy":"293985.64487000","sell":"781081.36123000"},"mid":"62.08000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.610565308423256563053631825","mid_cost_bps":1.6108247422680413,"side":"buy","target_ltc":null,"vwap":"62.08999999999999999999999999"},{"budget_eur":100,"eur":"99.98958915740293217335266634","filled_fraction":1.0,"full":true,"impact_bps":1.0410842597067826,"ltc":"1.611084259706782664733365555","mid_cost_bps":2.6517413015463918,"side":"sell","target_ltc":"1.611084259706782664733365555","vwap":"62.06353799000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.12174718270269579,"ltc":"16.10545700483091787439613527","mid_cost_bps":1.732591536308157,"side":"buy","target_ltc":null,"vwap":"62.09075592825740103813344268"},{"budget_eur":1000,"eur":"999.8445915740293217335266634","filled_fraction":1.0,"full":true,"impact_bps":1.5540842597067828,"ltc":"16.11084259706782664733365555","mid_cost_bps":3.1646586662371132,"side":"sell","target_ltc":"16.11084259706782664733365555","vwap":"62.06035379900000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7476934625706972,"ltc":"161.0122896007726980038634900","mid_cost_bps":4.358960810100106,"side":"buy","target_ltc":null,"vwap":"62.10706042870910145967458702"},{"budget_eur":10000,"eur":"9996.241222961172869341066538","filled_fraction":1.0,"full":true,"impact_bps":3.7587770388271307,"ltc":"161.1084259706782664733365555","mid_cost_bps":5.368996307989691,"side":"sell","target_ltc":"161.1084259706782664733365555","vwap":"62.04666927092000000000000000"}],"spread_bps":3.2216494845360826},"raw_file":"1791030601-kraken.json","request_at":1791030601.6530898,"response_at":1791030601.857849,"sequence":null,"sha256":"f60294426a9ac2aa9b6e6bb2976adc92ccf1c39916b1adfcb7e9917cba4665b3","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 12:30:01 GMT"},"metrics":{"ask":"62.094","ask_levels":631,"bid":"62.047","bid_levels":248,"depth_1pct_eur":{"buy":"7357.14017486150","sell":"88168.56177085762"},"mid":"62.0705","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.610461558282603794247431314","mid_cost_bps":3.786017512344834,"side":"buy","target_ltc":null,"vwap":"62.09399999999999999999999999"},{"budget_eur":100,"eur":"99.99280982239270230631617966","filled_fraction":1.0,"full":true,"impact_bps":0.7190177607297694,"ltc":"1.611681467274807806985027479","mid_cost_bps":4.5047630516912225,"side":"sell","target_ltc":"1.611681467274807806985027479","vwap":"62.04253871050000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.4241420029771006,"ltc":"16.10393254740539147798640858","mid_cost_bps":4.210320096227034,"side":"buy","target_ltc":null,"vwap":"62.09663366735328600849554170"},{"budget_eur":1000,"eur":"999.7753505134060307508823955","filled_fraction":1.0,"full":true,"impact_bps":2.2464948659396926,"ltc":"16.11681467274807806985027479","mid_cost_bps":6.0316618513941425,"side":"sell","target_ltc":"16.11681467274807806985027479","vwap":"62.03306117330530399000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":42.30726092538411,"ltc":"160.3676840828112730683028405","mid_cost_bps":46.10929604080522,"side":"buy","target_ltc":null,"vwap":"62.35670270599008004988883438"},{"budget_eur":10000,"eur":"9992.681825817839248956436249","filled_fraction":1.0,"full":true,"impact_bps":7.318174182160751,"ltc":"161.1681467274807806985027479","mid_cost_bps":11.101421020944379,"side":"sell","target_ltc":"161.1681467274807806985027479","vwap":"62.00159292465194718800000000"}],"spread_bps":7.572035024689668},"raw_file":"1791030601-coinbase.json","request_at":1791030601.6540866,"response_at":1791030601.7871704,"sequence":10018673478,"sha256":"b4ff1373cf35c0484fd65f5e9015eecef183a4e4744143d9850ea344d2877834","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791030601.801,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 12:30:01 GMT"},"metrics":{"ask":"62.08","ask_levels":100,"bid":"62.06","bid_levels":100,"depth_1pct_eur":{"buy":"80364.82931950","sell":"73118.68369218"},"mid":"62.07","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.610824742268041237113402062","mid_cost_bps":1.6110842597067827,"side":"buy","target_ltc":null,"vwap":"62.07999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.611343860779890428617466967","mid_cost_bps":1.6110842597067827,"side":"sell","target_ltc":"1.611343860779890428617466967","vwap":"62.06000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.862532056392053,"ltc":"16.10363770476497102382485512","mid_cost_bps":4.4740774941327315,"side":"buy","target_ltc":null,"vwap":"62.09777059900608186506909574"},{"budget_eur":1000,"eur":"999.8209691278440219142765063","filled_fraction":1.0,"full":true,"impact_bps":1.7903087215597808,"ltc":"16.11343860779890428617466967","mid_cost_bps":3.4011045474464314,"side":"sell","target_ltc":"16.11343860779890428617466967","vwap":"62.04888934407400000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.477357041075864,"ltc":"160.8656698200224971878515186","mid_cost_bps":15.09061261656178,"side":"buy","target_ltc":null,"vwap":"62.16366743251099896048803504"},{"budget_eur":10000,"eur":"9989.579098422980986142442794","filled_fraction":1.0,"full":true,"impact_bps":10.420901577019015,"ltc":"161.1343860779890428617466967","mid_cost_bps":12.030306941675528,"side":"sell","target_ltc":"161.1343860779890428617466967","vwap":"61.99532788481302000000000000"}],"spread_bps":3.2221685194135654},"raw_file":"1791030601-okx.json","request_at":1791030601.6543164,"response_at":1791030601.9346824,"sequence":null,"sha256":"401fc531fa76370866eb6e58aaa10d613e132ba5c311ef59a6e7b1d088ad75f9","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791031501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 12:45:01 GMT"},"metrics":{"ask":"61.78000","ask_levels":100,"bid":"61.76000","bid_levels":100,"depth_1pct_eur":{"buy":"295670.25317000","sell":"434092.08425000"},"mid":"61.77000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.048587041804399,"ltc":"1.618477099854345363327399256","mid_cost_bps":2.6676656539206047,"side":"buy","target_ltc":null,"vwap":"61.78647817074426757674812534"},{"budget_eur":100,"eur":"99.98950829015544041450777199","filled_fraction":1.0,"full":true,"impact_bps":1.0491709844559585,"ltc":"1.619170984455958549222797927","mid_cost_bps":2.667909988667638,"side":"sell","target_ltc":"1.619170984455958549222797927","vwap":"61.75352032000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6841320936587394,"ltc":"16.18374255663430420711974110","mid_cost_bps":3.3033135947261925,"side":"buy","target_ltc":null,"vwap":"61.79040456807462369168691794"},{"budget_eur":1000,"eur":"999.8437829015544041450777199","filled_fraction":1.0,"full":true,"impact_bps":1.5621709844559586,"ltc":"16.19170984455958549222797927","mid_cost_bps":3.1808269386433543,"side":"sell","target_ltc":"16.19170984455958549222797927","vwap":"61.75035203200000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.854584601442495,"ltc":"161.8023130561397832066008736","mid_cost_bps":5.474117478988463,"side":"buy","target_ltc":null,"vwap":"61.80381362366771173305865604"},{"budget_eur":10000,"eur":"9996.789107046632124352331603","filled_fraction":1.0,"full":true,"impact_bps":3.2108929533678756,"ltc":"161.9170984455958549222797927","mid_cost_bps":4.82928199449571,"side":"sell","target_ltc":"161.9170984455958549222797927","vwap":"61.74016952512000000000000000"}],"spread_bps":3.2378177108628785},"raw_file":"1791031501-kraken.json","request_at":1791031501.6405811,"response_at":1791031501.847332,"sequence":null,"sha256":"bd413464faf4e52916561231335431f75ede08b9bfd8ccc7bc79fb3367301cd2","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 12:45:01 GMT"},"metrics":{"ask":"61.787","ask_levels":644,"bid":"61.749","bid_levels":255,"depth_1pct_eur":{"buy":"49225.27479482196","sell":"89247.96022201109"},"mid":"61.768","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.06059572955011637,"ltc":"1.618453623680973651841781576","mid_cost_bps":3.136640790404628,"side":"buy","target_ltc":null,"vwap":"61.78737440283417130401554683"},{"budget_eur":100,"eur":"99.99635824345333527668464265","filled_fraction":1.0,"full":true,"impact_bps":0.36417565466647234,"ltc":"1.619459424444120552559555620","mid_cost_bps":3.440090054720891,"side":"sell","target_ltc":"1.619459424444120552559555620","vwap":"61.74675125175000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":4.699019361009088,"ltc":"16.17703268920678053830227743","mid_cost_bps":7.776491213228024,"side":"buy","target_ltc":null,"vwap":"61.81603383092586685498347862"},{"budget_eur":1000,"eur":"999.7497904145311758894880887","filled_fraction":1.0,"full":true,"impact_bps":2.5020958546882412,"ltc":"16.19459424444120552559555620","mid_cost_bps":5.577352624840438,"side":"sell","target_ltc":"16.19459424444120552559555620","vwap":"61.73354980830688558000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":17.83723997334054,"ltc":"161.5581679008280337024243794","mid_cost_bps":20.91875317693291,"side":"buy","target_ltc":null,"vwap":"61.89721095462327920619790855"},{"budget_eur":10000,"eur":"9991.321870103385849811332975","filled_fraction":1.0,"full":true,"impact_bps":8.67812989661415,"ltc":"161.9459424444120552559555620","mid_cost_bps":11.751486902377074,"side":"sell","target_ltc":"161.9459424444120552559555620","vwap":"61.69541341570139728400000000"}],"spread_bps":6.152052842895998},"raw_file":"1791031501-coinbase.json","request_at":1791031501.6415849,"response_at":1791031501.763069,"sequence":10018700944,"sha256":"a26560f0bc2e6c4759c7dd5c3a89c1e750d5e995ea60f5902b5efc29d5551e59","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791031501.801,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 12:45:01 GMT"},"metrics":{"ask":"61.79","ask_levels":100,"bid":"61.76","bid_levels":100,"depth_1pct_eur":{"buy":"70904.62864171","sell":"75896.32135798"},"mid":"61.775","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.618384851917786049522576469","mid_cost_bps":2.4281667341157425,"side":"buy","target_ltc":null,"vwap":"61.78999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.619170984455958549222797927","mid_cost_bps":2.4281667341157425,"side":"sell","target_ltc":"1.619170984455958549222797927","vwap":"61.76000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.18384851917786049522576469","mid_cost_bps":2.4281667341157425,"side":"buy","target_ltc":null,"vwap":"61.78999999999999999999999999"},{"budget_eur":1000,"eur":"999.7301264546632124352331603","filled_fraction":1.0,"full":true,"impact_bps":2.698735453367876,"ltc":"16.19170984455958549222797927","mid_cost_bps":5.126246889518414,"side":"sell","target_ltc":"16.19170984455958549222797927","vwap":"61.74333260984000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.177800641647849,"ltc":"161.7062450483271375464684015","mid_cost_bps":10.60795308211122,"side":"buy","target_ltc":null,"vwap":"61.84053063016474206230833111"},{"budget_eur":10000,"eur":"9988.048551600984455958549220","filled_fraction":1.0,"full":true,"impact_bps":11.951448399015543,"ltc":"161.9170984455958549222797927","mid_cost_bps":14.376713122188587,"side":"sell","target_ltc":"161.9170984455958549222797927","vwap":"61.68618785468768000000000000"}],"spread_bps":4.856333468231485},"raw_file":"1791031501-okx.json","request_at":1791031501.6417978,"response_at":1791031501.9311004,"sequence":null,"sha256":"20b9a58a9ec2d3a5a2be6b542033189216c6aefb1a98ec8b11a0b8862370f87b","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791032401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 13:00:02 GMT"},"metrics":{"ask":"61.84000","ask_levels":100,"bid":"61.83000","bid_levels":100,"depth_1pct_eur":{"buy":"282167.53259000","sell":"405083.95695000"},"mid":"61.83500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.617076326002587322121604140","mid_cost_bps":0.8086035416835126,"side":"buy","target_ltc":null,"vwap":"61.83999999999999999999999999"},{"budget_eur":100,"eur":"99.97739324276241306808992399","filled_fraction":1.0,"full":true,"impact_bps":2.2606757237586934,"ltc":"1.617337861879346595503800744","mid_cost_bps":3.069096466402523,"side":"sell","target_ltc":"1.617337861879346595503800744","vwap":"61.81602224200000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.2773329350027853,"ltc":"16.16869797898140662894098626","mid_cost_bps":2.086039762279813,"side":"buy","target_ltc":null,"vwap":"61.84789902687005722415609541"},{"budget_eur":1000,"eur":"999.6862724276241306808992399","filled_fraction":1.0,"full":true,"impact_bps":3.1372757237586932,"ltc":"16.17337861879346595503800744","mid_cost_bps":3.945625584216059,"side":"sell","target_ltc":"16.17337861879346595503800744","vwap":"61.81060222420000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.043705263515273,"ltc":"161.6422692307692307692307692","mid_cost_bps":4.852635780638546,"side":"buy","target_ltc":null,"vwap":"61.86500627334957844946783009"},{"budget_eur":10000,"eur":"9995.726346414361960213488598","filled_fraction":1.0,"full":true,"impact_bps":4.27365358563804,"ltc":"161.7337861879346595503800744","mid_cost_bps":5.081911558179025,"side":"sell","target_ltc":"161.7337861879346595503800744","vwap":"61.80357599988000000000000000"}],"spread_bps":1.6172070833670251},"raw_file":"1791032401-kraken.json","request_at":1791032401.7618167,"response_at":1791032402.161104,"sequence":null,"sha256":"229414b81fd18ecd3e8c9fc1f96709c3986d5928504998124a90acc9f44e5bc5","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 13:00:01 GMT"},"metrics":{"ask":"61.845","ask_levels":642,"bid":"61.812","bid_levels":254,"depth_1pct_eur":{"buy":"46306.42003079452","sell":"89123.02046898600"},"mid":"61.8285","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.06044394698312718,"ltc":"1.616935816382627817482133040","mid_cost_bps":2.7291322917614287,"side":"buy","target_ltc":null,"vwap":"61.84537381559011715006385561"},{"budget_eur":100,"eur":"99.99697345580146249919109560","filled_fraction":1.0,"full":true,"impact_bps":0.3026544198537501,"ltc":"1.617808839707500161780883971","mid_cost_bps":2.9712458655797893,"side":"sell","target_ltc":"1.617808839707500161780883971","vwap":"61.81012923250000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.2837978065091407,"ltc":"16.16414791846116551924755163","mid_cost_bps":5.95334635877561,"side":"buy","target_ltc":null,"vwap":"61.86530864753435577996235537"},{"budget_eur":1000,"eur":"999.8271106802697249724972499","filled_fraction":1.0,"full":true,"impact_bps":1.7288931973027504,"ltc":"16.17808839707500161780883971","mid_cost_bps":4.39710402664916,"side":"sell","target_ltc":"16.17808839707500161780883971","vwap":"61.80131336536883224000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":19.281081143311404,"ltc":"161.3833943459336902534993227","mid_cost_bps":21.954898846132345,"side":"buy","target_ltc":null,"vwap":"61.96424384633080936735719109"},{"budget_eur":10000,"eur":"9992.351895567746748851355725","filled_fraction":1.0,"full":true,"impact_bps":7.648104432253251,"ltc":"161.7808839707500161780883971","mid_cost_bps":10.31473561814435,"side":"sell","target_ltc":"161.7808839707500161780883971","vwap":"61.76472553688335620400000000"}],"spread_bps":5.337344428540236},"raw_file":"1791032401-coinbase.json","request_at":1791032401.762888,"response_at":1791032401.9009976,"sequence":10018721749,"sha256":"bee68f4fac43c8958fe36379eeb3492e3591b2f7ebf56b39f207da2263fbd938","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791032401.951,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 13:00:02 GMT"},"metrics":{"ask":"61.85","ask_levels":100,"bid":"61.82","bid_levels":100,"depth_1pct_eur":{"buy":"79641.31775597","sell":"81992.44972814"},"mid":"61.835","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.616814874696847210994341148","mid_cost_bps":2.425810625050538,"side":"buy","target_ltc":null,"vwap":"61.85000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.617599482368165642186994500","mid_cost_bps":2.425810625050538,"side":"sell","target_ltc":"1.617599482368165642186994500","vwap":"61.82"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.42860580963272776,"ltc":"16.16745580042016806722689076","mid_cost_bps":2.854520406335962,"side":"buy","target_ltc":null,"vwap":"61.85265092693257842134760531"},{"budget_eur":1000,"eur":"999.7303977452895503073439016","filled_fraction":1.0,"full":true,"impact_bps":2.696022547104497,"ltc":"16.17599482368165642186994500","mid_cost_bps":5.121179168141021,"side":"sell","target_ltc":"16.17599482368165642186994500","vwap":"61.80333318861380000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.16013881681552,"ltc":"161.5173835658489347966429955","mid_cost_bps":12.58841409913544,"side":"buy","target_ltc":null,"vwap":"61.91284045858200399567439255"},{"budget_eur":10000,"eur":"9988.698445298686509220317048","filled_fraction":1.0,"full":true,"impact_bps":11.30155470131349,"ltc":"161.7599482368165642186994500","mid_cost_bps":13.724623783216625,"side":"sell","target_ltc":"161.7599482368165642186994500","vwap":"61.75013378883648000000000000"}],"spread_bps":4.851621250101076},"raw_file":"1791032401-okx.json","request_at":1791032401.7631605,"response_at":1791032402.0755994,"sequence":null,"sha256":"13234a779978f5d94623d5b981ad8ab55dc12b2e13bf29f9e5d8c59abf1f8c01","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791033301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 13:15:01 GMT"},"metrics":{"ask":"61.68000","ask_levels":100,"bid":"61.67000","bid_levels":100,"depth_1pct_eur":{"buy":"287922.93704000","sell":"796748.92353000"},"mid":"61.67500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.051211157488018,"ltc":"1.621100664613389528286594262","mid_cost_bps":1.861997635895597,"side":"buy","target_ltc":null,"vwap":"61.68648387041938609499258541"},{"budget_eur":100,"eur":"99.99341466028863304686233177","filled_fraction":1.0,"full":true,"impact_bps":0.6585339711366953,"ltc":"1.621533971136695313766823415","mid_cost_bps":1.4691818402918524,"side":"sell","target_ltc":"1.621533971136695313766823415","vwap":"61.66593882100000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.5642621602296816,"ltc":"16.21017506889285135354190306","mid_cost_bps":2.375090231746522,"side":"buy","target_ltc":null,"vwap":"61.68964836900429667550894960"},{"budget_eur":1000,"eur":"999.8448132057726609372466354","filled_fraction":1.0,"full":true,"impact_bps":1.5518679422733905,"ltc":"16.21533971136695313766823415","mid_cost_bps":2.3624433887312524,"side":"sell","target_ltc":"16.21533971136695313766823415","vwap":"61.66042963040000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.887333786921043,"ltc":"162.0641079241614000972289742","mid_cost_bps":4.698350190146574,"side":"buy","target_ltc":null,"vwap":"61.70397707479772899367292760"},{"budget_eur":10000,"eur":"9995.007200144316523431165883","filled_fraction":1.0,"full":true,"impact_bps":4.992799855683477,"ltc":"162.1533971136695313766823415","mid_cost_bps":5.803096345358735,"side":"sell","target_ltc":"162.1533971136695313766823415","vwap":"61.63920940329000000000000000"}],"spread_bps":1.6214025131738954},"raw_file":"1791033301-kraken.json","request_at":1791033301.801029,"response_at":1791033301.9999118,"sequence":null,"sha256":"d7cd918ab803e94d5dac81c615e30fc7c49d4bd3b767c079336c581d78ba0c0d","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 13:15:02 GMT"},"metrics":{"ask":"61.687","ask_levels":647,"bid":"61.665","bid_levels":253,"depth_1pct_eur":{"buy":"45198.31798574182","sell":"89809.80160146966"},"mid":"61.676","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.06085809391279286,"ltc":"1.621077235442873816625599792","mid_cost_bps":1.8443827945910638,"side":"buy","target_ltc":null,"vwap":"61.68737541532391984531156624"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.621665450417578853482526555","mid_cost_bps":1.783513846552954,"side":"sell","target_ltc":"1.621665450417578853482526555","vwap":"61.66499999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6733709802928547,"ltc":"16.20653840115410792416140010","mid_cost_bps":4.457361626261841,"side":"buy","target_ltc":null,"vwap":"61.70349122356613253268563022"},{"budget_eur":1000,"eur":"999.7182150410714294980945432","filled_fraction":1.0,"full":true,"impact_bps":2.817849589285705,"ltc":"16.21665450417578853482526555","mid_cost_bps":4.60086086846266,"side":"sell","target_ltc":"16.21665450417578853482526555","vwap":"61.64762373050766970000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.144650810520215,"ltc":"161.9120735414768758085381630","mid_cost_bps":13.93033067236138,"side":"buy","target_ltc":null,"vwap":"61.76191670745485605202639005"},{"budget_eur":10000,"eur":"9992.612987185885306089353768","filled_fraction":1.0,"full":true,"impact_bps":7.387012814114694,"ltc":"162.1665450417578853482526555","mid_cost_bps":9.169209176703784,"side":"sell","target_ltc":"162.1665450417578853482526555","vwap":"61.61944798548176174000000000"}],"spread_bps":3.567027693105908},"raw_file":"1791033301-coinbase.json","request_at":1791033301.8020523,"response_at":1791033302.0092869,"sequence":10018741895,"sha256":"4a31f19f5fcf26db927320ca022d0a0afb27adec917e06a6a4d6e3e1bf8db877","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791033301.909,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 13:15:02 GMT"},"metrics":{"ask":"61.69","ask_levels":100,"bid":"61.67","bid_levels":100,"depth_1pct_eur":{"buy":"78840.81531051","sell":"83299.44410865"},"mid":"61.68","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.621008267142162425028367645","mid_cost_bps":1.6212710765239948,"side":"buy","target_ltc":null,"vwap":"61.68999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.621533971136695313766823415","mid_cost_bps":1.6212710765239948,"side":"sell","target_ltc":"1.621533971136695313766823415","vwap":"61.67000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7008059857517863,"ltc":"16.20570582469215813350615684","mid_cost_bps":4.322514936138581,"side":"buy","target_ltc":null,"vwap":"61.70666127212610276918405347"},{"budget_eur":1000,"eur":"999.6396891715453218744932707","filled_fraction":1.0,"full":true,"impact_bps":3.6031082845467814,"ltc":"16.21533971136695313766823415","mid_cost_bps":5.223795199546044,"side":"sell","target_ltc":"16.21533971136695313766823415","vwap":"61.64777963120920000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.379953151821777,"ltc":"161.9489193865328585302686954","mid_cost_bps":11.002744973020192,"side":"buy","target_ltc":null,"vwap":"61.74786493099358854060715071"},{"budget_eur":10000,"eur":"9987.303489272949570293497649","filled_fraction":1.0,"full":true,"impact_bps":12.69651072705043,"ltc":"162.1533971136695313766823415","mid_cost_bps":14.31572335501297,"side":"sell","target_ltc":"162.1533971136695313766823415","vwap":"61.59170061834628000000000000"}],"spread_bps":3.2425421530479897},"raw_file":"1791033301-okx.json","request_at":1791033301.8023655,"response_at":1791033302.0347025,"sequence":null,"sha256":"fa1b8cf3eb9d9187f4d80321b221f27a6be54f063b743b1f1e3a835ffeca3af0","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791034202,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 13:30:02 GMT"},"metrics":{"ask":"61.81000","ask_levels":100,"bid":"61.80000","bid_levels":100,"depth_1pct_eur":{"buy":"275819.96847000","sell":"788636.22571000"},"mid":"61.80500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.617861187510111632421938198","mid_cost_bps":0.808996035919424,"side":"buy","target_ltc":null,"vwap":"61.80999999999999999999999999"},{"budget_eur":100,"eur":"99.97585754045307443365695794","filled_fraction":1.0,"full":true,"impact_bps":2.4142459546925568,"ltc":"1.618122977346278317152103560","mid_cost_bps":3.2230466790712726,"side":"sell","target_ltc":"1.618122977346278317152103560","vwap":"61.78507996000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.2932192096145676,"ltc":"16.17651989647363312843739890","mid_cost_bps":2.102319866455407,"side":"buy","target_ltc":null,"vwap":"61.81799338793462764198674111"},{"budget_eur":1000,"eur":"999.6845954045307443365695794","filled_fraction":1.0,"full":true,"impact_bps":3.1540459546925566,"ltc":"16.18122977346278317152103560","mid_cost_bps":3.962786829544535,"side":"sell","target_ltc":"16.18122977346278317152103560","vwap":"61.78050799600000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.2235281123682262,"ltc":"161.7339833468067906224737268","mid_cost_bps":4.032784930434108,"side":"buy","target_ltc":null,"vwap":"61.82992462726254800507587591"},{"budget_eur":10000,"eur":"9995.013778090614886731391587","filled_fraction":1.0,"full":true,"impact_bps":4.9862219093851134,"ltc":"161.8122977346278317152103560","mid_cost_bps":5.794814561928646,"side":"sell","target_ltc":"161.8122977346278317152103560","vwap":"61.76918514860000000000000000"}],"spread_bps":1.617992071838848},"raw_file":"1791034202-kraken.json","request_at":1791034202.1902046,"response_at":1791034202.3796659,"sequence":null,"sha256":"1222bccff4effcda2b77a4c8fcce8361d450488bbc1c104adc98ec5525dda45e","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 13:30:02 GMT"},"metrics":{"ask":"61.806","ask_levels":646,"bid":"61.78","bid_levels":255,"depth_1pct_eur":{"buy":"49083.22336050630","sell":"88170.06345700543"},"mid":"61.793","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.8150593628832743,"ltc":"1.617834030201578981427554520","mid_cost_bps":2.919028999763139,"side":"buy","target_ltc":null,"vwap":"61.81103755589823636513673437"},{"budget_eur":100,"eur":"99.99757541275493687277436066","filled_fraction":1.0,"full":true,"impact_bps":0.24245872450631273,"ltc":"1.618646811265781806409841373","mid_cost_bps":2.346205880925024,"side":"sell","target_ltc":"1.618646811265781806409841373","vwap":"61.77850209000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.6227786347121165,"ltc":"16.17379952325420055953555315","mid_cost_bps":5.7273389590571275,"side":"buy","target_ltc":null,"vwap":"61.82839094562970170843003602"},{"budget_eur":1000,"eur":"999.8373594501554483651667209","filled_fraction":1.0,"full":true,"impact_bps":1.6264054984455163,"ltc":"16.18646811265781806409841373","mid_cost_bps":3.7298615003959026,"side":"sell","target_ltc":"16.18646811265781806409841373","vwap":"61.76995206683060360000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.58725489677171,"ltc":"161.6416193871977658320822639","mid_cost_bps":11.693070026538159,"side":"buy","target_ltc":null,"vwap":"61.86525498761498724015745495"},{"budget_eur":10000,"eur":"9993.562558302940058271285208","filled_fraction":1.0,"full":true,"impact_bps":6.437441697059942,"ltc":"161.8646811265781806409841373","mid_cost_bps":8.539885554097765,"side":"sell","target_ltc":"161.8646811265781806409841373","vwap":"61.74022948519556368000000000"}],"spread_bps":4.207596329681356},"raw_file":"1791034202-coinbase.json","request_at":1791034202.1912344,"response_at":1791034202.321289,"sequence":10018762986,"sha256":"cc47bcd0d53d7a6cd7c3b828a344a7b9aebeb4a36dd348d7673f18f653d0a735","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791034202.309,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 13:30:02 GMT"},"metrics":{"ask":"61.82","ask_levels":100,"bid":"61.79","bid_levels":100,"depth_1pct_eur":{"buy":"78812.19154252","sell":"73609.58687713"},"mid":"61.805","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.617599482368165642186994500","mid_cost_bps":2.426988107758272,"side":"buy","target_ltc":null,"vwap":"61.82"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.618384851917786049522576469","mid_cost_bps":2.426988107758272,"side":"sell","target_ltc":"1.618384851917786049522576469","vwap":"61.78999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7968443612315435,"ltc":"16.17308877134540750323415265","mid_cost_bps":4.224268560979436,"side":"buy","target_ltc":null,"vwap":"61.83110809184113340150516024"},{"budget_eur":1000,"eur":"999.6403516192328855801909696","filled_fraction":1.0,"full":true,"impact_bps":3.5964838076711443,"ltc":"16.18384851917786049522576469","mid_cost_bps":6.02259905308632,"side":"sell","target_ltc":"16.18384851917786049522576469","vwap":"61.76777732655240000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.42973768117158,"ltc":"161.6237036942963322022943933","mid_cost_bps":10.858771676240226,"side":"buy","target_ltc":null,"vwap":"61.87211263834500271033785545"},{"budget_eur":10000,"eur":"9989.143295620822139504774237","filled_fraction":1.0,"full":true,"impact_bps":10.856704379177861,"ltc":"161.8384851917786049522576469","mid_cost_bps":13.28105757769436,"side":"sell","target_ltc":"161.8384851917786049522576469","vwap":"61.72291642364106000000000000"}],"spread_bps":4.853976215516544},"raw_file":"1791034202-okx.json","request_at":1791034202.1914794,"response_at":1791034202.4350898,"sequence":null,"sha256":"de6421405d0fab1593edabc6e56f42009cd4b2f38abde8fcaba2114c935a7f03","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791035101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 13:45:01 GMT"},"metrics":{"ask":"61.95000","ask_levels":100,"bid":"61.94000","bid_levels":100,"depth_1pct_eur":{"buy":"293061.13151000","sell":"402009.23738000"},"mid":"61.94500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614205004035512510088781275","mid_cost_bps":0.8071676487206393,"side":"buy","target_ltc":null,"vwap":"61.95000000000000000000000000"},{"budget_eur":100,"eur":"99.98485534388117533096545041","filled_fraction":1.0,"full":true,"impact_bps":1.5144656118824669,"ltc":"1.614465611882466903454956409","mid_cost_bps":2.321511017838405,"side":"sell","target_ltc":"1.614465611882466903454956409","vwap":"61.93061940000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.3389681556318695,"ltc":"16.13988896061975468043899290","mid_cost_bps":2.146243881530298,"side":"buy","target_ltc":null,"vwap":"61.95829490772413943168284008"},{"budget_eur":1000,"eur":"999.8283568776235066193090084","filled_fraction":1.0,"full":true,"impact_bps":1.7164312237649337,"ltc":"16.14465611882466903454956409","mid_cost_bps":2.5234603277100653,"side":"sell","target_ltc":"16.14465611882466903454956409","vwap":"61.92936842500000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.306048688316498,"ltc":"161.3348953225806451612903226","mid_cost_bps":6.113644624121512,"side":"buy","target_ltc":null,"vwap":"61.98287097162412070261971033"},{"budget_eur":10000,"eur":"9995.091217552470132386180172","filled_fraction":1.0,"full":true,"impact_bps":4.908782447529868,"ltc":"161.4465611882466903454956409","mid_cost_bps":5.7155538752118815,"side":"sell","target_ltc":"161.4465611882466903454956409","vwap":"61.90959500152000000000000000"}],"spread_bps":1.6143352974412786},"raw_file":"1791035101-kraken.json","request_at":1791035101.4726713,"response_at":1791035101.658807,"sequence":null,"sha256":"99b9c9e003cf8f32fe590ff58a3816a9699a57b611f1dba56ada54808757ec5c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 13:45:01 GMT"},"metrics":{"ask":"61.982","ask_levels":648,"bid":"61.948","bid_levels":246,"depth_1pct_eur":{"buy":"45982.46638419949","sell":"80290.45958187609"},"mid":"61.965","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613371624019876738407924881","mid_cost_bps":2.7434842249657065,"side":"buy","target_ltc":null,"vwap":"61.98200000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614257118873894233873571382","mid_cost_bps":2.7434842249657065,"side":"sell","target_ltc":"1.614257118873894233873571382","vwap":"61.94800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9230438414673291,"ltc":"16.13222716490539559641906605","mid_cost_bps":3.6667813020548374,"side":"buy","target_ltc":null,"vwap":"61.98772121033818279947617220"},{"budget_eur":1000,"eur":"999.7276374328227874991928712","filled_fraction":1.0,"full":true,"impact_bps":2.7236256717721252,"ltc":"16.14257118873894233873571382","mid_cost_bps":5.466362674331309,"side":"sell","target_ltc":"16.14257118873894233873571382","vwap":"61.93112768368850604000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.706363742540953,"ltc":"161.2129258573220928547272815","mid_cost_bps":10.45196219624261,"side":"buy","target_ltc":null,"vwap":"62.02976558374901733500684480"},{"budget_eur":10000,"eur":"9989.872834518731899012074640","filled_fraction":1.0,"full":true,"impact_bps":10.1271654812681,"ltc":"161.4257118873894233873571382","mid_cost_bps":12.86787133435966,"side":"sell","target_ltc":"161.4257118873894233873571382","vwap":"61.88526423527664036800000000"}],"spread_bps":5.486968449931413},"raw_file":"1791035101-coinbase.json","request_at":1791035101.47394,"response_at":1791035101.5857372,"sequence":10018786236,"sha256":"7d55f818d61a7d1ed715176b50e4381348c47e300bbb2273bc29bfae0d607e5a","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791035101.559,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 13:45:01 GMT"},"metrics":{"ask":"61.97","ask_levels":100,"bid":"61.94","bid_levels":100,"depth_1pct_eur":{"buy":"69844.27880080","sell":"82162.16938255"},"mid":"61.955","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613684040664837824753913184","mid_cost_bps":2.4211120974901137,"side":"buy","target_ltc":null,"vwap":"61.96999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614465611882466903454956409","mid_cost_bps":2.4211120974901137,"side":"sell","target_ltc":"1.614465611882466903454956409","vwap":"61.94000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6884037587405745,"ltc":"16.13250333838709677419354839","mid_cost_bps":5.110166748917011,"side":"buy","target_ltc":null,"vwap":"61.98666003809291533873055611"},{"budget_eur":1000,"eur":"999.7309332964352599289635128","filled_fraction":1.0,"full":true,"impact_bps":2.6906670356474005,"ltc":"16.14465611882466903454956409","mid_cost_bps":5.111127692486482,"side":"sell","target_ltc":"16.14465611882466903454956409","vwap":"61.92333400838120000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.492324819441887,"ltc":"161.1992685578472446019980664","mid_cost_bps":12.915977226387115,"side":"buy","target_ltc":null,"vwap":"62.03502093690608136954866301"},{"budget_eur":10000,"eur":"9987.357050521762996448175651","filled_fraction":1.0,"full":true,"impact_bps":12.642949478237004,"ltc":"161.4465611882466903454956409","mid_cost_bps":15.061000575934147,"side":"sell","target_ltc":"161.4465611882466903454956409","vwap":"61.86168957093180000000000000"}],"spread_bps":4.842224194980227},"raw_file":"1791035101-okx.json","request_at":1791035101.4742393,"response_at":1791035101.6852043,"sequence":null,"sha256":"82fa6481ec24ab1c648bf41b34a4d4ba39e2c78326f7290de44216070ce14b2a","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791036001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 14:00:01 GMT"},"metrics":{"ask":"62.10000","ask_levels":100,"bid":"62.08000","bid_levels":100,"depth_1pct_eur":{"buy":"270758.33161000","sell":"732649.92302000"},"mid":"62.09000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.040246664072193,"ltc":"1.610138464015456448236998873","mid_cost_bps":2.6509795110143854,"side":"buy","target_ltc":null,"vwap":"62.10645993178388831836585315"},{"budget_eur":100,"eur":"99.98959175257731958762886599","filled_fraction":1.0,"full":true,"impact_bps":1.0408247422680412,"ltc":"1.610824742268041237113402062","mid_cost_bps":2.6512224190690934,"side":"sell","target_ltc":"1.610824742268041237113402062","vwap":"62.07353856000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5532971043385504,"ltc":"16.10055868620189985509579778","mid_cost_bps":3.1641125814047992,"side":"buy","target_ltc":null,"vwap":"62.10964597501794239772833294"},{"budget_eur":1000,"eur":"999.8446175257731958762886599","filled_fraction":1.0,"full":true,"impact_bps":1.5538247422680413,"ltc":"16.10824742268041237113402062","mid_cost_bps":3.164139797068771,"side":"sell","target_ltc":"16.10824742268041237113402062","vwap":"62.07035385600000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.385282639404652,"ltc":"160.9600102993241068554876086","mid_cost_bps":5.996554226236574,"side":"buy","target_ltc":null,"vwap":"62.12723260519070288979333592"},{"budget_eur":10000,"eur":"9996.721785773195876288659795","filled_fraction":1.0,"full":true,"impact_bps":3.2782142268041237,"ltc":"161.0824742268041237113402062","mid_cost_bps":4.888251557416654,"side":"sell","target_ltc":"161.0824742268041237113402062","vwap":"62.05964884608000000000000000"}],"spread_bps":3.221130616846513},"raw_file":"1791036001-kraken.json","request_at":1791036001.2644467,"response_at":1791036001.4643648,"sequence":null,"sha256":"1c128481e5398244d333e934443526ea432e3d2aabe922d2cc3e15dbdda5379c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 14:00:01 GMT"},"metrics":{"ask":"62.109","ask_levels":650,"bid":"62.067","bid_levels":240,"depth_1pct_eur":{"buy":"44152.27237524570","sell":"80746.79635828042"},"mid":"62.088","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.11951210273490037,"ltc":"1.610053372188501231665888490","mid_cost_bps":3.5018486211306845,"side":"buy","target_ltc":null,"vwap":"62.10974227771887619275709667"},{"budget_eur":100,"eur":"99.99880267573750946557752109","filled_fraction":1.0,"full":true,"impact_bps":0.11973242624905345,"ltc":"1.611162131245267211239467028","mid_cost_bps":3.5019880250612037,"side":"sell","target_ltc":"1.611162131245267211239467028","vwap":"62.06625685675000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5160535383696796,"ltc":"16.09828555647108063295825888","mid_cost_bps":4.898862408430009,"side":"buy","target_ltc":null,"vwap":"62.11841605692146024233072479"},{"budget_eur":1000,"eur":"999.8434941211905679346512642","filled_fraction":1.0,"full":true,"impact_bps":1.5650587880943208,"ltc":"16.11162131245267211239467028","mid_cost_bps":4.946825534735379,"side":"sell","target_ltc":"16.11162131245267211239467028","vwap":"62.05728614961993498000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.487363356822103,"ltc":"160.8225187565987410476282237","mid_cost_bps":14.873544819109393,"side":"buy","target_ltc":null,"vwap":"62.18034686507288639754426559"},{"budget_eur":10000,"eur":"9993.996362840779137222678721","filled_fraction":1.0,"full":true,"impact_bps":6.003637159220863,"ltc":"161.1162131245267211239467028","mid_cost_bps":9.383902647232336,"side":"sell","target_ltc":"161.1162131245267211239467028","vwap":"62.02973722524386387100000000"}],"spread_bps":6.76459219172787},"raw_file":"1791036001-coinbase.json","request_at":1791036001.2654746,"response_at":1791036001.4004002,"sequence":10018803321,"sha256":"a1bbb028226d7c1ca40d21ba1313947c4815d3fdcc80d22739749f3d86fa0a73","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791036001.359,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 14:00:01 GMT"},"metrics":{"ask":"62.11","ask_levels":100,"bid":"62.08","bid_levels":100,"depth_1pct_eur":{"buy":"78773.38274176","sell":"83638.32871049"},"mid":"62.095","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.610046691354049267428755434","mid_cost_bps":2.4156534342539655,"side":"buy","target_ltc":null,"vwap":"62.11000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.610824742268041237113402062","mid_cost_bps":2.4156534342539655,"side":"sell","target_ltc":"1.610824742268041237113402062","vwap":"62.07999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7884041845956136,"ltc":"16.09758801416384999195235796","mid_cost_bps":4.2044896353206145,"side":"buy","target_ltc":null,"vwap":"62.12110777839052335623025166"},{"budget_eur":1000,"eur":"999.7136765030927835051546393","filled_fraction":1.0,"full":true,"impact_bps":2.863234969072165,"ltc":"16.10824742268041237113402062","mid_cost_bps":5.278196744987519,"side":"sell","target_ltc":"16.10824742268041237113402062","vwap":"62.06222503731200000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.064109969015947,"ltc":"160.8588648913183279742765273","mid_cost_bps":11.481952978107422,"side":"buy","target_ltc":null,"vwap":"62.16629718701755804340095244"},{"budget_eur":10000,"eur":"9988.917733177319587628865980","filled_fraction":1.0,"full":true,"impact_bps":11.082266822680412,"ltc":"161.0824742268041237113402062","mid_cost_bps":13.495243165343425,"side":"sell","target_ltc":"161.0824742268041237113402062","vwap":"62.01120128756480000000000000"}],"spread_bps":4.831306868507931},"raw_file":"1791036001-okx.json","request_at":1791036001.265769,"response_at":1791036001.484743,"sequence":null,"sha256":"a55c6a2969513bd01fbd3012ed3fab2a76d2f9ce69f996a99ed071265f6e81c5","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791036901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 14:15:01 GMT"},"metrics":{"ask":"61.96000","ask_levels":100,"bid":"61.95000","bid_levels":100,"depth_1pct_eur":{"buy":"265514.01337000","sell":"413513.00530000"},"mid":"61.95500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613944480309877340219496449","mid_cost_bps":0.8070373658300379,"side":"buy","target_ltc":null,"vwap":"61.96000000000000000000000000"},{"budget_eur":100,"eur":"99.98681589991928974979822436","filled_fraction":1.0,"full":true,"impact_bps":1.318410008071025,"ltc":"1.614205004035512510088781275","mid_cost_bps":2.1253409732870634,"side":"sell","target_ltc":"1.614205004035512510088781275","vwap":"61.94183245000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.13944480309877340219496449","mid_cost_bps":0.8070373658300379,"side":"buy","target_ltc":null,"vwap":"61.96000000000000000000000000"},{"budget_eur":1000,"eur":"999.6962589991928974979822436","filled_fraction":1.0,"full":true,"impact_bps":3.037410008071025,"ltc":"16.14205004035512510088781275","mid_cost_bps":3.844202243563877,"side":"sell","target_ltc":"16.14205004035512510088781275","vwap":"61.93118324500000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.9923658358266634,"ltc":"161.3622987578641716405871915","mid_cost_bps":2.799563993024293,"side":"buy","target_ltc":null,"vwap":"61.97234469871878200619425531"},{"budget_eur":10000,"eur":"9994.387439983857949959644874","filled_fraction":1.0,"full":true,"impact_bps":5.61256001614205,"ltc":"161.4205004035512510088781275","mid_cost_bps":6.419144427406989,"side":"sell","target_ltc":"161.4205004035512510088781275","vwap":"61.91523019070000000000000000"}],"spread_bps":1.6140747316600759},"raw_file":"1791036901-kraken.json","request_at":1791036901.498482,"response_at":1791036901.7224584,"sequence":null,"sha256":"f2a23b62c30b3a238561acd1047b4fa60f803883f62de30f6ba9a788f7c75bd2","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 14:15:01 GMT"},"metrics":{"ask":"61.958","ask_levels":648,"bid":"61.926","bid_levels":248,"depth_1pct_eur":{"buy":"38839.10940411593","sell":"80603.16928872473"},"mid":"61.942","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.8211644336966256,"ltc":"1.613864053551094183719579110","mid_cost_bps":3.404438119256329,"side":"buy","target_ltc":null,"vwap":"61.96308777059829755333022230"},{"budget_eur":100,"eur":"99.99939766939573038788231114","filled_fraction":1.0,"full":true,"impact_bps":0.060233060426961214,"ltc":"1.614830604269612117688854439","mid_cost_bps":2.643279075586839,"side":"sell","target_ltc":"1.614830604269612117688854439","vwap":"61.92562700075000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.4150232540082226,"ltc":"16.13445582908782911719153330","mid_cost_bps":5.998966949272568,"side":"buy","target_ltc":null,"vwap":"61.97915880107718414444379334"},{"budget_eur":1000,"eur":"999.8157089132168620611697832","filled_fraction":1.0,"full":true,"impact_bps":1.8429108678313795,"ltc":"16.14830604269612117688854439","mid_cost_bps":4.425496406336992,"side":"sell","target_ltc":"16.14830604269612117688854439","vwap":"61.91458759015986740000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.33066349500741,"ltc":"161.2008864441414336536758906","mid_cost_bps":14.91691015504293,"side":"buy","target_ltc":null,"vwap":"62.03439832488236691294336577"},{"budget_eur":10000,"eur":"9993.329840504509676387946903","filled_fraction":1.0,"full":true,"impact_bps":6.670159495490323,"ltc":"161.4830604269612117688854439","mid_cost_bps":9.251498125952242,"side":"sell","target_ltc":"161.4830604269612117688854439","vwap":"61.88469437030822662200000000"}],"spread_bps":5.166123147460528},"raw_file":"1791036901-coinbase.json","request_at":1791036901.4995124,"response_at":1791036901.650106,"sequence":10018827329,"sha256":"f6f2e31ad6dd50fb883321b40c9267b2bd8cf38449bec92a329cd947ebbf5313","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791036901.654,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 14:15:01 GMT"},"metrics":{"ask":"61.97","ask_levels":100,"bid":"61.94","bid_levels":100,"depth_1pct_eur":{"buy":"80799.21951903","sell":"84394.27789017"},"mid":"61.955","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613684040664837824753913184","mid_cost_bps":2.4211120974901137,"side":"buy","target_ltc":null,"vwap":"61.96999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614465611882466903454956409","mid_cost_bps":2.4211120974901137,"side":"sell","target_ltc":"1.614465611882466903454956409","vwap":"61.94000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6883005532078634,"ltc":"16.13250350483870967741935484","mid_cost_bps":5.110063518397084,"side":"buy","target_ltc":null,"vwap":"61.98665939852822913055274109"},{"budget_eur":1000,"eur":"999.7309662364352599289635128","filled_fraction":1.0,"full":true,"impact_bps":2.690337635647401,"ltc":"16.14465611882466903454956409","mid_cost_bps":5.110798372237914,"side":"sell","target_ltc":"16.14465611882466903454956409","vwap":"61.92333604868480000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.132151976237118,"ltc":"161.2211744398066075745366640","mid_cost_bps":11.55547507008981,"side":"buy","target_ltc":null,"vwap":"62.02659194579674141877329357"},{"budget_eur":10000,"eur":"9989.173393591175330965450433","filled_fraction":1.0,"full":true,"impact_bps":10.826606408824668,"ltc":"161.4465611882466903454956409","mid_cost_bps":13.245097263539666,"side":"sell","target_ltc":"161.4465611882466903454956409","vwap":"61.87293999990374000000000000"}],"spread_bps":4.842224194980227},"raw_file":"1791036901-okx.json","request_at":1791036901.4998307,"response_at":1791036901.7817178,"sequence":null,"sha256":"fe71311879d58e14a2de5846f8c08c54bcf30325c7e6f9ba5d692fef5b329dd8","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791037801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 14:30:01 GMT"},"metrics":{"ask":"61.91000","ask_levels":100,"bid":"61.89000","bid_levels":100,"depth_1pct_eur":{"buy":"259420.72865000","sell":"774810.58998000"},"mid":"61.90000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.615247940558875787433371022","mid_cost_bps":1.615508885298869,"side":"buy","target_ltc":null,"vwap":"61.91000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.615769914364194538697689449","mid_cost_bps":1.615508885298869,"side":"sell","target_ltc":"1.615769914364194538697689449","vwap":"61.89000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.15247940558875787433371022","mid_cost_bps":1.615508885298869,"side":"buy","target_ltc":null,"vwap":"61.91000000000000000000000000"},{"budget_eur":1000,"eur":"999.8468060171271610922604621","filled_fraction":1.0,"full":true,"impact_bps":1.5319398287283892,"ltc":"16.15769914364194538697689449","mid_cost_bps":3.147201227786753,"side":"sell","target_ltc":"16.15769914364194538697689449","vwap":"61.88051882440000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.1803543372044434,"ltc":"161.4734397804326767839845011","mid_cost_bps":4.796377011572328,"side":"buy","target_ltc":null,"vwap":"61.92968957370163270997664684"},{"budget_eur":10000,"eur":"9996.388560256907416383906932","filled_fraction":1.0,"full":true,"impact_bps":3.6114397430925838,"ltc":"161.5769914364194538697689449","mid_cost_bps":5.226365197092084,"side":"sell","target_ltc":"161.5769914364194538697689449","vwap":"61.86764879943000000000000000"}],"spread_bps":3.231017770597738},"raw_file":"1791037801-kraken.json","request_at":1791037801.6271298,"response_at":1791037801.8251748,"sequence":null,"sha256":"a3af23004e698fb55df5d42848dd54b14025bfb8d76912514d412eea665a2bfa","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 14:30:01 GMT"},"metrics":{"ask":"61.912","ask_levels":645,"bid":"61.861","bid_levels":236,"depth_1pct_eur":{"buy":"36868.88389920335","sell":"91762.18579429427"},"mid":"61.8865","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.37336859371064224,"ltc":"1.615135457640874073356267261","mid_cost_bps":4.493968739124257,"side":"buy","target_ltc":null,"vwap":"61.91431159963738132837684579"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.616527375891110715959974782","mid_cost_bps":4.120446300889531,"side":"sell","target_ltc":"1.616527375891110715959974782","vwap":"61.86100000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.9344420125693855,"ltc":"16.14883371902320474106609395","mid_cost_bps":6.055685389902415,"side":"buy","target_ltc":null,"vwap":"61.92397651738821957952015768"},{"budget_eur":1000,"eur":"999.9350514117854444642020012","filled_fraction":1.0,"full":true,"impact_bps":0.6494858821455554,"ltc":"16.16527375891110715959974782","mid_cost_bps":4.76966456586503,"side":"sell","target_ltc":"16.16527375891110715959974782","vwap":"61.85698221538445938000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.252003071293625,"ltc":"161.2897060340555824069598840","mid_cost_bps":18.378321833516694,"side":"buy","target_ltc":null,"vwap":"62.00023700141499309042864973"},{"budget_eur":10000,"eur":"9995.263997198805780701896186","filled_fraction":1.0,"full":true,"impact_bps":4.7360028011942195,"ltc":"161.6527375891110715959974782","mid_cost_bps":8.854497657561433,"side":"sell","target_ltc":"161.6527375891110715959974782","vwap":"61.83170261307153244000000000"}],"spread_bps":8.240892601779063},"raw_file":"1791037801-coinbase.json","request_at":1791037801.6281168,"response_at":1791037801.7677932,"sequence":10018849164,"sha256":"2f18f8f17b23188497c0722af2466042dec2989a1ad06aa1e3e76b7b85fbc3b9","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791037801.804,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 14:30:01 GMT"},"metrics":{"ask":"61.91","ask_levels":100,"bid":"61.88","bid_levels":100,"depth_1pct_eur":{"buy":"69307.37481605","sell":"84247.18038961"},"mid":"61.895","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.615247940558875787433371022","mid_cost_bps":2.423459083932466,"side":"buy","target_ltc":null,"vwap":"61.91000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.616031027795733678086619263","mid_cost_bps":2.423459083932466,"side":"sell","target_ltc":"1.616031027795733678086619263","vwap":"61.88000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7942370284651554,"ltc":"16.14958178782496366865816244","mid_cost_bps":4.218130938400158,"side":"buy","target_ltc":null,"vwap":"61.92110812144322777791790366"},{"budget_eur":1000,"eur":"999.8025229616612798965740142","filled_fraction":1.0,"full":true,"impact_bps":1.974770383387201,"ltc":"16.16031027795733678086619263","mid_cost_bps":4.397750889797237,"side":"sell","target_ltc":"16.16031027795733678086619263","vwap":"61.86778012086760000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.0825920575277,"ltc":"161.3459808872580645161290323","mid_cost_bps":13.5087369622997,"side":"buy","target_ltc":null,"vwap":"61.97861232742815398915176436"},{"budget_eur":10000,"eur":"9990.729829929838396897220426","filled_fraction":1.0,"full":true,"impact_bps":9.270170070161603,"ltc":"161.6031027795733678086619263","mid_cost_bps":11.691382566307457,"side":"sell","target_ltc":"161.6031027795733678086619263","vwap":"61.82263618760584000000000000"}],"spread_bps":4.846918167864932},"raw_file":"1791037801-okx.json","request_at":1791037801.6283429,"response_at":1791037801.9335687,"sequence":null,"sha256":"694c7ca0372436a0bb52636ea5dd97ccf674eccfd945e76a0634ee304fdb2349","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791038701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 14:45:01 GMT"},"metrics":{"ask":"61.93000","ask_levels":100,"bid":"61.91000","bid_levels":100,"depth_1pct_eur":{"buy":"274089.73351000","sell":"427111.47979000"},"mid":"61.92000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614726303891490392378491846","mid_cost_bps":1.6149870801033592,"side":"buy","target_ltc":null,"vwap":"61.92999999999999999999999999"},{"budget_eur":100,"eur":"99.98954752059441124212566626","filled_fraction":1.0,"full":true,"impact_bps":1.0452479405588757,"ltc":"1.615247940558875787433371022","mid_cost_bps":2.6600662144702842,"side":"sell","target_ltc":"1.615247940558875787433371022","vwap":"61.90352887000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.17910059221047267,"ltc":"16.14697384565708750403616403","mid_cost_bps":1.7941165968280777,"side":"buy","target_ltc":null,"vwap":"61.93110916996755945716432949"},{"budget_eur":1000,"eur":"999.8441752059441124212566626","filled_fraction":1.0,"full":true,"impact_bps":1.5582479405588758,"ltc":"16.15247940558875787433371022","mid_cost_bps":3.172983365633075,"side":"sell","target_ltc":"16.15247940558875787433371022","vwap":"61.90035288700000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.9252883621625414,"ltc":"161.4092725952227243382827631","mid_cost_bps":5.5409093712649575,"side":"buy","target_ltc":null,"vwap":"61.95430931082687261926930225"},{"budget_eur":10000,"eur":"9997.408636178323372637699884","filled_fraction":1.0,"full":true,"impact_bps":2.5913638216766275,"ltc":"161.5247940558875787433371022","mid_cost_bps":4.205932399870801,"side":"sell","target_ltc":"161.5247940558875787433371022","vwap":"61.89395686658000000000000000"}],"spread_bps":3.2299741602067185},"raw_file":"1791038701-kraken.json","request_at":1791038701.4111357,"response_at":1791038701.612105,"sequence":null,"sha256":"3d3b5f1d32d54df57fffb93de756c1964405db58489f75bbec752ac6d6be63d7","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 14:45:01 GMT"},"metrics":{"ask":"61.941","ask_levels":648,"bid":"61.905","bid_levels":242,"depth_1pct_eur":{"buy":"35642.46321607151","sell":"90262.53871507327"},"mid":"61.923","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614439547311150933953278120","mid_cost_bps":2.9068359091129308,"side":"buy","target_ltc":null,"vwap":"61.94099999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.615378402390760035538324853","mid_cost_bps":2.9068359091129308,"side":"sell","target_ltc":"1.615378402390760035538324853","vwap":"61.90499999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":2.04511726254628,"ltc":"16.14109443002598576432041577","mid_cost_bps":4.952547653688923,"side":"buy","target_ltc":null,"vwap":"61.95366766083593791312576771"},{"budget_eur":1000,"eur":"999.7701269189901251918261855","filled_fraction":1.0,"full":true,"impact_bps":2.298730810098748,"ltc":"16.15378402390760035538324853","mid_cost_bps":5.204898515885261,"side":"sell","target_ltc":"16.15378402390760035538324853","vwap":"61.89076970692008370000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.895409145497158,"ltc":"161.2199330379179409586968419","mid_cost_bps":16.806284222037682,"side":"buy","target_ltc":null,"vwap":"62.02706955378812394630184749"},{"budget_eur":10000,"eur":"9995.119957575365111864954368","filled_fraction":1.0,"full":true,"impact_bps":4.880042424634889,"ltc":"161.5378402390760035538324853","mid_cost_bps":7.785459785492026,"side":"sell","target_ltc":"161.5378402390760035538324853","vwap":"61.87479009737029772500000000"}],"spread_bps":5.8136718182258615},"raw_file":"1791038701-coinbase.json","request_at":1791038701.4123507,"response_at":1791038701.5304706,"sequence":10018876079,"sha256":"9b209eda3ba26a3d61a3aacd259ee2c5e82b596a929d45e5712b45b9235d969b","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791038701.504,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 14:45:01 GMT"},"metrics":{"ask":"61.93","ask_levels":100,"bid":"61.9","bid_levels":100,"depth_1pct_eur":{"buy":"70167.76419720","sell":"64060.38222996"},"mid":"61.915","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614726303891490392378491846","mid_cost_bps":2.4226762496971657,"side":"buy","target_ltc":null,"vwap":"61.92999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.615508885298869143780290792","mid_cost_bps":2.4226762496971657,"side":"sell","target_ltc":"1.615508885298869143780290792","vwap":"61.89999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5866586081208114,"ltc":"16.14147364337582701307084073","mid_cost_bps":6.010203789080544,"side":"buy","target_ltc":null,"vwap":"61.95221217676009218537478032"},{"budget_eur":1000,"eur":"999.8205015629402261712439421","filled_fraction":1.0,"full":true,"impact_bps":1.7949843705977382,"ltc":"16.15508885298869143780290792","mid_cost_bps":4.217225753694581,"side":"sell","target_ltc":"16.15508885298869143780290792","vwap":"61.88888904674600000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.886876212049005,"ltc":"161.2970283110896196002578981","mid_cost_bps":13.312189999389402,"side":"buy","target_ltc":null,"vwap":"61.99742242438121948411069079"},{"budget_eur":10000,"eur":"9991.721209112907915993537967","filled_fraction":1.0,"full":true,"impact_bps":8.278790887092084,"ltc":"161.5508885298869143780290792","mid_cost_bps":10.699461453783412,"side":"sell","target_ltc":"161.5508885298869143780290792","vwap":"61.84875428440890000000000000"}],"spread_bps":4.845352499394331},"raw_file":"1791038701-okx.json","request_at":1791038701.412615,"response_at":1791038701.6297727,"sequence":null,"sha256":"4b5b4a43dea94b0b477dcd274e249183ed873631f4804737ee6f22e069ed3129","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791039601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 15:00:01 GMT"},"metrics":{"ask":"62.07000","ask_levels":100,"bid":"62.06000","bid_levels":100,"depth_1pct_eur":{"buy":"279816.93349000","sell":"787719.72894000"},"mid":"62.06500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.3689148594901017,"ltc":"1.610863746174907392494765663","mid_cost_bps":2.1746321651260874,"side":"buy","target_ltc":null,"vwap":"62.07849685453285506195701935"},{"budget_eur":100,"eur":"99.98958656139220109571382530","filled_fraction":1.0,"full":true,"impact_bps":1.0413438607798904,"ltc":"1.611343860779890428617466967","mid_cost_bps":1.84686699428019,"side":"sell","target_ltc":"1.611343860779890428617466967","vwap":"62.05353742000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.036812247282623,"ltc":"16.10595152198421645997745209","mid_cost_bps":3.8426639199038495,"side":"buy","target_ltc":null,"vwap":"62.08884949361888324209352399"},{"budget_eur":1000,"eur":"999.8445656139220109571382530","filled_fraction":1.0,"full":true,"impact_bps":1.5543438607798905,"ltc":"16.11343860779890428617466967","mid_cost_bps":2.359825666639813,"side":"sell","target_ltc":"16.11343860779890428617466967","vwap":"62.05035374200000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.106366171573011,"ltc":"161.0262000965872504829362524","mid_cost_bps":5.912384568912218,"side":"buy","target_ltc":null,"vwap":"62.10169521482695368126767795"},{"budget_eur":10000,"eur":"9998.394356139220109571382530","filled_fraction":1.0,"full":true,"impact_bps":1.6056438607798904,"ltc":"161.1343860779890428617466967","mid_cost_bps":2.411121533875775,"side":"sell","target_ltc":"161.1343860779890428617466967","vwap":"62.05003537420000000000000000"}],"spread_bps":1.6112140497865142},"raw_file":"1791039601-kraken.json","request_at":1791039601.296265,"response_at":1791039601.4987562,"sequence":null,"sha256":"585d4cde055c979ab858a8edc4f7a2482d2c38ed14f2272f1406ed2ac5b43807","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 15:00:01 GMT"},"metrics":{"ask":"62.113","ask_levels":639,"bid":"62.05","bid_levels":240,"depth_1pct_eur":{"buy":"29825.65644199827","sell":"80900.81601831767"},"mid":"62.0815","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.059746287828805464,"ltc":"1.609959308690472357278552339","mid_cost_bps":5.133751941816976,"side":"buy","target_ltc":null,"vwap":"62.11337110211759105939052368"},{"budget_eur":100,"eur":"99.99940089645447219983883966","filled_fraction":1.0,"full":true,"impact_bps":0.059910354552780015,"ltc":"1.611603545527800161160354553","mid_cost_bps":5.133855295055693,"side":"sell","target_ltc":"1.611603545527800161160354553","vwap":"62.04962825625000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.19488970844056283,"ltc":"16.09937551573693954761329792","mid_cost_bps":5.268963933867073,"side":"buy","target_ltc":null,"vwap":"62.11421051844603686792004282"},{"budget_eur":1000,"eur":"999.9088772151163819500402902","filled_fraction":1.0,"full":true,"impact_bps":0.9112278488361805,"ltc":"16.11603545527800161160354553","mid_cost_bps":5.984740832941939,"side":"sell","target_ltc":"16.11603545527800161160354553","vwap":"62.04434583119797150000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.447082774452584,"ltc":"160.8128090063809049744693150","mid_cost_bps":16.526866334891608,"side":"buy","target_ltc":null,"vwap":"62.18410126523695733033147797"},{"budget_eur":10000,"eur":"9992.431025621254858984689768","filled_fraction":1.0,"full":true,"impact_bps":7.568974378745141,"ltc":"161.1603545527800161160354553","mid_cost_bps":12.63910923868038,"side":"sell","target_ltc":"161.1603545527800161160354553","vwap":"62.00303451397988640000000000"}],"spread_bps":10.147950677738134},"raw_file":"1791039601-coinbase.json","request_at":1791039601.2978878,"response_at":1791039601.4244924,"sequence":10018901332,"sha256":"8b3857d9af1942a498501d8db40b7b80c4851a414c17796aff6626a7f18c619f","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791039601.404,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 15:00:01 GMT"},"metrics":{"ask":"62.1","ask_levels":100,"bid":"62.07","bid_levels":100,"depth_1pct_eur":{"buy":"80336.70907357","sell":"81308.34310768"},"mid":"62.085","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.610305958132045088566827697","mid_cost_bps":2.4160425223483935,"side":"buy","target_ltc":null,"vwap":"62.10000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.611084259706782664733365555","mid_cost_bps":2.4160425223483935,"side":"sell","target_ltc":"1.611084259706782664733365555","vwap":"62.07000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6827998318913053,"ltc":"16.09874061145984226621599871","mid_cost_bps":5.099490530086978,"side":"buy","target_ltc":null,"vwap":"62.11666018695604500598913527"},{"budget_eur":1000,"eur":"999.7315066420879652005799903","filled_fraction":1.0,"full":true,"impact_bps":2.684933579120348,"ltc":"16.11084259706782664733365555","mid_cost_bps":5.100327410099058,"side":"sell","target_ltc":"16.11084259706782664733365555","vwap":"62.05333461727440000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.51034212557019,"ltc":"160.8615248471061093247588424","mid_cost_bps":12.928923991268565,"side":"buy","target_ltc":null,"vwap":"62.16526922459979088612329192"},{"budget_eur":10000,"eur":"9990.509601452638956017399710","filled_fraction":1.0,"full":true,"impact_bps":9.490398547361044,"ltc":"161.1084259706782664733365555","mid_cost_bps":11.90414814906499,"side":"sell","target_ltc":"161.1084259706782664733365555","vwap":"62.01109309621653000000000000"}],"spread_bps":4.832085044696787},"raw_file":"1791039601-okx.json","request_at":1791039601.298141,"response_at":1791039601.5350258,"sequence":null,"sha256":"af46975ac534be4f1d5aeb12d78175c245685b4a92b3b1663b1711c4cc72f1f1","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791040501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 15:15:01 GMT"},"metrics":{"ask":"61.91000","ask_levels":100,"bid":"61.89000","bid_levels":100,"depth_1pct_eur":{"buy":"268412.08563000","sell":"361443.89780000"},"mid":"61.90000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.615247940558875787433371022","mid_cost_bps":1.615508885298869,"side":"buy","target_ltc":null,"vwap":"61.91000000000000000000000000"},{"budget_eur":100,"eur":"99.98954230085635805461302310","filled_fraction":1.0,"full":true,"impact_bps":1.0457699143641945,"ltc":"1.615769914364194538697689449","mid_cost_bps":2.6611098546042005,"side":"sell","target_ltc":"1.615769914364194538697689449","vwap":"61.88352773000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.15247940558875787433371022","mid_cost_bps":1.615508885298869,"side":"buy","target_ltc":null,"vwap":"61.91000000000000000000000000"},{"budget_eur":1000,"eur":"999.8376060171271610922604621","filled_fraction":1.0,"full":true,"impact_bps":1.623939828728389,"ltc":"16.15769914364194538697689449","mid_cost_bps":3.239186365105008,"side":"sell","target_ltc":"16.15769914364194538697689449","vwap":"61.87994943640000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.813958962436335,"ltc":"161.4954994350282485875706215","mid_cost_bps":3.4297608944173423,"side":"buy","target_ltc":null,"vwap":"61.92123021993644334962733948"},{"budget_eur":10000,"eur":"9995.542800256907416383906932","filled_fraction":1.0,"full":true,"impact_bps":4.457199743092584,"ltc":"161.5769914364194538697689449","mid_cost_bps":6.071988563812601,"side":"sell","target_ltc":"161.5769914364194538697689449","vwap":"61.86241439079000000000000000"}],"spread_bps":3.231017770597738},"raw_file":"1791040501-kraken.json","request_at":1791040501.5243645,"response_at":1791040501.7155774,"sequence":null,"sha256":"34fe1f910c653915e8494d8863f253f6d491cb0bcf0a5f3cd339021b031ddc9a","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 15:15:01 GMT"},"metrics":{"ask":"61.938","ask_levels":643,"bid":"61.886","bid_levels":233,"depth_1pct_eur":{"buy":"28011.59232628202","sell":"80668.10214305047"},"mid":"61.912","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614517743550001614517743550","mid_cost_bps":4.199508980488435,"side":"buy","target_ltc":null,"vwap":"61.93800000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.615874349610574281743851598","mid_cost_bps":4.199508980488435,"side":"sell","target_ltc":"1.615874349610574281743851598","vwap":"61.88600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.6411580169770135,"ltc":"16.14414234087110938912566189","mid_cost_bps":4.8409362523504695,"side":"buy","target_ltc":null,"vwap":"61.94197120452555222594664059"},{"budget_eur":1000,"eur":"999.7121503825851449439291600","filled_fraction":1.0,"full":true,"impact_bps":2.8784961741485504,"ltc":"16.15874349610574281743851598","mid_cost_bps":7.076796327583622,"side":"sell","target_ltc":"16.15874349610574281743851598","vwap":"61.86818613857666428000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.445696361626114,"ltc":"161.2833027141649218875825415","mid_cost_bps":14.64959202168236,"side":"buy","target_ltc":null,"vwap":"62.00269855412463982337272344"},{"budget_eur":10000,"eur":"9994.799075132431358303978282","filled_fraction":1.0,"full":true,"impact_bps":5.2009248675686415,"ltc":"161.5874349610574281743851598","mid_cost_bps":9.398249714988257,"side":"sell","target_ltc":"161.5874349610574281743851598","vwap":"61.85381355636456470400000000"}],"spread_bps":8.39901796097687},"raw_file":"1791040501-coinbase.json","request_at":1791040501.5254343,"response_at":1791040501.6535256,"sequence":10018928525,"sha256":"d83096b8f0547bdb3a44ee12f17beb74535af358e11c796c384f80ea16f37ebc","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791040501.658,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 15:15:01 GMT"},"metrics":{"ask":"61.92","ask_levels":100,"bid":"61.89","bid_levels":100,"depth_1pct_eur":{"buy":"76700.87994647","sell":"82102.87368432"},"mid":"61.905","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614987080103359173126614987","mid_cost_bps":2.4230676035861403,"side":"buy","target_ltc":null,"vwap":"61.92000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.615769914364194538697689449","mid_cost_bps":2.4230676035861403,"side":"sell","target_ltc":"1.615769914364194538697689449","vwap":"61.89000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6905617417410177,"ltc":"16.14552674737691686844229217","mid_cost_bps":5.114281286626344,"side":"buy","target_ltc":null,"vwap":"61.93665995830486038256108323"},{"budget_eur":1000,"eur":"999.6409706342543221845209242","filled_fraction":1.0,"full":true,"impact_bps":3.5902936574567783,"ltc":"16.15769914364194538697689449","mid_cost_bps":6.012491308618044,"side":"sell","target_ltc":"16.15769914364194538697689449","vwap":"61.86777967255400000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.81576835898134,"ltc":"161.3403400698274471859377520","mid_cost_bps":12.241214389598975,"side":"buy","target_ltc":null,"vwap":"61.98077923767881244850305610"},{"budget_eur":10000,"eur":"9987.662461818901276458232348","filled_fraction":1.0,"full":true,"impact_bps":12.337538181098724,"ltc":"161.5769914364194538697689449","mid_cost_bps":14.757616315777401,"side":"sell","target_ltc":"161.5769914364194538697689449","vwap":"61.81364297619718000000000000"}],"spread_bps":4.8461352071722805},"raw_file":"1791040501-okx.json","request_at":1791040501.5257578,"response_at":1791040501.7986093,"sequence":null,"sha256":"39f6e8f6645cef8558e9674f4a5ccf360af3d548c24a8f2eb9816e802e6e4f6b","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791041401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 15:30:01 GMT"},"metrics":{"ask":"61.77000","ask_levels":100,"bid":"61.76000","bid_levels":100,"depth_1pct_eur":{"buy":"274014.29981000","sell":"380189.60542000"},"mid":"61.76500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.618908855431439209972478549","mid_cost_bps":0.8095199546668825,"side":"buy","target_ltc":null,"vwap":"61.77000000000000000000000000"},{"budget_eur":100,"eur":"99.98975658031088082901554401","filled_fraction":1.0,"full":true,"impact_bps":1.024341968911917,"ltc":"1.619170984455958549222797927","mid_cost_bps":1.833779001052376,"side":"sell","target_ltc":"1.619170984455958549222797927","vwap":"61.75367366400000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.18908855431439209972478549","mid_cost_bps":0.8095199546668825,"side":"buy","target_ltc":null,"vwap":"61.77000000000000000000000000"},{"budget_eur":1000,"eur":"999.6983058031088082901554401","filled_fraction":1.0,"full":true,"impact_bps":3.016941968911917,"ltc":"16.19170984455958549222797927","mid_cost_bps":3.826217696106209,"side":"sell","target_ltc":"16.19170984455958549222797927","vwap":"61.74136736640000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.956114889684703,"ltc":"161.8430428802588996763754045","mid_cost_bps":3.7658741477507345,"side":"buy","target_ltc":null,"vwap":"61.78825992167358241097400290"},{"budget_eur":10000,"eur":"9995.058065077720207253886008","filled_fraction":1.0,"full":true,"impact_bps":4.941934922279793,"ltc":"161.9170984455958549222797927","mid_cost_bps":5.75105481745325,"side":"sell","target_ltc":"161.9170984455958549222797927","vwap":"61.72947860992000000000000000"}],"spread_bps":1.619039909333765},"raw_file":"1791041401-kraken.json","request_at":1791041401.2305412,"response_at":1791041401.4210992,"sequence":null,"sha256":"235d4a6d1284360d1978256b0dfe870959419fa3e4b68cf3ae3d2d0af08f14a9","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 15:30:01 GMT"},"metrics":{"ask":"61.792","ask_levels":639,"bid":"61.75","bid_levels":243,"depth_1pct_eur":{"buy":"26875.59961264671","sell":"91244.60677325718"},"mid":"61.771","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.618332470222682547902641119","mid_cost_bps":3.3996535591134998,"side":"buy","target_ltc":null,"vwap":"61.79199999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.619433198380566801619433198","mid_cost_bps":3.3996535591134998,"side":"sell","target_ltc":"1.619433198380566801619433198","vwap":"61.75000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.40173056133803275,"ltc":"16.18267459473193624079618092","mid_cost_bps":3.801520694924798,"side":"buy","target_ltc":null,"vwap":"61.79448237348461997193674793"},{"budget_eur":1000,"eur":"999.6868823500544129554655868","filled_fraction":1.0,"full":true,"impact_bps":3.1311764994558704,"ltc":"16.19433198380566801619433198","mid_cost_bps":6.5297655670363115,"side":"sell","target_ltc":"16.19433198380566801619433198","vwap":"61.73066498511586000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.228815196805694,"ltc":"161.6678799355562371857998482","mid_cost_bps":13.631946198718127,"side":"buy","target_ltc":null,"vwap":"61.85520589486410174681660466"},{"budget_eur":10000,"eur":"9991.818512998417975708502022","filled_fraction":1.0,"full":true,"impact_bps":8.181487001582024,"ltc":"161.9433198380566801619433198","mid_cost_bps":11.578359138555147,"side":"sell","target_ltc":"161.9433198380566801619433198","vwap":"61.69947931776523100000000000"}],"spread_bps":6.7993071182269995},"raw_file":"1791041401-coinbase.json","request_at":1791041401.2315965,"response_at":1791041401.4052024,"sequence":10018948774,"sha256":"adc3be3176820a8200ed88076f4a0cfde6a1b90cfba7e153c842f8947d788dd8","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791041401.358,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 15:30:01 GMT"},"metrics":{"ask":"61.78","ask_levels":100,"bid":"61.75","bid_levels":100,"depth_1pct_eur":{"buy":"79060.76241383","sell":"79481.13680888"},"mid":"61.765","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.618646811265781806409841373","mid_cost_bps":2.428559864000648,"side":"buy","target_ltc":null,"vwap":"61.77999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.619433198380566801619433198","mid_cost_bps":2.428559864000648,"side":"sell","target_ltc":"1.619433198380566801619433198","vwap":"61.75000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7978632791543594,"ltc":"16.18355853009708737864077670","mid_cost_bps":4.226859765015078,"side":"buy","target_ltc":null,"vwap":"61.79110719933861563255983038"},{"budget_eur":1000,"eur":"999.6408344806477732793522265","filled_fraction":1.0,"full":true,"impact_bps":3.5916551935222674,"ltc":"16.19433198380566801619433198","mid_cost_bps":6.019342802558083,"side":"sell","target_ltc":"16.19433198380566801619433198","vwap":"61.72782152918000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.042772507091923,"ltc":"161.7022871981574268627767900","mid_cost_bps":12.473771318515972,"side":"buy","target_ltc":null,"vwap":"61.84204424854881390622250369"},{"budget_eur":10000,"eur":"9987.997774049433198380566799","filled_fraction":1.0,"full":true,"impact_bps":12.002225950566801,"ltc":"161.9433198380566801619433198","mid_cost_bps":14.427871002145228,"side":"sell","target_ltc":"161.9433198380566801619433198","vwap":"61.67588625475525000000000000"}],"spread_bps":4.857119728001296},"raw_file":"1791041401-okx.json","request_at":1791041401.2318475,"response_at":1791041401.4997892,"sequence":null,"sha256":"043f5c09a81402cdd5e1a87825cb6620e6503e2a9f6dbf7826d203b1586768a8","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791042301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 15:45:02 GMT"},"metrics":{"ask":"62.18000","ask_levels":100,"bid":"62.15000","bid_levels":100,"depth_1pct_eur":{"buy":"265986.87861000","sell":"413048.93456000"},"mid":"62.16500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.0381749829195084,"ltc":"1.608067213378356648978935520","mid_cost_bps":3.451358810229792,"side":"buy","target_ltc":null,"vwap":"62.18645537204379350377028509"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609010458567980691874497184","mid_cost_bps":2.4129333226091854,"side":"sell","target_ltc":"1.609010458567980691874497184","vwap":"62.15000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5512253169092285,"ltc":"16.07984724232191670686605564","mid_cost_bps":3.964532939844218,"side":"buy","target_ltc":null,"vwap":"62.18964551902054158291297738"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.09010458567980691874497184","mid_cost_bps":2.4129333226091854,"side":"sell","target_ltc":"16.09010458567980691874497184","vwap":"62.15000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.36540152854022,"ltc":"160.7693105610030541713550876","mid_cost_bps":5.779146900098622,"side":"buy","target_ltc":null,"vwap":"62.20092606670446308622051907"},{"budget_eur":10000,"eur":"9999.846639541432019308125501","filled_fraction":1.0,"full":true,"impact_bps":0.1533604585679807,"ltc":"160.9010458567980691874497184","mid_cost_bps":2.566256776321081,"side":"sell","target_ltc":"160.9010458567980691874497184","vwap":"62.14904686475000000000000000"}],"spread_bps":4.825866645218371},"raw_file":"1791042301-kraken.json","request_at":1791042301.8430016,"response_at":1791042302.0379343,"sequence":null,"sha256":"24cd2a3775753fb4ce43f6c5eed6576b0b3db56df5353b0738a70a430fab765c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 15:45:01 GMT"},"metrics":{"ask":"62.192","ask_levels":643,"bid":"62.12","bid_levels":246,"depth_1pct_eur":{"buy":"23878.27808352280","sell":"69285.46911395913"},"mid":"62.156","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.23815989401490212,"ltc":"1.607885555341179497073766802","mid_cost_bps":6.030176332591782,"side":"buy","target_ltc":null,"vwap":"62.19348116401285747927208947"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609787508048937540244687701","mid_cost_bps":5.791878499259926,"side":"sell","target_ltc":"1.609787508048937540244687701","vwap":"62.12000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5685810708563053,"ltc":"16.07671672391177841721992702","mid_cost_bps":7.361368073214096,"side":"buy","target_ltc":null,"vwap":"62.20175531939586953351458005"},{"budget_eur":1000,"eur":"999.9934444292295106245975530","filled_fraction":1.0,"full":true,"impact_bps":0.06555570770489376,"ltc":"16.09787508048937540244687701","mid_cost_bps":5.857396237895425,"side":"sell","target_ltc":"16.09787508048937540244687701","vwap":"62.11959276794373720000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.736277075384098,"ltc":"160.5878557301003945216024634","mid_cost_bps":18.535532271579378,"side":"buy","target_ltc":null,"vwap":"62.27120945438722878523125541"},{"budget_eur":10000,"eur":"9996.704556666558931101094654","filled_fraction":1.0,"full":true,"impact_bps":3.295443333441069,"ltc":"160.9787508048937540244687701","mid_cost_bps":9.085413151962147,"side":"sell","target_ltc":"160.9787508048937540244687701","vwap":"62.09952870601266408000000000"}],"spread_bps":11.583756998519853},"raw_file":"1791042301-coinbase.json","request_at":1791042301.8440247,"response_at":1791042301.9618556,"sequence":10018976482,"sha256":"c570b2b3356090219066d9fde453bea4db5e42850c15beb9d6001f386c6aa948","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791042301.958,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 15:45:02 GMT"},"metrics":{"ask":"62.19","ask_levels":100,"bid":"62.17","bid_levels":100,"depth_1pct_eur":{"buy":"81897.74107084","sell":"82242.93679031"},"mid":"62.18","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607975558771506673098568902","mid_cost_bps":1.608234158893535,"side":"buy","target_ltc":null,"vwap":"62.18999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608492842206852179507801190","mid_cost_bps":1.608234158893535,"side":"sell","target_ltc":"1.608492842206852179507801190","vwap":"62.17000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.4316374050835003,"ltc":"16.07745387927985854364250121","mid_cost_bps":3.0401018047948356,"side":"buy","target_ltc":null,"vwap":"62.19890335302221428885135960"},{"budget_eur":1000,"eur":"999.7854639373379443461476595","filled_fraction":1.0,"full":true,"impact_bps":2.1453606266205565,"ltc":"16.08492842206852179507801190","mid_cost_bps":3.753249761289804,"side":"sell","target_ltc":"16.08492842206852179507801190","vwap":"62.15666229298430000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.84943330915672,"ltc":"160.6393352352280025690430315","mid_cost_bps":11.459251487559607,"side":"buy","target_ltc":null,"vwap":"62.25125362574964564062726620"},{"budget_eur":10000,"eur":"9987.150460056897217307382980","filled_fraction":1.0,"full":true,"impact_bps":12.849539943102783,"ltc":"160.8492842206852179507801190","mid_cost_bps":14.455707595090061,"side":"sell","target_ltc":"160.8492842206852179507801190","vwap":"62.09011441017373000000000000"}],"spread_bps":3.21646831778707},"raw_file":"1791042301-okx.json","request_at":1791042301.8442686,"response_at":1791042302.0824206,"sequence":null,"sha256":"e8943d0d375dced22a0db3c63515e444863c2a8cb8ec562300d74f612e250fe2","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791043201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 16:00:01 GMT"},"metrics":{"ask":"61.90000","ask_levels":100,"bid":"61.89000","bid_levels":100,"depth_1pct_eur":{"buy":"274679.70727000","sell":"406973.53593000"},"mid":"61.89500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0454492946890719,"ltc":"1.615340009691487643353254725","mid_cost_bps":1.8533534427862275,"side":"buy","target_ltc":null,"vwap":"61.90647133113412535485477326"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.615769914364194538697689449","mid_cost_bps":0.8078196946441554,"side":"sell","target_ltc":"1.615769914364194538697689449","vwap":"61.89000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6239568332137775,"ltc":"16.15246576227390180878552972","mid_cost_bps":2.4319077142892453,"side":"buy","target_ltc":null,"vwap":"61.91005229279759328271133393"},{"budget_eur":1000,"eur":"999.9127130085635805461302310","filled_fraction":1.0,"full":true,"impact_bps":0.8728699143641946,"ltc":"16.15769914364194538697689449","mid_cost_bps":1.6806190968575814,"side":"sell","target_ltc":"16.15769914364194538697689449","vwap":"61.88459780810000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.7021441677474693,"ltc":"161.4911021956732321601549887","mid_cost_bps":4.510262928888737,"side":"buy","target_ltc":null,"vwap":"61.92291627239835683452799258"},{"budget_eur":10000,"eur":"9996.275490256907416383906932","filled_fraction":1.0,"full":true,"impact_bps":3.7245097430925838,"ltc":"161.5769914364194538697689449","mid_cost_bps":4.532028564504403,"side":"sell","target_ltc":"161.5769914364194538697689449","vwap":"61.86694900920000000000000000"}],"spread_bps":1.6156393892883107},"raw_file":"1791043201-kraken.json","request_at":1791043201.2652667,"response_at":1791043201.4539828,"sequence":null,"sha256":"218e09c8abe74fa14d3c0ce5273f7eeeca3ddd09bb3d900ea1b690d23e891f67","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 16:00:01 GMT"},"metrics":{"ask":"61.919","ask_levels":645,"bid":"61.889","bid_levels":250,"depth_1pct_eur":{"buy":"23393.80482503164","sell":"91360.85871633648"},"mid":"61.904","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.36148593714368243,"ltc":"1.614954784012918853451756157","mid_cost_bps":2.784680274974148,"side":"buy","target_ltc":null,"vwap":"61.92123828477419996735198335"},{"budget_eur":100,"eur":"99.99758681591235922377159106","filled_fraction":1.0,"full":true,"impact_bps":0.24131840876407762,"ltc":"1.615796021910194057102231414","mid_cost_bps":2.664366680666839,"side":"sell","target_ltc":"1.615796021910194057102231414","vwap":"61.88750650450000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.521061278104294,"ltc":"16.14606110262875779004811263","mid_cost_bps":4.944778904092462,"side":"buy","target_ltc":null,"vwap":"61.93461015932789397595391365"},{"budget_eur":1000,"eur":"999.8574776271652670102926205","filled_fraction":1.0,"full":true,"impact_bps":1.42522372834733,"ltc":"16.15796021910194057102231414","mid_cost_bps":3.847985127353449,"side":"sell","target_ltc":"16.15796021910194057102231414","vwap":"61.88017943286763121000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.811296483050235,"ltc":"161.3269009400518635441162259","mid_cost_bps":13.237022921523447,"side":"buy","target_ltc":null,"vwap":"61.98594246669339874903998020"},{"budget_eur":10000,"eur":"9995.161044306118641600284378","filled_fraction":1.0,"full":true,"impact_bps":4.838955693881358,"ltc":"161.5796021910194057102231414","mid_cost_bps":7.26088990919203,"side":"sell","target_ltc":"161.5796021910194057102231414","vwap":"61.85905218710613766100000000"}],"spread_bps":4.846213491858362},"raw_file":"1791043201-coinbase.json","request_at":1791043201.266267,"response_at":1791043201.4215846,"sequence":10018997602,"sha256":"dd8a6e1b25a78cbd84fabc3217b2b7e13c1fb459c532b2fd247a9a356f3a35d1","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791043201.408,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 16:00:01 GMT"},"metrics":{"ask":"61.91","ask_levels":100,"bid":"61.89","bid_levels":100,"depth_1pct_eur":{"buy":"78872.30471439","sell":"79934.52744798"},"mid":"61.90","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.615247940558875787433371022","mid_cost_bps":1.615508885298869,"side":"buy","target_ltc":null,"vwap":"61.91000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.615769914364194538697689449","mid_cost_bps":1.615508885298869,"side":"sell","target_ltc":"1.615769914364194538697689449","vwap":"61.89000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.691396357395468,"ltc":"16.14813330287374878915079109","mid_cost_bps":4.307340040167261,"side":"buy","target_ltc":null,"vwap":"61.92666243484863534113283260"},{"budget_eur":1000,"eur":"999.7371636156907416383906932","filled_fraction":1.0,"full":true,"impact_bps":2.6283638430925835,"ltc":"16.15769914364194538697689449","mid_cost_bps":4.243448113877221,"side":"sell","target_ltc":"16.15769914364194538697689449","vwap":"61.87373305617510000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.60635673030735,"ltc":"161.3375399516207063376874698","mid_cost_bps":13.223740632848596,"side":"buy","target_ltc":null,"vwap":"61.98185495451733280784778855"},{"budget_eur":10000,"eur":"9989.284461956358054613023105","filled_fraction":1.0,"full":true,"impact_bps":10.715538043641946,"ltc":"161.5769914364194538697689449","mid_cost_bps":12.329315824248788,"side":"sell","target_ltc":"161.5769914364194538697689449","vwap":"61.82368153504790000000000000"}],"spread_bps":3.231017770597738},"raw_file":"1791043201-okx.json","request_at":1791043201.2665021,"response_at":1791043201.5400627,"sequence":null,"sha256":"7a3a90063d311282432376a267cbc3ea0ee38d22e86068b2594092a02b21944e","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791044101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 16:15:01 GMT"},"metrics":{"ask":"61.94000","ask_levels":100,"bid":"61.91000","bid_levels":100,"depth_1pct_eur":{"buy":"307494.11172000","sell":"359718.12269000"},"mid":"61.92500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.044406080735865,"ltc":"1.614297013720742534301856336","mid_cost_bps":3.466944087860791,"side":"buy","target_ltc":null,"vwap":"61.94646905126407794755698924"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.615247940558875787433371022","mid_cost_bps":2.4222850222042793,"side":"sell","target_ltc":"1.615247940558875787433371022","vwap":"61.91000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.557456734379081,"ltc":"16.14214205004035512510088781","mid_cost_bps":3.980119016995402,"side":"buy","target_ltc":null,"vwap":"61.94964688701274402735904405"},{"budget_eur":1000,"eur":"999.9820652059441124212566626","filled_fraction":1.0,"full":true,"impact_bps":0.1793479405588758,"ltc":"16.15247940558875787433371022","mid_cost_bps":2.6015895195801373,"side":"sell","target_ltc":"16.15247940558875787433371022","vwap":"61.90888965690000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.790584106269726,"ltc":"161.3692558889964504678928687","mid_cost_bps":7.214029544486828,"side":"buy","target_ltc":null,"vwap":"61.96967287795423468269859763"},{"budget_eur":10000,"eur":"9997.775034118882248425133255","filled_fraction":1.0,"full":true,"impact_bps":2.2249658811177517,"ltc":"161.5247940558875787433371022","mid_cost_bps":4.646711953169156,"side":"sell","target_ltc":"161.5247940558875787433371022","vwap":"61.89622523623000000000000000"}],"spread_bps":4.844570044408559},"raw_file":"1791044101-kraken.json","request_at":1791044101.6203287,"response_at":1791044101.821002,"sequence":null,"sha256":"d3cc11f62f331e61875f1fa8cd7b6b1f8335ca23d0d3478a417668b7f9a3784a","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 16:15:01 GMT"},"metrics":{"ask":"61.968","ask_levels":638,"bid":"61.925","bid_levels":243,"depth_1pct_eur":{"buy":"21842.75468540630","sell":"84943.75917869706"},"mid":"61.9465","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.24048470911702152,"ltc":"1.613697314916413864325824566","mid_cost_bps":3.711305020534874,"side":"buy","target_ltc":null,"vwap":"61.96949023564545635901745979"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614856681469519580137262818","mid_cost_bps":3.4707368455037817,"side":"sell","target_ltc":"1.614856681469519580137262818","vwap":"61.92500000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.6762342276250776,"ltc":"16.13627002888354606038113372","mid_cost_bps":4.14720577623386,"side":"buy","target_ltc":null,"vwap":"61.97219048826174708092875537"},{"budget_eur":1000,"eur":"999.7210786582926201049656843","filled_fraction":1.0,"full":true,"impact_bps":2.7892134170737988,"ltc":"16.14856681469519580137262818","mid_cost_bps":6.258982199999919,"side":"sell","target_ltc":"16.14856681469519580137262818","vwap":"61.90772779591477050000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.315321642092549,"ltc":"161.2073216495476569919994849","mid_cost_bps":13.789638664285974,"side":"buy","target_ltc":null,"vwap":"62.03192198515171910731150599"},{"budget_eur":10000,"eur":"9991.360674877062987484860719","filled_fraction":1.0,"full":true,"impact_bps":8.639325122937013,"ltc":"161.4856681469519580137262818","mid_cost_bps":12.107063486038347,"side":"sell","target_ltc":"161.4856681469519580137262818","vwap":"61.87150097917621255000000000"}],"spread_bps":6.941473691007563},"raw_file":"1791044101-coinbase.json","request_at":1791044101.6213691,"response_at":1791044101.7368336,"sequence":10019017892,"sha256":"c92e3eed431d6d8322c094149e8fd8eb4578654859587b7c841bc391df4eebe3","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791044101.807,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 16:15:01 GMT"},"metrics":{"ask":"61.96","ask_levels":100,"bid":"61.93","bid_levels":100,"depth_1pct_eur":{"buy":"78545.80234314","sell":"79874.17675604"},"mid":"61.945","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.613944480309877340219496449","mid_cost_bps":2.421502946161918,"side":"buy","target_ltc":null,"vwap":"61.96000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.614726303891490392378491846","mid_cost_bps":2.421502946161918,"side":"sell","target_ltc":"1.614726303891490392378491846","vwap":"61.92999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.792793923770811,"ltc":"16.13655185188770571151984511","mid_cost_bps":4.214730995509556,"side":"buy","target_ltc":null,"vwap":"61.97110815115168394503420119"},{"budget_eur":1000,"eur":"999.6411809984434038430486035","filled_fraction":1.0,"full":true,"impact_bps":3.5881900155659614,"ltc":"16.14726303891490392378491846","mid_cost_bps":6.008824080458472,"side":"sell","target_ltc":"16.14726303891490392378491846","vwap":"61.90777833923360000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.661737497083655,"ltc":"161.2547733792714377820760800","mid_cost_bps":11.085337885532379,"side":"buy","target_ltc":null,"vwap":"62.01366812553193031929046791"},{"budget_eur":10000,"eur":"9986.560039879410624899079608","filled_fraction":1.0,"full":true,"impact_bps":13.439960120589376,"ltc":"161.4726303891490392378491846","mid_cost_bps":15.858208576448462,"side":"sell","target_ltc":"161.4726303891490392378491846","vwap":"61.84676632697319000000000000"}],"spread_bps":4.843005892323836},"raw_file":"1791044101-okx.json","request_at":1791044101.6216266,"response_at":1791044101.9406106,"sequence":null,"sha256":"7ea57aa8f146d74fc0947192393c6ce3ba611b238b891319b21909ad43895cfb","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791045001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 16:30:02 GMT"},"metrics":{"ask":"61.93000","ask_levels":100,"bid":"61.92000","bid_levels":100,"depth_1pct_eur":{"buy":"273651.43003000","sell":"411147.49682000"},"mid":"61.92500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614726303891490392378491846","mid_cost_bps":0.8074283407347598,"side":"buy","target_ltc":null,"vwap":"61.92999999999999999999999999"},{"budget_eur":100,"eur":"99.98955012919896640826873385","filled_fraction":1.0,"full":true,"impact_bps":1.0449870801033592,"ltc":"1.614987080103359173126614987","mid_cost_bps":1.8523310456197013,"side":"sell","target_ltc":"1.614987080103359173126614987","vwap":"61.91352944000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.17930056708809056,"ltc":"16.14697352276396512754278334","mid_cost_bps":0.986743385058788,"side":"buy","target_ltc":null,"vwap":"61.93111040841197654488674695"},{"budget_eur":1000,"eur":"999.8337525839793281653746770","filled_fraction":1.0,"full":true,"impact_bps":1.6624741602067183,"ltc":"16.14987080103359173126614987","mid_cost_bps":2.469768268066209,"side":"sell","target_ltc":"16.14987080103359173126614987","vwap":"61.90970596000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.90992622215082,"ltc":"161.4256567140090380890897353","mid_cost_bps":3.717589518575701,"side":"buy","target_ltc":null,"vwap":"61.94802117309378002884960139"},{"budget_eur":10000,"eur":"9995.429911679586563307493540","filled_fraction":1.0,"full":true,"impact_bps":4.570088320413436,"ltc":"161.4987080103359173126614987","mid_cost_bps":5.3771476592652405,"side":"sell","target_ltc":"161.4987080103359173126614987","vwap":"61.89170201312000000000000000"}],"spread_bps":1.6148566814695196},"raw_file":"1791045001-kraken.json","request_at":1791045001.8212202,"response_at":1791045002.0142217,"sequence":null,"sha256":"768cf9a287743adb251d569b8257c41f2bc43dfd89aa337921e01c587397d157","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 16:30:01 GMT"},"metrics":{"ask":"61.937","ask_levels":637,"bid":"61.909","bid_levels":244,"depth_1pct_eur":{"buy":"31482.99659872916","sell":"83531.64047885636"},"mid":"61.923","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3612043432239303,"ltc":"1.614485494729025071436643366","mid_cost_bps":2.6221583806705193,"side":"buy","target_ltc":null,"vwap":"61.93923719134062605696703924"},{"budget_eur":100,"eur":"99.99638335581256360141498005","filled_fraction":1.0,"full":true,"impact_bps":0.36166441874363986,"ltc":"1.615274031239399764169991439","mid_cost_bps":2.6224550247888505,"side":"sell","target_ltc":"1.615274031239399764169991439","vwap":"61.90676097175000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.2409798706111927,"ltc":"16.14020709783186197769564726","mid_cost_bps":5.50258498855103,"side":"buy","target_ltc":null,"vwap":"61.95707365702460454466575200"},{"budget_eur":1000,"eur":"999.6673100452053620636741023","filled_fraction":1.0,"full":true,"impact_bps":3.3268995479463794,"ltc":"16.15274031239399764169991439","mid_cost_bps":5.5870197521730605,"side":"sell","target_ltc":"16.15274031239399764169991439","vwap":"61.88840349758861876000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.623256672851262,"ltc":"161.2508300030463128410682378","mid_cost_bps":14.88698300383361,"side":"buy","target_ltc":null,"vwap":"62.01518466485463886675333859"},{"budget_eur":10000,"eur":"9993.783169794589661438563052","filled_fraction":1.0,"full":true,"impact_bps":6.216830205410338,"ltc":"161.5274031239399764169991439","mid_cost_bps":8.476297033198467,"side":"sell","target_ltc":"161.5274031239399764169991439","vwap":"61.87051222588132513500000000"}],"spread_bps":4.521744747509003},"raw_file":"1791045001-coinbase.json","request_at":1791045001.8222294,"response_at":1791045001.9955006,"sequence":10019032577,"sha256":"cce6e52793ab5a9e16a60dd87db355a444ca1355ca92a161bbca0fd25879893d","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791045001.957,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 16:30:02 GMT"},"metrics":{"ask":"61.93","ask_levels":100,"bid":"61.91","bid_levels":100,"depth_1pct_eur":{"buy":"78321.87481171","sell":"80841.28982319"},"mid":"61.92","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614726303891490392378491846","mid_cost_bps":1.6149870801033592,"side":"buy","target_ltc":null,"vwap":"61.92999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.615247940558875787433371022","mid_cost_bps":1.6149870801033592,"side":"sell","target_ltc":"1.615247940558875787433371022","vwap":"61.91000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.766277461168258,"ltc":"16.14118382123265569538560826","mid_cost_bps":5.3818727902156045,"side":"buy","target_ltc":null,"vwap":"61.95332455631701502037554824"},{"budget_eur":1000,"eur":"999.8205220918882248425133255","filled_fraction":1.0,"full":true,"impact_bps":1.7947790811177515,"ltc":"16.15247940558875787433371022","mid_cost_bps":3.4094763067183464,"side":"sell","target_ltc":"16.15247940558875787433371022","vwap":"61.89888852270880000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.114637454452101,"ltc":"161.2611422475423045930701048","mid_cost_bps":14.731742531560378,"side":"buy","target_ltc":null,"vwap":"62.01121894975542186444445813"},{"budget_eur":10000,"eur":"9989.940959344970117913099658","filled_fraction":1.0,"full":true,"impact_bps":10.059040655029882,"ltc":"161.5247940558875787433371022","mid_cost_bps":11.67240321306363,"side":"sell","target_ltc":"161.5247940558875787433371022","vwap":"61.84772447930471000000000000"}],"spread_bps":3.2299741602067185},"raw_file":"1791045001-okx.json","request_at":1791045001.8224435,"response_at":1791045002.1032054,"sequence":null,"sha256":"46afef1e4d463377618c61002d18921f2ef911fd37a86c509bc72f03414d9bc9","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791045902,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 16:45:02 GMT"},"metrics":{"ask":"61.71000","ask_levels":100,"bid":"61.70000","bid_levels":100,"depth_1pct_eur":{"buy":"300829.82839000","sell":"423337.35269000"},"mid":"61.70500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.620482903905363798411926754","mid_cost_bps":0.810307106393323,"side":"buy","target_ltc":null,"vwap":"61.71000000000000000000000000"},{"budget_eur":100,"eur":"99.98443763371150729335494324","filled_fraction":1.0,"full":true,"impact_bps":1.5562366288492706,"ltc":"1.620745542949756888168557536","mid_cost_bps":2.366417632282635,"side":"sell","target_ltc":"1.620745542949756888168557536","vwap":"61.69039802000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.20482903905363798411926754","mid_cost_bps":0.810307106393323,"side":"buy","target_ltc":null,"vwap":"61.71000000000000000000000000"},{"budget_eur":1000,"eur":"999.5468363371150729335494325","filled_fraction":1.0,"full":true,"impact_bps":4.531636628849271,"ltc":"16.20745542949756888168557536","mid_cost_bps":5.341576533506199,"side":"sell","target_ltc":"16.20745542949756888168557536","vwap":"61.67203980200000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7136193860003548,"ltc":"162.0205262390670553935860058","mid_cost_bps":2.524065348190291,"side":"buy","target_ltc":null,"vwap":"61.72057474523100819002336215"},{"budget_eur":10000,"eur":"9994.228627828200972447325767","filled_fraction":1.0,"full":true,"impact_bps":5.771372171799028,"ltc":"162.0745542949756888168557536","mid_cost_bps":6.581211619803906,"side":"sell","target_ltc":"162.0745542949756888168557536","vwap":"61.66439063370000000000000000"}],"spread_bps":1.620614212786646},"raw_file":"1791045902-kraken.json","request_at":1791045902.1105971,"response_at":1791045902.3189728,"sequence":null,"sha256":"05020b75889152dde8d872c9a4501ada810cf8a0144fbee9f0e19c56914b0cb5","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 16:45:02 GMT"},"metrics":{"ask":"61.739","ask_levels":640,"bid":"61.672","bid_levels":240,"depth_1pct_eur":{"buy":"8190.06809123933","sell":"83324.93043924765"},"mid":"61.7055","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.619721731806475647483762290","mid_cost_bps":5.429013621152086,"side":"buy","target_ltc":null,"vwap":"61.73899999999999999999999999"},{"budget_eur":100,"eur":"99.99939101861460630431962640","filled_fraction":1.0,"full":true,"impact_bps":0.06089813853936957,"ltc":"1.621481385393695680373589311","mid_cost_bps":5.4898786980090915,"side":"sell","target_ltc":"1.621481385393695680373589311","vwap":"61.67162442900000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.2580987705389405,"ltc":"16.19679928066665586887157642","mid_cost_bps":5.687252513865111,"side":"buy","target_ltc":null,"vwap":"61.74059347599943036471405953"},{"budget_eur":1000,"eur":"999.7707963392691347775327538","filled_fraction":1.0,"full":true,"impact_bps":2.292036607308652,"ltc":"16.21481385393695680373589311","mid_cost_bps":7.719805878664611,"side":"sell","target_ltc":"16.21481385393695680373589311","vwap":"61.65786455183540608000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":28.95688447725886,"ltc":"161.5045064470731042881866547","mid_cost_bps":34.40161883043626,"side":"buy","target_ltc":null,"vwap":"61.91777690907414847383154549"},{"budget_eur":10000,"eur":"9992.347231902694130237384874","filled_fraction":1.0,"full":true,"impact_bps":7.65276809730587,"ltc":"162.1481385393695680373589311","mid_cost_bps":13.077627020233976,"side":"sell","target_ltc":"162.1481385393695680373589311","vwap":"61.62480384859029524000000000"}],"spread_bps":10.858027242304171},"raw_file":"1791045902-coinbase.json","request_at":1791045902.1116078,"response_at":1791045902.2845175,"sequence":10019053291,"sha256":"7b0e4d2b7f306a42da34287a7131363c6fda87db546eb0a419381f4873765829","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791045902.307,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 16:45:02 GMT"},"metrics":{"ask":"61.71","ask_levels":100,"bid":"61.69","bid_levels":100,"depth_1pct_eur":{"buy":"77029.86945804","sell":"64052.00360955"},"mid":"61.70","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.620482903905363798411926754","mid_cost_bps":1.6207455429497568,"side":"buy","target_ltc":null,"vwap":"61.71000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.621008267142162425028367645","mid_cost_bps":1.6207455429497568,"side":"sell","target_ltc":"1.621008267142162425028367645","vwap":"61.68999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.0590524004306463,"ltc":"16.19987341288860103626943005","mid_cost_bps":4.680293737934768,"side":"buy","target_ltc":null,"vwap":"61.72887741236305751718213323"},{"budget_eur":1000,"eur":"999.8198931065715675149943267","filled_fraction":1.0,"full":true,"impact_bps":1.801068934284325,"ltc":"16.21008267142162425028367645","mid_cost_bps":3.4215225697893032,"side":"sell","target_ltc":"16.21008267142162425028367645","vwap":"61.67888920574440000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.221540321315358,"ltc":"161.8828212121016016825756350","mid_cost_bps":11.8439425158569,"side":"buy","target_ltc":null,"vwap":"61.77307712532283707149970700"},{"budget_eur":10000,"eur":"9990.413431144294050899659590","filled_fraction":1.0,"full":true,"impact_bps":9.586568855705949,"ltc":"162.1008267142162425028367645","mid_cost_bps":11.2057606597812,"side":"sell","target_ltc":"162.1008267142162425028367645","vwap":"61.63086045672915000000000000"}],"spread_bps":3.2414910858995136},"raw_file":"1791045902-okx.json","request_at":1791045902.1118238,"response_at":1791045902.4335537,"sequence":null,"sha256":"963d76763010d8306c29b6f79998c65fdbe97cfe6ea06570d503b4bef2f54b73","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791046802,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 17:00:02 GMT"},"metrics":{"ask":"61.52000","ask_levels":100,"bid":"61.51000","bid_levels":100,"depth_1pct_eur":{"buy":"295356.15284000","sell":"793515.10806000"},"mid":"61.51500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625487646293888166449934980","mid_cost_bps":0.8128098837681866,"side":"buy","target_ltc":null,"vwap":"61.52000000000000000000000000"},{"budget_eur":100,"eur":"99.98944248089741505446268899","filled_fraction":1.0,"full":true,"impact_bps":1.0557519102584945,"ltc":"1.625751910258494553731100634","mid_cost_bps":1.8684759814679346,"side":"sell","target_ltc":"1.625751910258494553731100634","vwap":"61.50350607000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5937112146395105,"ltc":"16.25228631784205394865128372","mid_cost_bps":2.40665063683041,"side":"buy","target_ltc":null,"vwap":"61.52980451139246226900202636"},{"budget_eur":1000,"eur":"999.8431248089741505446268899","filled_fraction":1.0,"full":true,"impact_bps":1.5687519102584946,"ltc":"16.25751910258494553731100634","mid_cost_bps":2.3814342843208975,"side":"sell","target_ltc":"16.25751910258494553731100634","vwap":"61.50035060700000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.813977112649301,"ltc":"162.4543140630074699577784995","mid_cost_bps":6.627259562223604,"side":"buy","target_ltc":null,"vwap":"61.55576758719701849851576330"},{"budget_eur":10000,"eur":"9996.027134269224516338806698","filled_fraction":1.0,"full":true,"impact_bps":3.9728657307754838,"ltc":"162.5751910258494553731100634","mid_cost_bps":4.785352696090384,"side":"sell","target_ltc":"162.5751910258494553731100634","vwap":"61.48556290289000000000000000"}],"spread_bps":1.6256197675363733},"raw_file":"1791046802-kraken.json","request_at":1791046802.1139505,"response_at":1791046802.3278587,"sequence":null,"sha256":"699237c9413044460eba46d2c7434e439148fce6fbc6a17a8b68d23f0b172f6a","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 17:00:02 GMT"},"metrics":{"ask":"61.538","ask_levels":633,"bid":"61.495","bid_levels":200,"depth_1pct_eur":{"buy":"4418.53149415652","sell":"9215.53984253816"},"mid":"61.5165","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625012187591406935552016640","mid_cost_bps":3.494997277153284,"side":"buy","target_ltc":null,"vwap":"61.53800000000000000000000000"},{"budget_eur":100,"eur":"99.99631810919586958289291811","filled_fraction":1.0,"full":true,"impact_bps":0.3681890804130417,"ltc":"1.626148467355069517846979429","mid_cost_bps":3.8630576755829735,"side":"sell","target_ltc":"1.626148467355069517846979429","vwap":"61.49273582125000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.467636674065623,"ltc":"16.23637350473981313262392941","mid_cost_bps":11.965593387930886,"side":"buy","target_ltc":null,"vwap":"61.59010814256486502888979763"},{"budget_eur":1000,"eur":"998.9192734724004374339377184","filled_fraction":1.0,"full":true,"impact_bps":10.807265275995626,"ltc":"16.26148467355069517846979429","mid_cost_bps":14.298485416877602,"side":"sell","target_ltc":"16.26148467355069517846979429","vwap":"61.42854072218526490000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":227.90149100190843,"ltc":"158.8803127426507324595219738","mid_cost_bps":231.4761397881128,"side":"buy","target_ltc":null,"vwap":"62.94046019532754401061732532"},{"budget_eur":10000,"eur":"9952.361562624032454671111471","filled_fraction":1.0,"full":true,"impact_bps":47.63843737596755,"ltc":"162.6148467355069517846979429","mid_cost_bps":51.116785032229146,"side":"sell","target_ltc":"162.6148467355069517846979429","vwap":"61.20204742935648758000000000"}],"spread_bps":6.989994554306568},"raw_file":"1791046802-coinbase.json","request_at":1791046802.1149821,"response_at":1791046802.2984505,"sequence":10019071990,"sha256":"46ec31a98e6197b8f16a02f866ba2d692965d1d167e9911148abb646c7d8465e","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791046802.307,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 17:00:02 GMT"},"metrics":{"ask":"61.53","ask_levels":100,"bid":"61.51","bid_levels":100,"depth_1pct_eur":{"buy":"79510.79424042","sell":"80471.96343920"},"mid":"61.52","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625223468226881196164472615","mid_cost_bps":1.625487646293888,"side":"buy","target_ltc":null,"vwap":"61.53000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625751910258494553731100634","mid_cost_bps":1.625487646293888,"side":"sell","target_ltc":"1.625751910258494553731100634","vwap":"61.51000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.644546497496093,"ltc":"16.24793783955829814874959402","mid_cost_bps":4.270464011556154,"side":"buy","target_ltc":null,"vwap":"61.54627189459909345845978760"},{"budget_eur":1000,"eur":"999.7290435969224516338806698","filled_fraction":1.0,"full":true,"impact_bps":2.709564030775484,"ltc":"16.25751910258494553731100634","mid_cost_bps":4.334611240783485,"side":"sell","target_ltc":"16.25751910258494553731100634","vwap":"61.49333347164670000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.123615884407867,"ltc":"162.3742028370658876987990912","mid_cost_bps":10.750586563192718,"side":"buy","target_ltc":null,"vwap":"61.58613760853676160188168245"},{"budget_eur":10000,"eur":"9988.099528357156559908957893","filled_fraction":1.0,"full":true,"impact_bps":11.90047164284344,"ltc":"162.5751910258494553731100634","mid_cost_bps":13.524024882173277,"side":"sell","target_ltc":"162.5751910258494553731100634","vwap":"61.43680019892487000000000000"}],"spread_bps":3.250975292587776},"raw_file":"1791046802-okx.json","request_at":1791046802.1152582,"response_at":1791046802.4399378,"sequence":null,"sha256":"17d719d51aa860eab63142c7f03e35f72727c133dd788061b7f7dadb7e77c1d7","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791047701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 17:15:01 GMT"},"metrics":{"ask":"61.60000","ask_levels":100,"bid":"61.59000","bid_levels":100,"depth_1pct_eur":{"buy":"292708.51568000","sell":"788456.07069000"},"mid":"61.59500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.623376623376623376623376623","mid_cost_bps":0.8117542008279893,"side":"buy","target_ltc":null,"vwap":"61.60000000000000000000000000"},{"budget_eur":100,"eur":"99.98562719597337230069816526","filled_fraction":1.0,"full":true,"impact_bps":1.43728040266277,"ltc":"1.623640201331384965091735671","mid_cost_bps":2.248917931650296,"side":"sell","target_ltc":"1.623640201331384965091735671","vwap":"61.58114779000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.23376623376623376623376623","mid_cost_bps":0.8117542008279893,"side":"buy","target_ltc":null,"vwap":"61.60000000000000000000000000"},{"budget_eur":1000,"eur":"999.6933719597337230069816526","filled_fraction":1.0,"full":true,"impact_bps":3.06628040266277,"ltc":"16.23640201331384965091735671","mid_cost_bps":3.8777856968909816,"side":"sell","target_ltc":"16.23640201331384965091735671","vwap":"61.57111477900000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.48858734992479,"ltc":"162.2972732435502190491643680","mid_cost_bps":3.300543562876322,"side":"buy","target_ltc":null,"vwap":"61.61532969807553670508820203"},{"budget_eur":10000,"eur":"9993.877768993343075174541319","filled_fraction":1.0,"full":true,"impact_bps":6.122231006656925,"ltc":"162.3640201331384965091735671","mid_cost_bps":6.933488232811105,"side":"sell","target_ltc":"162.3640201331384965091735671","vwap":"61.55229317923000000000000000"}],"spread_bps":1.6235084016559787},"raw_file":"1791047701-kraken.json","request_at":1791047701.5786695,"response_at":1791047701.7865176,"sequence":null,"sha256":"c13c37c2bf28ee983de2d75035affecc26919f714a752a5e89e062b57b21fb57","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 17:15:01 GMT"},"metrics":{"ask":"61.61","ask_levels":633,"bid":"61.589","bid_levels":254,"depth_1pct_eur":{"buy":"7054.44561301875","sell":"93228.60886715749"},"mid":"61.5995","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.06106069485898752,"ltc":"1.623103220204184317735469316","mid_cost_bps":1.765630393270436,"side":"buy","target_ltc":null,"vwap":"61.61037619494102622210950112"},{"budget_eur":100,"eur":"99.99694416718082774521424278","filled_fraction":1.0,"full":true,"impact_bps":0.3055832819172255,"ltc":"1.623666563834450957151439380","mid_cost_bps":2.010090483688991,"side":"sell","target_ltc":"1.623666563834450957151439380","vwap":"61.58711794312500000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.3313833331217104,"ltc":"16.22572589856966707768187423","mid_cost_bps":5.036510477416677,"side":"buy","target_ltc":null,"vwap":"61.63052465271536285661756793"},{"budget_eur":1000,"eur":"999.7606518254496647128545679","filled_fraction":1.0,"full":true,"impact_bps":2.393481745503353,"ltc":"16.23666563834450957151439380","mid_cost_bps":4.097633052602797,"side":"sell","target_ltc":"16.23666563834450957151439380","vwap":"61.57425878527761940000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":42.86210613202203,"ltc":"161.6185818178446328136266765","mid_cost_bps":44.573971522396725,"side":"buy","target_ltc":null,"vwap":"61.87407343587938771811051740"},{"budget_eur":10000,"eur":"9993.460614838320855022812513","filled_fraction":1.0,"full":true,"impact_bps":6.539385161679145,"ltc":"162.3666563834450957151439380","mid_cost_bps":8.242829774960136,"side":"sell","target_ltc":"162.3666563834450957151439380","vwap":"61.54872458072773431400000000"}],"spread_bps":3.4091185805079585},"raw_file":"1791047701-coinbase.json","request_at":1791047701.5797324,"response_at":1791047701.7799861,"sequence":10019093387,"sha256":"ebb9a31504447fbdfb768e1056fe9a0f433a40d2a12af32c4e94a302e8d8ff63","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791047701.756,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 17:15:01 GMT"},"metrics":{"ask":"61.61","ask_levels":100,"bid":"61.58","bid_levels":100,"depth_1pct_eur":{"buy":"74886.71706807","sell":"78395.03779319"},"mid":"61.595","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.623113130985229670508034410","mid_cost_bps":2.435262602483968,"side":"buy","target_ltc":null,"vwap":"61.61000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.623903864891198441052289704","mid_cost_bps":2.435262602483968,"side":"sell","target_ltc":"1.623903864891198441052289704","vwap":"61.58000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7042669578611642,"ltc":"16.22674316531473069435431538","mid_cost_bps":5.140188120364093,"side":"buy","target_ltc":null,"vwap":"61.62666098872738263348730527"},{"budget_eur":1000,"eur":"999.7293440305326404676843128","filled_fraction":1.0,"full":true,"impact_bps":2.7065596946735955,"ltc":"16.23903864891198441052289704","mid_cost_bps":5.1411631787969805,"side":"sell","target_ltc":"16.23903864891198441052289704","vwap":"61.56333300540020000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.13591421610282,"ltc":"162.1145722443292287751134154","mid_cost_bps":14.57413223239053,"side":"buy","target_ltc":null,"vwap":"61.68476936748540947492091790"},{"budget_eur":10000,"eur":"9988.891798505979214030529390","filled_fraction":1.0,"full":true,"impact_bps":11.108201494020786,"ltc":"162.3903864891198441052289704","mid_cost_bps":13.540758957736829,"side":"sell","target_ltc":"162.3903864891198441052289704","vwap":"61.51159569519982000000000000"}],"spread_bps":4.870525204967936},"raw_file":"1791047701-okx.json","request_at":1791047701.5801234,"response_at":1791047701.885053,"sequence":null,"sha256":"b00ec7a4e6e23157e543044f86062475a9ad1023c615ca12d865bbe91fe44b54","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791048601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 17:30:01 GMT"},"metrics":{"ask":"61.43000","ask_levels":100,"bid":"61.41000","bid_levels":100,"depth_1pct_eur":{"buy":"283905.94936000","sell":"427846.55008000"},"mid":"61.42000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.057808824219826,"ltc":"1.627696940104166666666666667","mid_cost_bps":2.6861152079424278,"side":"buy","target_ltc":null,"vwap":"61.43649811960718239060373557"},{"budget_eur":100,"eur":"99.98941600716495684741898711","filled_fraction":1.0,"full":true,"impact_bps":1.0583992835043152,"ltc":"1.628399283504315258101286435","mid_cost_bps":2.6863611201563007,"side":"sell","target_ltc":"1.628399283504315258101286435","vwap":"61.40350037000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6374732954664064,"ltc":"16.27602603742880390561432059","mid_cost_bps":3.2658740563416044,"side":"buy","target_ltc":null,"vwap":"61.44005899845405013468820743"},{"budget_eur":1000,"eur":"999.8428600716495684741898711","filled_fraction":1.0,"full":true,"impact_bps":1.5713992835043153,"ltc":"16.28399283504315258101286435","mid_cost_bps":3.1992775968739826,"side":"sell","target_ltc":"16.28399283504315258101286435","vwap":"61.40035003700000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.723412299598217,"ltc":"162.7100572637058727834716122","mid_cost_bps":6.352315492743707,"side":"buy","target_ltc":null,"vwap":"61.45901592175643184698744270"},{"budget_eur":10000,"eur":"9998.377300716495684741898711","filled_fraction":1.0,"full":true,"impact_bps":1.6226992835043152,"ltc":"162.8399283504315258101286435","mid_cost_bps":3.2505692445457504,"side":"sell","target_ltc":"162.8399283504315258101286435","vwap":"61.40003500370000000000000000"}],"spread_bps":3.2562683165092805},"raw_file":"1791048601-kraken.json","request_at":1791048601.4246259,"response_at":1791048601.6140149,"sequence":null,"sha256":"9ddb36039a5aa9abfe8d1e622dabdf609ee3e1a28f0e58eeb5f0c028d0de662b","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 17:30:01 GMT"},"metrics":{"ask":"61.435","ask_levels":646,"bid":"61.416","bid_levels":245,"depth_1pct_eur":{"buy":"16154.42538983402","sell":"81928.15662487513"},"mid":"61.4255","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.06152304030050775,"ltc":"1.627726617943876554463181197","mid_cost_bps":1.6081215127408275,"side":"buy","target_ltc":null,"vwap":"61.43537796679808616937753504"},{"budget_eur":100,"eur":"99.99692129901002995961964307","filled_fraction":1.0,"full":true,"impact_bps":0.307870098997004,"ltc":"1.628240197994008076071382050","mid_cost_bps":1.8544114415023076,"side":"sell","target_ltc":"1.628240197994008076071382050","vwap":"61.41410918500000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.683572169152244,"ltc":"16.27137264458632917981585711","mid_cost_bps":5.230730823711132,"side":"buy","target_ltc":null,"vwap":"61.45763002562118681163498871"},{"budget_eur":1000,"eur":"999.8011896715209587078285787","filled_fraction":1.0,"full":true,"impact_bps":1.988103284790413,"ltc":"16.28240197994008076071382050","mid_cost_bps":3.5343847642866235,"side":"sell","target_ltc":"16.28240197994008076071382050","vwap":"61.40378986486613120000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.333582552005808,"ltc":"162.5731522818499943191962474","mid_cost_bps":13.882079007618609,"side":"buy","target_ltc":null,"vwap":"61.51077136440824768146314948"},{"budget_eur":10000,"eur":"9994.554348268318348313143153","filled_fraction":1.0,"full":true,"impact_bps":5.445651731681652,"ltc":"162.8240197994008076071382050","mid_cost_bps":6.991398470553114,"side":"sell","target_ltc":"162.8240197994008076071382050","vwap":"61.38255498532470396800000000"}],"spread_bps":3.093177914709689},"raw_file":"1791048601-coinbase.json","request_at":1791048601.4258068,"response_at":1791048601.540434,"sequence":10019119305,"sha256":"7492c65a5cbd5e9b66f98813a1b4c12d47b58137e5621c34d88049374aa36dfc","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791048601.506,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 17:30:01 GMT"},"metrics":{"ask":"61.43","ask_levels":100,"bid":"61.4","bid_levels":100,"depth_1pct_eur":{"buy":"74561.24649509","sell":"80803.88917592"},"mid":"61.415","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.627869119322806446361712518","mid_cost_bps":2.4424000651306685,"side":"buy","target_ltc":null,"vwap":"61.43000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.628664495114006514657980456","mid_cost_bps":2.4424000651306685,"side":"sell","target_ltc":"1.628664495114006514657980456","vwap":"61.40000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.7968282431362,"ltc":"16.27251279960962914769030579","mid_cost_bps":6.2401556456217016,"side":"buy","target_ltc":null,"vwap":"61.45332391589758567799760191"},{"budget_eur":1000,"eur":"999.9095172904885993485342019","filled_fraction":1.0,"full":true,"impact_bps":0.9048270951140065,"ltc":"16.28664495114006514657980456","mid_cost_bps":3.3470061652690712,"side":"sell","target_ltc":"16.28664495114006514657980456","vwap":"61.39444436163600000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.526626470405448,"ltc":"162.5507804852224748294900942","mid_cost_bps":16.97257451887986,"side":"buy","target_ltc":null,"vwap":"61.51923706640770066446654665"},{"budget_eur":10000,"eur":"9992.636236899087947882736156","filled_fraction":1.0,"full":true,"impact_bps":7.3637631009120526,"ltc":"162.8664495114006514657980456","mid_cost_bps":9.804364640494994,"side":"sell","target_ltc":"162.8664495114006514657980456","vwap":"61.35478649456040000000000000"}],"spread_bps":4.884800130261337},"raw_file":"1791048601-okx.json","request_at":1791048601.426129,"response_at":1791048601.636653,"sequence":null,"sha256":"402a9dbb4d357f36e863f950ed806d0633e7b38be4272da412ed8b2ea7446a4b","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791049501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 17:45:01 GMT"},"metrics":{"ask":"61.39000","ask_levels":100,"bid":"61.38000","bid_levels":100,"depth_1pct_eur":{"buy":"290169.34408000","sell":"785726.70472000"},"mid":"61.38500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0588694375679748,"ltc":"1.628757328990228013029315961","mid_cost_bps":1.8734869230642337,"side":"buy","target_ltc":null,"vwap":"61.39650039947722979790151961"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.629195177582274356467904855","mid_cost_bps":0.8145312372729494,"side":"sell","target_ltc":"1.629195177582274356467904855","vwap":"61.38000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5719208331771672,"ltc":"16.28673778501628664495114007","mid_cost_bps":2.3865801083122307,"side":"buy","target_ltc":null,"vwap":"61.39965002199487462921461346"},{"budget_eur":1000,"eur":"999.9862404822417725643532095","filled_fraction":1.0,"full":true,"impact_bps":0.13759517758227435,"ltc":"16.29195177582274356467904855","mid_cost_bps":0.9521152072981999,"side":"sell","target_ltc":"16.29195177582274356467904855","vwap":"61.37915544080000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.9039699513565544,"ltc":"162.8294111997395409409083510","mid_cost_bps":4.71881917917698,"side":"buy","target_ltc":null,"vwap":"61.41396647153137788858049461"},{"budget_eur":10000,"eur":"9997.201979644835451287064190","filled_fraction":1.0,"full":true,"impact_bps":2.7980203551645486,"ltc":"162.9195177582274356467904855","mid_cost_bps":3.612323684939317,"side":"sell","target_ltc":"162.9195177582274356467904855","vwap":"61.36282575106000000000000000"}],"spread_bps":1.6290624745458988},"raw_file":"1791049501-kraken.json","request_at":1791049501.5658135,"response_at":1791049501.759726,"sequence":null,"sha256":"b2742a84d824e75298c5013b3e4538af80a859e211eb0b9f5d27f42da930b315","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 17:45:01 GMT"},"metrics":{"ask":"61.413","ask_levels":633,"bid":"61.363","bid_levels":251,"depth_1pct_eur":{"buy":"14395.13424104726","sell":"82518.40359426557"},"mid":"61.388","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.628319736863530522853467507","mid_cost_bps":4.0724571577507005,"side":"buy","target_ltc":null,"vwap":"61.41300000000000000000000000"},{"budget_eur":100,"eur":"99.99938285347033228492739927","filled_fraction":1.0,"full":true,"impact_bps":0.061714652966771505,"ltc":"1.629646529667715072600752897","mid_cost_bps":4.134146677689451,"side":"sell","target_ltc":"1.629646529667715072600752897","vwap":"61.36262130037500000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.9557735242216627,"ltc":"16.28001336672364394087386859","mid_cost_bps":6.029027162361129,"side":"buy","target_ltc":null,"vwap":"61.42501099194430249693007094"},{"budget_eur":1000,"eur":"999.8723641173632284927399249","filled_fraction":1.0,"full":true,"impact_bps":1.276358826367715,"ltc":"16.29646529667715072600752897","mid_cost_bps":5.348296192454586,"side":"sell","target_ltc":"16.29646529667715072600752897","vwap":"61.35516787933375979000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.830401219503537,"ltc":"162.6720605241374888401915429","mid_cost_bps":13.906861766035231,"side":"buy","target_ltc":null,"vwap":"61.47337144300933707559087962"},{"budget_eur":10000,"eur":"9993.212452401089222984534656","filled_fraction":1.0,"full":true,"impact_bps":6.787547598910777,"ltc":"162.9646529667715072600752897","mid_cost_bps":10.857240556981202,"side":"sell","target_ltc":"162.9646529667715072600752897","vwap":"61.32134957166880379900000000"}],"spread_bps":8.144914315501401},"raw_file":"1791049501-coinbase.json","request_at":1791049501.5669377,"response_at":1791049501.743885,"sequence":10019152783,"sha256":"c16475ac2a902b7c8063cd4994a6d8949dc994f930ed60961308caaf88db5e54","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791049501.706,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 17:45:01 GMT"},"metrics":{"ask":"61.4","ask_levels":100,"bid":"61.38","bid_levels":100,"depth_1pct_eur":{"buy":"69699.04927774","sell":"71886.32247039"},"mid":"61.39","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.628664495114006514657980456","mid_cost_bps":1.6289297931259163,"side":"buy","target_ltc":null,"vwap":"61.40000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.629195177582274356467904855","mid_cost_bps":1.6289297931259163,"side":"sell","target_ltc":"1.629195177582274356467904855","vwap":"61.38000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.6182796688353895,"ltc":"16.28075411897786458333333333","mid_cost_bps":5.247798854316549,"side":"buy","target_ltc":null,"vwap":"61.42221623716664929192889451"},{"budget_eur":1000,"eur":"999.8189680644835451287064190","filled_fraction":1.0,"full":true,"impact_bps":1.8103193551645487,"ltc":"16.29195177582274356467904855","mid_cost_bps":3.438954259977195,"side":"sell","target_ltc":"16.29195177582274356467904855","vwap":"61.36888825979800000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.166517817935956,"ltc":"162.6685385441391643635181271","mid_cost_bps":13.797429451397095,"side":"buy","target_ltc":null,"vwap":"61.47470241940212677150009593"},{"budget_eur":10000,"eur":"9988.546456733848159009449332","filled_fraction":1.0,"full":true,"impact_bps":11.453543266151842,"ltc":"162.9195177582274356467904855","mid_cost_bps":13.080607357491449,"side":"sell","target_ltc":"162.9195177582274356467904855","vwap":"61.30969815143236000000000000"}],"spread_bps":3.2578595862518327},"raw_file":"1791049501-okx.json","request_at":1791049501.5671945,"response_at":1791049501.8338852,"sequence":null,"sha256":"fda4fb82be2fdb59228ab14a3850657d50f402b3d685f8338556f48bfc4f7f56","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791050401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 18:00:02 GMT"},"metrics":{"ask":"61.31000","ask_levels":100,"bid":"61.30000","bid_levels":100,"depth_1pct_eur":{"buy":"287185.27481000","sell":"748986.09191000"},"mid":"61.30500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.060994816069909,"ltc":"1.630882257012393998695368558","mid_cost_bps":1.8766755105333355,"side":"buy","target_ltc":null,"vwap":"61.31650495921732461249708767"},{"budget_eur":100,"eur":"99.98938678629690048939641106","filled_fraction":1.0,"full":true,"impact_bps":1.061321370309951,"ltc":"1.631321370309951060358890701","mid_cost_bps":1.8768289699045755,"side":"sell","target_ltc":"1.631321370309951060358890701","vwap":"61.29349410000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.574046320710397,"ltc":"16.30798597521200260926288324","mid_cost_bps":2.3897688593549375,"side":"buy","target_ltc":null,"vwap":"61.31965047799227544402996901"},{"budget_eur":1000,"eur":"999.8425678629690048939641106","filled_fraction":1.0,"full":true,"impact_bps":1.574321370309951,"ltc":"16.31321370309951060358890701","mid_cost_bps":2.3897871299241498,"side":"sell","target_ltc":"16.31321370309951060358890701","vwap":"61.29034941000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.230951310128879,"ltc":"163.0365493072534637326813366","mid_cost_bps":5.0468905443928165,"side":"buy","target_ltc":null,"vwap":"61.33593996248240015941145811"},{"budget_eur":10000,"eur":"9996.326375889070146818923325","filled_fraction":1.0,"full":true,"impact_bps":3.673624110929853,"ltc":"163.1321370309951060358890701","mid_cost_bps":4.488918652638447,"side":"sell","target_ltc":"163.1321370309951060358890701","vwap":"61.27748068420000000000000000"}],"spread_bps":1.6311883206916238},"raw_file":"1791050401-kraken.json","request_at":1791050401.8683994,"response_at":1791050402.101435,"sequence":null,"sha256":"c8f55b16fd2a4223326fbb599687a2bdbf9d16d9498cc11acd0b7d91957642ce","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 18:00:02 GMT"},"metrics":{"ask":"61.32","ask_levels":638,"bid":"61.302","bid_levels":246,"depth_1pct_eur":{"buy":"10763.99456804167","sell":"70868.44018017120"},"mid":"61.311","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3709510459372666,"ltc":"1.630728809966409027166291622","mid_cost_bps":1.8389313196143136,"side":"buy","target_ltc":null,"vwap":"61.32227467181368731849540140"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.631268147858144921862255718","mid_cost_bps":1.4679258208151882,"side":"sell","target_ltc":"1.631268147858144921862255718","vwap":"61.30199999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":2.498998450624249,"ltc":"16.30381869845511754540415403","mid_cost_bps":3.967291105874622,"side":"buy","target_ltc":null,"vwap":"61.33532385849922789413436261"},{"budget_eur":1000,"eur":"999.6915819236553936250040784","filled_fraction":1.0,"full":true,"impact_bps":3.0841807634460636,"ltc":"16.31268147858144921862255718","mid_cost_bps":4.55165384940338,"side":"sell","target_ltc":"16.31268147858144921862255718","vwap":"61.28309335508392294000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":19.105576055187708,"ltc":"162.7679526523432199282737230","mid_cost_bps":20.57630643284419,"side":"buy","target_ltc":null,"vwap":"61.43715539237041102604388034"},{"budget_eur":10000,"eur":"9991.082158926371107304818769","filled_fraction":1.0,"full":true,"impact_bps":8.917841073628892,"ltc":"163.1268147858144921862255718","mid_cost_bps":10.38445782152629,"side":"sell","target_ltc":"163.1268147858144921862255718","vwap":"61.24733185065044016200000000"}],"spread_bps":2.9358516416303764},"raw_file":"1791050401-coinbase.json","request_at":1791050401.8698888,"response_at":1791050402.0191987,"sequence":10019178698,"sha256":"704cd19c1fd228881eb851cd0704b7ac3747cab31f63aa00870bb63ac54e470e","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791050402.106,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 18:00:02 GMT"},"metrics":{"ask":"61.33","ask_levels":100,"bid":"61.3","bid_levels":100,"depth_1pct_eur":{"buy":"68508.14384819","sell":"70744.38832444"},"mid":"61.315","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.630523398010761454426871026","mid_cost_bps":2.446383429829569,"side":"buy","target_ltc":null,"vwap":"61.32999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.631321370309951060358890701","mid_cost_bps":2.446383429829569,"side":"sell","target_ltc":"1.631321370309951060358890701","vwap":"61.30000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.347073405638139,"ltc":"16.29814905507576992015642822","mid_cost_bps":6.794520296302488,"side":"buy","target_ltc":null,"vwap":"61.35666060119677870532165500"},{"budget_eur":1000,"eur":"999.8187400659380097879282216","filled_fraction":1.0,"full":true,"impact_bps":1.8125993406199021,"ltc":"16.31321370309951060358890701","mid_cost_bps":4.25853933915029,"side":"sell","target_ltc":"16.31321370309951060358890701","vwap":"61.28888876604200000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.020901606359136,"ltc":"162.8403070395250487963565387","mid_cost_bps":15.470470447981828,"side":"buy","target_ltc":null,"vwap":"61.40985718955180057481516950"},{"budget_eur":10000,"eur":"9992.248477267830342577487762","filled_fraction":1.0,"full":true,"impact_bps":7.751522732169658,"ltc":"163.1321370309951060358890701","mid_cost_bps":10.196009842322434,"side":"sell","target_ltc":"163.1321370309951060358890701","vwap":"61.25248316565180000000000000"}],"spread_bps":4.892766859659138},"raw_file":"1791050401-okx.json","request_at":1791050401.8701847,"response_at":1791050402.235546,"sequence":null,"sha256":"35a8e4e5b8a195f53ab16db1d36ae712f71a726ad349e520dfde53369a799a2d","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791051301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 18:15:01 GMT"},"metrics":{"ask":"61.42000","ask_levels":100,"bid":"61.41000","bid_levels":100,"depth_1pct_eur":{"buy":"288114.21825000","sell":"423856.35300000"},"mid":"61.41500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.628134158254640182351025725","mid_cost_bps":0.8141333550435561,"side":"buy","target_ltc":null,"vwap":"61.41999999999999999999999998"},{"budget_eur":100,"eur":"99.98941600716495684741898711","filled_fraction":1.0,"full":true,"impact_bps":1.0583992835043152,"ltc":"1.628399283504315258101286435","mid_cost_bps":1.872446470731906,"side":"sell","target_ltc":"1.628399283504315258101286435","vwap":"61.40350037000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8714092011912835,"ltc":"16.27829524739583333333333333","mid_cost_bps":2.685694913900002,"side":"buy","target_ltc":null,"vwap":"61.43149419531371686276318182"},{"budget_eur":1000,"eur":"999.8428600716495684741898711","filled_fraction":1.0,"full":true,"impact_bps":1.5713992835043153,"ltc":"16.28399283504315258101286435","mid_cost_bps":2.3854047056907923,"side":"sell","target_ltc":"16.28399283504315258101286435","vwap":"61.40035003700000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.299805610613216,"ltc":"162.7434393101204035144809632","mid_cost_bps":5.114289027173553,"side":"buy","target_ltc":null,"vwap":"61.44640940606038637586215957"},{"budget_eur":10000,"eur":"9995.444242865982738967594852","filled_fraction":1.0,"full":true,"impact_bps":4.555757134017261,"ltc":"162.8399283504315258101286435","mid_cost_bps":5.369519589676789,"side":"sell","target_ltc":"162.8399283504315258101286435","vwap":"61.38202309544000000000000000"}],"spread_bps":1.6282667100871122},"raw_file":"1791051301-kraken.json","request_at":1791051301.6235683,"response_at":1791051301.8348353,"sequence":null,"sha256":"b1206708551371c4ff2221b7ea14220cdfc2f55edbfb96c79d9f34a733814cd6","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 18:15:01 GMT"},"metrics":{"ask":"61.43","ask_levels":632,"bid":"61.413","bid_levels":241,"depth_1pct_eur":{"buy":"11168.87765333429","sell":"71547.25163792909"},"mid":"61.4215","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.06153628887735576,"ltc":"1.627859102082010711204440755","mid_cost_bps":1.4454250421389248,"side":"buy","target_ltc":null,"vwap":"61.43037801742257359644233601"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.628319736863530522853467507","mid_cost_bps":1.3838802373761632,"side":"sell","target_ltc":"1.628319736863530522853467507","vwap":"61.41300000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.1559343871793795,"ltc":"16.27355536592996387541901260","mid_cost_bps":4.5402513680784296,"side":"buy","target_ltc":null,"vwap":"61.44938690494044292771294244"},{"budget_eur":1000,"eur":"999.7564317329600232849722372","filled_fraction":1.0,"full":true,"impact_bps":2.435682670399767,"ltc":"16.28319736863530522853467507","mid_cost_bps":3.8192258384647215,"side":"sell","target_ltc":"16.28319736863530522853467507","vwap":"61.39804174201627391000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.723468598004194,"ltc":"162.5475855051939321640443642","mid_cost_bps":16.109386387102198,"side":"buy","target_ltc":null,"vwap":"61.52044626759753977018847863"},{"budget_eur":10000,"eur":"9989.740579864632105091755818","filled_fraction":1.0,"full":true,"impact_bps":10.259420135367895,"ltc":"162.8319736863530522853467507","mid_cost_bps":11.64188059186683,"side":"sell","target_ltc":"162.8319736863530522853467507","vwap":"61.34999382312266514700000000"}],"spread_bps":2.7677604747523263},"raw_file":"1791051301-coinbase.json","request_at":1791051301.6246583,"response_at":1791051301.7878976,"sequence":10019202056,"sha256":"f2b130d283e5acf007f514ebab71c2c299b9f1618923388a14010917f67df52f","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791051301.807,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 18:15:01 GMT"},"metrics":{"ask":"61.46","ask_levels":100,"bid":"61.41","bid_levels":100,"depth_1pct_eur":{"buy":"76045.77646033","sell":"75467.49936236"},"mid":"61.435","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.627074520013016596160104133","mid_cost_bps":4.06934158053227,"side":"buy","target_ltc":null,"vwap":"61.45999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.628399283504315258101286435","mid_cost_bps":4.06934158053227,"side":"sell","target_ltc":"1.628399283504315258101286435","vwap":"61.41000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.1930575454673835,"ltc":"16.26880423816495851634943875","mid_cost_bps":5.2628846218674274,"side":"buy","target_ltc":null,"vwap":"61.46733253167444253942084917"},{"budget_eur":1000,"eur":"999.8190746632991369483797424","filled_fraction":1.0,"full":true,"impact_bps":1.8092533670086306,"ltc":"16.28399283504315258101286435","mid_cost_bps":5.877858700545292,"side":"sell","target_ltc":"16.28399283504315258101286435","vwap":"61.39888937507320000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.612535068355155,"ltc":"162.5999322259060620835364863","mid_cost_bps":10.684567515278063,"side":"buy","target_ltc":null,"vwap":"61.50064064053011078309145699"},{"budget_eur":10000,"eur":"9988.618927554956847418987133","filled_fraction":1.0,"full":true,"impact_bps":11.381072445043152,"ltc":"162.8399283504315258101286435","mid_cost_bps":15.445782678442256,"side":"sell","target_ltc":"162.8399283504315258101286435","vwap":"61.34010883411499000000000000"}],"spread_bps":8.13868316106454},"raw_file":"1791051301-okx.json","request_at":1791051301.624927,"response_at":1791051301.9397287,"sequence":null,"sha256":"f32c0326d595a75e904e217ff46687a6e410bc799678f94d8f56838afa3066ae","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791052202,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 18:30:02 GMT"},"metrics":{"ask":"61.49000","ask_levels":100,"bid":"61.48000","bid_levels":100,"depth_1pct_eur":{"buy":"294257.31330000","sell":"783693.46760000"},"mid":"61.48500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":3.2505607419841276,"ltc":"1.625752235408876605430011380","mid_cost_bps":4.064031552811319,"side":"buy","target_ltc":null,"vwap":"61.50998769800246039950792010"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.626545217957059206245933637","mid_cost_bps":0.813206473123526,"side":"sell","target_ltc":"1.626545217957059206245933637","vwap":"61.48000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.2523613270490492,"ltc":"16.25751942773532758900991709","mid_cost_bps":4.065832284300985,"side":"buy","target_ltc":null,"vwap":"61.50999876980002460399950791"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.26545217957059206245933637","mid_cost_bps":0.813206473123526,"side":"sell","target_ltc":"16.26545217957059206245933637","vwap":"61.48000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.257531632291911,"ltc":"162.5263682157946051348716282","mid_cost_bps":7.0712469719383515,"side":"buy","target_ltc":null,"vwap":"61.52847756200696295604722104"},{"budget_eur":10000,"eur":"9999.390104782042940793754067","filled_fraction":1.0,"full":true,"impact_bps":0.6098952179570593,"ltc":"162.6545217957059206245933637","mid_cost_bps":1.4230520940066682,"side":"sell","target_ltc":"162.6545217957059206245933637","vwap":"61.47625036420000000000000000"}],"spread_bps":1.626412946247052},"raw_file":"1791052202-kraken.json","request_at":1791052202.2734318,"response_at":1791052202.4646301,"sequence":null,"sha256":"059886fc0008cdd3db0ed5418df4f57bb18084214dea944503768893821c4a9f","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 18:30:02 GMT"},"metrics":{"ask":"61.512","ask_levels":634,"bid":"61.489","bid_levels":252,"depth_1pct_eur":{"buy":"8926.26585784322","sell":"91145.30235042254"},"mid":"61.5005","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625699050591754454415398621","mid_cost_bps":1.869903496719539,"side":"buy","target_ltc":null,"vwap":"61.51200000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.626307144367285205483907691","mid_cost_bps":1.869903496719539,"side":"sell","target_ltc":"1.626307144367285205483907691","vwap":"61.48899999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.2766023532917753,"ltc":"16.25654084617210103702740483","mid_cost_bps":2.1465575719820764,"side":"buy","target_ltc":null,"vwap":"61.51370143639556836822296264"},{"budget_eur":1000,"eur":"999.7398985150518515506838623","filled_fraction":1.0,"full":true,"impact_bps":2.6010148494814844,"ltc":"16.26307144367285205483907691","mid_cost_bps":4.470431981524817,"side":"sell","target_ltc":"16.26307144367285205483907691","vwap":"61.47300661979202330000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":18.40037589349184,"ltc":"162.2713197311967434676277513","mid_cost_bps":20.2737200829338,"side":"buy","target_ltc":null,"vwap":"61.62518439219604702192732777"},{"budget_eur":10000,"eur":"9993.361903148003573972580463","filled_fraction":1.0,"full":true,"impact_bps":6.638096851996426,"ltc":"162.6307144367285205483907691","mid_cost_bps":8.506759088664454,"side":"sell","target_ltc":"162.6307144367285205483907691","vwap":"61.44818300626675917600000000"}],"spread_bps":3.739806993439078},"raw_file":"1791052202-coinbase.json","request_at":1791052202.274476,"response_at":1791052202.409496,"sequence":10019239687,"sha256":"112a02eefb75c9b4759eb027f1ea9daa49038695bd6b7ea9cd956f6ad0103b38","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791052202.357,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 18:30:02 GMT"},"metrics":{"ask":"61.52","ask_levels":100,"bid":"61.49","bid_levels":100,"depth_1pct_eur":{"buy":"79562.18171607","sell":"73030.62252991"},"mid":"61.505","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625487646293888166449934980","mid_cost_bps":2.4388261116982357,"side":"buy","target_ltc":null,"vwap":"61.52000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.626280696048137908603024882","mid_cost_bps":2.4388261116982357,"side":"sell","target_ltc":"1.626280696048137908603024882","vwap":"61.49000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.805319952652799,"ltc":"16.25194246733831654208644784","mid_cost_bps":4.244586350495085,"side":"buy","target_ltc":null,"vwap":"61.53110632834872001988360923"},{"budget_eur":1000,"eur":"999.7289865411855586274190925","filled_fraction":1.0,"full":true,"impact_bps":2.7101345881444137,"ltc":"16.26280696048137908603024882","mid_cost_bps":5.148299745142672,"side":"sell","target_ltc":"16.26280696048137908603024882","vwap":"61.47333538241750000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.919494662697828,"ltc":"162.4039085498376623376623377","mid_cost_bps":11.360496084044717,"side":"buy","target_ltc":null,"vwap":"61.57487273116491703362958490"},{"budget_eur":10000,"eur":"9990.164729515566758822572775","filled_fraction":1.0,"full":true,"impact_bps":9.835270484433241,"ltc":"162.6280696048137908603024882","mid_cost_bps":12.271697944684172,"side":"sell","target_ltc":"162.6280696048137908603024882","vwap":"61.42952292179122000000000000"}],"spread_bps":4.877652223396471},"raw_file":"1791052202-okx.json","request_at":1791052202.274709,"response_at":1791052202.4869037,"sequence":null,"sha256":"474b23243a10f3f87dd9e01a91abbd9dd48b28b9ce25ba22b4806e5c5dd58642","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791053101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 18:45:01 GMT"},"metrics":{"ask":"61.53000","ask_levels":100,"bid":"61.52000","bid_levels":100,"depth_1pct_eur":{"buy":"287197.24569000","sell":"412896.02943000"},"mid":"61.52500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625223468226881196164472615","mid_cost_bps":0.8126777732629012,"side":"buy","target_ltc":null,"vwap":"61.53000000000000000000000000"},{"budget_eur":100,"eur":"99.98774024707412223667100127","filled_fraction":1.0,"full":true,"impact_bps":1.2259752925877763,"ltc":"1.625487646293888166449934980","mid_cost_bps":2.038553433563592,"side":"sell","target_ltc":"1.625487646293888166449934980","vwap":"61.51245780000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.25223468226881196164472615","mid_cost_bps":0.8126777732629012,"side":"buy","target_ltc":null,"vwap":"61.53000000000000000000000000"},{"budget_eur":1000,"eur":"999.6951524707412223667100127","filled_fraction":1.0,"full":true,"impact_bps":3.0484752925877765,"ltc":"16.25487646293888166449934980","mid_cost_bps":3.860905323039415,"side":"sell","target_ltc":"16.25487646293888166449934980","vwap":"61.50124578000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.3102078663956154,"ltc":"162.4848094541910331384015595","mid_cost_bps":3.1230733851169803,"side":"buy","target_ltc":null,"vwap":"61.54421470900193222141032711"},{"budget_eur":10000,"eur":"9994.795751768530559167750322","filled_fraction":1.0,"full":true,"impact_bps":5.204248231469441,"ltc":"162.5487646293888166449934980","mid_cost_bps":6.0165030670459165,"side":"sell","target_ltc":"162.5487646293888166449934980","vwap":"61.48798346488000000000000000"}],"spread_bps":1.6253555465258025},"raw_file":"1791053101-kraken.json","request_at":1791053101.4334254,"response_at":1791053101.6236758,"sequence":null,"sha256":"49fb0a4ce11f5bc909c28752ada699adcda63fd02ede3771ec3da642e5168b6f","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 18:45:01 GMT"},"metrics":{"ask":"61.529","ask_levels":631,"bid":"61.501","bid_levels":241,"depth_1pct_eur":{"buy":"8385.06295156215","sell":"90227.14312525668"},"mid":"61.515","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.42889451961949043,"ltc":"1.625180179082163286531461258","mid_cost_bps":2.7048598048877124,"side":"buy","target_ltc":null,"vwap":"61.53163894508976676278068794"},{"budget_eur":100,"eur":"99.99693255089348140680639342","filled_fraction":1.0,"full":true,"impact_bps":0.3067449106518593,"ltc":"1.625989821303718638721321605","mid_cost_bps":2.5825427741201334,"side":"sell","target_ltc":"1.625989821303718638721321605","vwap":"61.49911348812500000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.2940254636411024,"ltc":"16.25039597907471806038545289","mid_cost_bps":3.5701876412642997,"side":"buy","target_ltc":null,"vwap":"61.53696200927523733891984149"},{"budget_eur":1000,"eur":"999.7653051429822934586429492","filled_fraction":1.0,"full":true,"impact_bps":2.3469485701770654,"ltc":"16.25989821303718638721321605","mid_cost_bps":4.622282110289518,"side":"sell","target_ltc":"16.25989821303718638721321605","vwap":"61.48656603159855403000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":23.803068050149342,"ltc":"162.1390475387232912858797786","mid_cost_bps":26.08435298801331,"side":"buy","target_ltc":null,"vwap":"61.67545789740576389317164461"},{"budget_eur":10000,"eur":"9994.349504524040291214776998","filled_fraction":1.0,"full":true,"impact_bps":5.650495475959708,"ltc":"162.5989821303718638721321605","mid_cost_bps":7.925077172510738,"side":"sell","target_ltc":"162.5989821303718638721321605","vwap":"61.46624888777330019500000000"}],"spread_bps":4.551735349101845},"raw_file":"1791053101-coinbase.json","request_at":1791053101.4344697,"response_at":1791053101.5541584,"sequence":10019261029,"sha256":"aff7e968feb88021b643d996c5ddf395f55c9899ee7b0cc19ba6b57c613f726a","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791053101.557,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 18:45:01 GMT"},"metrics":{"ask":"61.54","ask_levels":100,"bid":"61.51","bid_levels":100,"depth_1pct_eur":{"buy":"79569.03862394","sell":"79781.77400023"},"mid":"61.525","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.624959376015599610009749756","mid_cost_bps":2.438033319788704,"side":"buy","target_ltc":null,"vwap":"61.54000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625751910258494553731100634","mid_cost_bps":2.438033319788704,"side":"sell","target_ltc":"1.625751910258494553731100634","vwap":"61.51000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0121018153193186,"ltc":"16.24794930225759298359590710","mid_cost_bps":3.450381888902899,"side":"buy","target_ltc":null,"vwap":"61.54622847457147508633700681"},{"budget_eur":1000,"eur":"999.6387917558966021785075597","filled_fraction":1.0,"full":true,"impact_bps":3.6120824410339782,"ltc":"16.25751910258494553731100634","mid_cost_bps":6.049235123088176,"side":"sell","target_ltc":"16.25751910258494553731100634","vwap":"61.48778208090520000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.604351934805877,"ltc":"162.3724638655844155844155844","mid_cost_bps":10.044239220933827,"side":"buy","target_ltc":null,"vwap":"61.58679718180679536572548218"},{"budget_eur":10000,"eur":"9988.322610276381076247764591","filled_fraction":1.0,"full":true,"impact_bps":11.677389723618925,"ltc":"162.5751910258494553731100634","mid_cost_bps":14.112576056884194,"side":"sell","target_ltc":"162.5751910258494553731100634","vwap":"61.43817237581002000000000000"}],"spread_bps":4.876066639577408},"raw_file":"1791053101-okx.json","request_at":1791053101.4347062,"response_at":1791053101.6873717,"sequence":null,"sha256":"76dd37cfc5684e35f6d423bb308162e203753f4aef8d0633e1e9d06b76e9fde5","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791054001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 19:00:02 GMT"},"metrics":{"ask":"61.39000","ask_levels":100,"bid":"61.36000","bid_levels":100,"depth_1pct_eur":{"buy":"301781.95502000","sell":"435391.42355000"},"mid":"61.37500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.628929793125916273008633328","mid_cost_bps":2.443991853360489,"side":"buy","target_ltc":null,"vwap":"61.39000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.629726205997392438070404172","mid_cost_bps":2.443991853360489,"side":"sell","target_ltc":"1.629726205997392438070404172","vwap":"61.36000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.28929793125916273008633328","mid_cost_bps":2.443991853360489,"side":"buy","target_ltc":null,"vwap":"61.39000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.29726205997392438070404172","mid_cost_bps":2.443991853360489,"side":"sell","target_ltc":"16.29726205997392438070404172","vwap":"61.36000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.006538554232928,"ltc":"162.8603007653476632470281713","mid_cost_bps":4.451020803981417,"side":"buy","target_ltc":null,"vwap":"61.40231814018443594577213229"},{"budget_eur":10000,"eur":"9999.999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"162.9726205997392438070404172","mid_cost_bps":2.443991853360489,"side":"sell","target_ltc":"162.9726205997392438070404172","vwap":"61.36000000000000000000000000"}],"spread_bps":4.887983706720978},"raw_file":"1791054001-kraken.json","request_at":1791054001.808263,"response_at":1791054002.017378,"sequence":null,"sha256":"f70b958d789f2686cd349f37902b1a44c2c9295c532c3b14441a48f7d2d6eb48","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 19:00:01 GMT"},"metrics":{"ask":"61.389","ask_levels":631,"bid":"61.358","bid_levels":241,"depth_1pct_eur":{"buy":"8026.42408401587","sell":"99184.56244086150"},"mid":"61.3735","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3698513281403284,"ltc":"1.628896082742894372505904390","mid_cost_bps":2.8954647068067914,"side":"buy","target_ltc":null,"vwap":"61.39127048031832066201978228"},{"budget_eur":100,"eur":"99.99506176537696795853841388","filled_fraction":1.0,"full":true,"impact_bps":0.4938234623032041,"ltc":"1.629779327879005182698262655","mid_cost_bps":3.0192187181764116,"side":"sell","target_ltc":"1.629779327879005182698262655","vwap":"61.35496999800000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.1611760431272833,"ltc":"16.28441548639735573791845773","mid_cost_bps":5.687494376425343,"side":"buy","target_ltc":null,"vwap":"61.40840614361115407998310985"},{"budget_eur":1000,"eur":"999.8183759119569392744222431","filled_fraction":1.0,"full":true,"impact_bps":1.8162408804306072,"ltc":"16.29779327879005182698262655","mid_cost_bps":4.341302157143738,"side":"sell","target_ltc":"16.29779327879005182698262655","vwap":"61.34685590920585388000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":29.348857637712594,"ltc":"162.4189516989775067576264642","mid_cost_bps":31.881789722299338,"side":"buy","target_ltc":null,"vwap":"61.56916970215215383611541940"},{"budget_eur":10000,"eur":"9994.759490667301769940350075","filled_fraction":1.0,"full":true,"impact_bps":5.24050933269823,"ltc":"162.9779327879005182698262655","mid_cost_bps":7.7647058035748,"side":"sell","target_ltc":"162.9779327879005182698262655","vwap":"61.32584528283643020000000000"}],"spread_bps":5.051039943949751},"raw_file":"1791054001-coinbase.json","request_at":1791054001.8092718,"response_at":1791054001.9898973,"sequence":10019284271,"sha256":"7e56e58b265b736bf018e1838af71752deaf5d71ea6c49bbe8346e0bcec12015","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791054001.957,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 19:00:02 GMT"},"metrics":{"ask":"61.4","ask_levels":100,"bid":"61.38","bid_levels":100,"depth_1pct_eur":{"buy":"79619.17597931","sell":"77921.84076952"},"mid":"61.39","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.628664495114006514657980456","mid_cost_bps":1.6289297931259163,"side":"buy","target_ltc":null,"vwap":"61.40000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.629195177582274356467904855","mid_cost_bps":1.6289297931259163,"side":"sell","target_ltc":"1.629195177582274356467904855","vwap":"61.38000000000000000000000000"},{"budget_eur":1000,"eur":"1000.0000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.6172966978938916,"ltc":"16.28075571875","mid_cost_bps":5.2468157232559856,"side":"buy","target_ltc":null,"vwap":"61.42221020172506849406597052"},{"budget_eur":1000,"eur":"999.6380332889670902574128381","filled_fraction":1.0,"full":true,"impact_bps":3.6196671103290976,"ltc":"16.29195177582274356467904855","mid_cost_bps":5.248007285095293,"side":"sell","target_ltc":"16.29195177582274356467904855","vwap":"61.35778248327680000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.932398431868233,"ltc":"162.6560961671001300390117035","mid_cost_bps":14.563434821904375,"side":"buy","target_ltc":null,"vwap":"61.47940492637167095220481032"},{"budget_eur":10000,"eur":"9988.236119486265884652981427","filled_fraction":1.0,"full":true,"impact_bps":11.763880513734115,"ltc":"162.9195177582274356467904855","mid_cost_bps":13.390894053314872,"side":"sell","target_ltc":"162.9195177582274356467904855","vwap":"61.30779330140670000000000000"}],"spread_bps":3.2578595862518327},"raw_file":"1791054001-okx.json","request_at":1791054001.8095837,"response_at":1791054002.0911334,"sequence":null,"sha256":"4b2ae984ff7c38d1ffe3547c82101140a14e83d5e1652a696f720d6f0813b297","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791054901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 19:15:02 GMT"},"metrics":{"ask":"61.30000","ask_levels":100,"bid":"61.29000","bid_levels":100,"depth_1pct_eur":{"buy":"284409.31400000","sell":"409481.40646000"},"mid":"61.29500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.367285273978718,"ltc":"1.631098352634154297830696461","mid_cost_bps":2.1831240279777373,"side":"buy","target_ltc":null,"vwap":"61.30838145872948954147610502"},{"budget_eur":100,"eur":"99.98938412465328764888236254","filled_fraction":1.0,"full":true,"impact_bps":1.0615875346712351,"ltc":"1.631587534671235111763746125","mid_cost_bps":1.8772281589036626,"side":"sell","target_ltc":"1.631587534671235111763746125","vwap":"61.28349353000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.604917133328719,"ltc":"16.31059598760397977491436960","mid_cost_bps":2.420775271605359,"side":"buy","target_ltc":null,"vwap":"61.30983814202730504791467349"},{"budget_eur":1000,"eur":"999.8323924930657529776472508","filled_fraction":1.0,"full":true,"impact_bps":1.6760750693424702,"ltc":"16.31587534671235111763746125","mid_cost_bps":2.4916655681540094,"side":"sell","target_ltc":"16.31587534671235111763746125","vwap":"61.27972733590000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.196455319223037,"ltc":"163.0474101728073035539615259","mid_cost_bps":6.01260642904596,"side":"buy","target_ltc":null,"vwap":"61.33185427110683721652192487"},{"budget_eur":10000,"eur":"9996.113047395986294664708762","filled_fraction":1.0,"full":true,"impact_bps":3.8869526040137052,"ltc":"163.1587534671235111763746125","mid_cost_bps":4.702362755526552,"side":"sell","target_ltc":"163.1587534671235111763746125","vwap":"61.26617686749000000000000000"}],"spread_bps":1.6314544416347174},"raw_file":"1791054901-kraken.json","request_at":1791054901.8729067,"response_at":1791054902.0757265,"sequence":null,"sha256":"8d9addd73ed68917337edbb9cb1a376b57c3478867db4d06034a166023a8e42b","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 19:15:01 GMT"},"metrics":{"ask":"61.31","ask_levels":636,"bid":"61.278","bid_levels":234,"depth_1pct_eur":{"buy":"10995.39190979443","sell":"88395.40501803194"},"mid":"61.294","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.4329580190424979,"ltc":"1.630984677984898152225320874","mid_cost_bps":3.0434407306995066,"side":"buy","target_ltc":null,"vwap":"61.31265446561474955462531591"},{"budget_eur":100,"eur":"99.99628355772055223734456087","filled_fraction":1.0,"full":true,"impact_bps":0.37164422794477625,"ltc":"1.631907046574627109239857698","mid_cost_bps":2.98191690866969,"side":"sell","target_ltc":"1.631907046574627109239857698","vwap":"61.27572263850000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8183743930685217,"ltc":"16.30595729849379616193566269","mid_cost_bps":5.4294797865864695,"side":"buy","target_ltc":null,"vwap":"61.32727945340390310544730380"},{"budget_eur":1000,"eur":"999.8235474406852984757988187","filled_fraction":1.0,"full":true,"impact_bps":1.7645255931470152,"ltc":"16.31907046574627109239857698","mid_cost_bps":4.374434680341678,"side":"sell","target_ltc":"16.31907046574627109239857698","vwap":"61.26718734007031372000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":17.73085463819127,"ltc":"162.8168411032174418792510138","mid_cost_bps":20.34585274035806,"side":"buy","target_ltc":null,"vwap":"61.41870786978675068478689632"},{"budget_eur":10000,"eur":"9994.777107642537311922712884","filled_fraction":1.0,"full":true,"impact_bps":5.222892357462688,"ltc":"163.1907046574627109239857698","mid_cost_bps":7.831898683078256,"side":"sell","target_ltc":"163.1907046574627109239857698","vwap":"61.24599516021194014000000000"}],"spread_bps":5.220739387215715},"raw_file":"1791054901-coinbase.json","request_at":1791054901.873966,"response_at":1791054901.994261,"sequence":10019299879,"sha256":"b0463fdbd8afcba92cea885b51a3503e291373368fb30a53f78bf92caa4968a2","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791054901.954,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 19:15:02 GMT"},"metrics":{"ask":"61.32","ask_levels":100,"bid":"61.29","bid_levels":100,"depth_1pct_eur":{"buy":"80288.26810183","sell":"78188.98569667"},"mid":"61.305","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.630789302022178734507501631","mid_cost_bps":2.446782481037436,"side":"buy","target_ltc":null,"vwap":"61.31999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.631587534671235111763746125","mid_cost_bps":2.446782481037436,"side":"sell","target_ltc":"1.631587534671235111763746125","vwap":"61.29000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7166768016410776,"ltc":"16.30346389600651996740016300","mid_cost_bps":5.164123994399003,"side":"buy","target_ltc":null,"vwap":"61.33665866214766308855865434"},{"budget_eur":1000,"eur":"999.7226613861315059552945016","filled_fraction":1.0,"full":true,"impact_bps":2.7733861386849403,"ltc":"16.31587534671235111763746125","mid_cost_bps":5.219490032460648,"side":"sell","target_ltc":"16.31587534671235111763746125","vwap":"61.27300191635600000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.992239680201575,"ltc":"162.9324174672638436482084691","mid_cost_bps":11.441222366690491,"side":"buy","target_ltc":null,"vwap":"61.37514041371899605366540517"},{"budget_eur":10000,"eur":"9990.196591592630119105890031","filled_fraction":1.0,"full":true,"impact_bps":9.803408407369881,"ltc":"163.1587534671235111763746125","mid_cost_bps":12.247792207612756,"side":"sell","target_ltc":"163.1587534671235111763746125","vwap":"61.22991490987123000000000000"}],"spread_bps":4.893564962074872},"raw_file":"1791054901-okx.json","request_at":1791054901.8742182,"response_at":1791054902.080457,"sequence":null,"sha256":"c962e98ed1a9bfa8faceafc6dad7ce7c05c9f6cddf837c637c18dfb05567533c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791055802,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 19:30:02 GMT"},"metrics":{"ask":"61.27000","ask_levels":100,"bid":"61.26000","bid_levels":100,"depth_1pct_eur":{"buy":"286036.03399000","sell":"422531.39599000"},"mid":"61.26500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.632120124041129427125836462","mid_cost_bps":0.8161266628580756,"side":"buy","target_ltc":null,"vwap":"61.26999999999999999999999998"},{"budget_eur":100,"eur":"99.98937613450865164871041465","filled_fraction":1.0,"full":true,"impact_bps":1.0623865491348352,"ltc":"1.632386549134835128958537382","mid_cost_bps":1.8784265077940097,"side":"sell","target_ltc":"1.632386549134835128958537382","vwap":"61.25349182000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.06361014678960547,"ltc":"16.32109742167101827676240209","mid_cost_bps":0.8797420010413634,"side":"buy","target_ltc":null,"vwap":"61.27038973936937991276068348"},{"budget_eur":1000,"eur":"999.8377326901730329742082927","filled_fraction":1.0,"full":true,"impact_bps":1.6226730982696702,"ltc":"16.32386549134835128958537382","mid_cost_bps":2.438667330449686,"side":"sell","target_ltc":"16.32386549134835128958537382","vwap":"61.25005950460000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.3680458020857458,"ltc":"163.1570603588907014681892333","mid_cost_bps":4.184447340141902,"side":"buy","target_ltc":null,"vwap":"61.29063601662937936342085655"},{"budget_eur":10000,"eur":"9995.511260352595494613124390","filled_fraction":1.0,"full":true,"impact_bps":4.488739647404506,"ltc":"163.2386549134835128958537382","mid_cost_bps":5.304499972251693,"side":"sell","target_ltc":"163.2386549134835128958537382","vwap":"61.23250198092000000000000000"}],"spread_bps":1.6322533257161511},"raw_file":"1791055802-kraken.json","request_at":1791055802.2688143,"response_at":1791055802.457078,"sequence":null,"sha256":"911b2c7fc555b92ca19eccd94ebb4fbb35c56c48f18dadaa1b88112517e1a6c9","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 19:30:02 GMT"},"metrics":{"ask":"61.279","ask_levels":631,"bid":"61.237","bid_levels":232,"depth_1pct_eur":{"buy":"7852.07684217812","sell":"87422.11797769307"},"mid":"61.258","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.631880415803129946637510403","mid_cost_bps":3.4281236736426264,"side":"buy","target_ltc":null,"vwap":"61.27900000000000000000000000"},{"budget_eur":100,"eur":"99.99937950034292992798471511","filled_fraction":1.0,"full":true,"impact_bps":0.0620499657070072,"ltc":"1.632999657070072015284876790","mid_cost_bps":3.4901523678539945,"side":"sell","target_ltc":"1.632999657070072015284876790","vwap":"61.23662002462500000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.3971846529350243,"ltc":"16.31652443827785935715451134","mid_cost_bps":4.825787298756168,"side":"buy","target_ltc":null,"vwap":"61.28756180783472053501714393"},{"budget_eur":1000,"eur":"999.7730820139466863170958733","filled_fraction":1.0,"full":true,"impact_bps":2.269179860533137,"ltc":"16.32999657070072015284876790","mid_cost_bps":5.696525631255798,"side":"sell","target_ltc":"16.32999657070072015284876790","vwap":"61.22310422328805323000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":30.94736299900738,"ltc":"162.6845757184033017347004579","mid_cost_bps":34.38609581142338,"side":"buy","target_ltc":null,"vwap":"61.46864234572161734254256862"},{"budget_eur":10000,"eur":"9995.640472878755769551088393","filled_fraction":1.0,"full":true,"impact_bps":4.359527121244231,"ltc":"163.2999657070072015284876790","mid_cost_bps":7.786156295073834,"side":"sell","target_ltc":"163.2999657070072015284876790","vwap":"61.21030356376763670600000000"}],"spread_bps":6.856247347285253},"raw_file":"1791055802-coinbase.json","request_at":1791055802.2698631,"response_at":1791055802.4192643,"sequence":10019315389,"sha256":"04ad7dfd4a05ec5359177ac5d5cc4e1588cd0f0d395f38c11c9eeef7e1b5b3b8","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791055802.404,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 19:30:02 GMT"},"metrics":{"ask":"61.28","ask_levels":100,"bid":"61.26","bid_levels":100,"depth_1pct_eur":{"buy":"79842.88110092","sell":"77661.89203582"},"mid":"61.27","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.631853785900783289817232376","mid_cost_bps":1.6321201240411294,"side":"buy","target_ltc":null,"vwap":"61.28000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.632386549134835128958537382","mid_cost_bps":1.6321201240411294,"side":"sell","target_ltc":"1.632386549134835128958537382","vwap":"61.25999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.624256145617649,"ltc":"16.31262574559686888454011742","mid_cost_bps":5.256967791797773,"side":"buy","target_ltc":null,"vwap":"61.30220944166034495329565569"},{"budget_eur":1000,"eur":"999.7287736352595494613124390","filled_fraction":1.0,"full":true,"impact_bps":2.712263647404505,"ltc":"16.32386549134835128958537382","mid_cost_bps":4.343941097437572,"side":"sell","target_ltc":"16.32386549134835128958537382","vwap":"61.24338467289600000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.340531120298708,"ltc":"162.9516972015958312978342290","mid_cost_bps":15.974991791282925,"side":"buy","target_ltc":null,"vwap":"61.36787877470519048002667002"},{"budget_eur":10000,"eur":"9989.486508888651648710414628","filled_fraction":1.0,"full":true,"impact_bps":10.513491111348351,"ltc":"163.2386549134835128958537382","mid_cost_bps":12.143895307347805,"side":"sell","target_ltc":"163.2386549134835128958537382","vwap":"61.19559435345188000000000000"}],"spread_bps":3.2642402480822588},"raw_file":"1791055802-okx.json","request_at":1791055802.2701259,"response_at":1791055802.5300727,"sequence":null,"sha256":"9d6f63f2752eeaf913b25debc102c3f5f47489f6c512c2ee25e06ea903d4c7df","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791056701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 19:45:01 GMT"},"metrics":{"ask":"61.25000","ask_levels":100,"bid":"61.22000","bid_levels":100,"depth_1pct_eur":{"buy":"309948.80304000","sell":"436136.53783000"},"mid":"61.23500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.632653061224489795918367347","mid_cost_bps":2.4495794888544133,"side":"buy","target_ltc":null,"vwap":"61.25000000000000000000000000"},{"budget_eur":100,"eur":"99.98936546880104540999673310","filled_fraction":1.0,"full":true,"impact_bps":1.063453119895459,"ltc":"1.633453119895459000326690624","mid_cost_bps":3.5127721074548868,"side":"sell","target_ltc":"1.633453119895459000326690624","vwap":"61.21348954000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.32653061224489795918367347","mid_cost_bps":2.4495794888544133,"side":"buy","target_ltc":null,"vwap":"61.25000000000000000000000000"},{"budget_eur":1000,"eur":"999.8423546880104540999673310","filled_fraction":1.0,"full":true,"impact_bps":1.576453119895459,"ltc":"16.33453119895459000326690624","mid_cost_bps":4.0256464440271085,"side":"sell","target_ltc":"16.33453119895459000326690624","vwap":"61.21034895400000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.106930402254302,"ltc":"163.2309145048131832272801436","mid_cost_bps":4.557026000458496,"side":"buy","target_ltc":null,"vwap":"61.26290494871380760074338121"},{"budget_eur":10000,"eur":"9997.185813760209081999346619","filled_fraction":1.0,"full":true,"impact_bps":2.814186239790918,"ltc":"163.3453119895459000326690624","mid_cost_bps":5.2630763713562505,"side":"sell","target_ltc":"163.3453119895459000326690624","vwap":"61.20277155184000000000000000"}],"spread_bps":4.899158977708827},"raw_file":"1791056701-kraken.json","request_at":1791056701.4560244,"response_at":1791056701.660917,"sequence":null,"sha256":"e17de3e147f8adbb8cffb14f1497b3a840de87571ae24442aede1a4864491044","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 19:45:01 GMT"},"metrics":{"ask":"61.246","ask_levels":641,"bid":"61.214","bid_levels":241,"depth_1pct_eur":{"buy":"8162.46319571490","sell":"89314.72832053243"},"mid":"61.230","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3721332071649224,"ltc":"1.632698932279762293476131392","mid_cost_bps":2.985328603724038,"side":"buy","target_ltc":null,"vwap":"61.24827916704060228341128275"},{"budget_eur":100,"eur":"99.99937888677426732446825890","filled_fraction":1.0,"full":true,"impact_bps":0.062111322573267555,"ltc":"1.633613225732675531741104976","mid_cost_bps":2.675193246774457,"side":"sell","target_ltc":"1.633613225732675531741104976","vwap":"61.21361979175000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.4535983703175286,"ltc":"16.32359175047595730094995593","mid_cost_bps":5.067337674154293,"side":"buy","target_ltc":null,"vwap":"61.26102730857884673505065263"},{"budget_eur":1000,"eur":"999.7006838608614846276995459","filled_fraction":1.0,"full":true,"impact_bps":2.993161391385154,"ltc":"16.33613225732675531741104976","mid_cost_bps":5.605477403433787,"side":"sell","target_ltc":"16.33613225732675531741104976","vwap":"61.19567766185877492000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":28.91857583663449,"ltc":"162.8051597071177021744047042","mid_cost_bps":31.539230698848865,"side":"buy","target_ltc":null,"vwap":"61.42311470956905159359633484"},{"budget_eur":10000,"eur":"9994.231856103270679256379260","filled_fraction":1.0,"full":true,"impact_bps":5.76814389672932,"ltc":"163.3613225732675531741104976","mid_cost_bps":8.379734778611606,"side":"sell","target_ltc":"163.3613225732675531741104976","vwap":"61.17869088395056113600000000"}],"spread_bps":5.226196308998857},"raw_file":"1791056701-coinbase.json","request_at":1791056701.4570854,"response_at":1791056701.6006172,"sequence":10019331588,"sha256":"3dfe249b420eaf7009e4abb2cb0eeeab84bcd211e3d4c5ad253fc7107bf8e0d0","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791056701.654,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 19:45:01 GMT"},"metrics":{"ask":"61.25","ask_levels":100,"bid":"61.22","bid_levels":100,"depth_1pct_eur":{"buy":"77494.72152320","sell":"81218.34409590"},"mid":"61.235","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.632653061224489795918367347","mid_cost_bps":2.4495794888544133,"side":"buy","target_ltc":null,"vwap":"61.25000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.633453119895459000326690624","mid_cost_bps":2.4495794888544133,"side":"sell","target_ltc":"1.633453119895459000326690624","vwap":"61.22000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.9007124206833788,"ltc":"16.32179612856909773209332681","mid_cost_bps":5.351002462102669,"side":"buy","target_ltc":null,"vwap":"61.26776686357668569621260187"},{"budget_eur":1000,"eur":"999.8185262560209081999346619","filled_fraction":1.0,"full":true,"impact_bps":1.814737439790918,"ltc":"16.33453119895459000326690624","mid_cost_bps":4.263872394284315,"side":"sell","target_ltc":"16.33453119895459000326690624","vwap":"61.20889017739360000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.856097639746794,"ltc":"163.0393971418566775244299674","mid_cost_bps":16.309071289858597,"side":"buy","target_ltc":null,"vwap":"61.33486859804344911974904119"},{"budget_eur":10000,"eur":"9992.071215000940868997059785","filled_fraction":1.0,"full":true,"impact_bps":7.928784999059131,"ltc":"163.3453119895459000326690624","mid_cost_bps":10.37642226900302,"side":"sell","target_ltc":"163.3453119895459000326690624","vwap":"61.17145997823576000000000000"}],"spread_bps":4.899158977708827},"raw_file":"1791056701-okx.json","request_at":1791056701.4573278,"response_at":1791056701.7778847,"sequence":null,"sha256":"c16a19193ba0e21cc37c01afc8b3e863b78d4e25a78f835ea3eef222adb7fe4d","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791057601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 20:00:01 GMT"},"metrics":{"ask":"61.23000","ask_levels":100,"bid":"61.21000","bid_levels":100,"depth_1pct_eur":{"buy":"291139.77755000","sell":"444682.61816000"},"mid":"61.22000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.0631257483944843,"ltc":"1.633012736773350751143043762","mid_cost_bps":2.696752524896999,"side":"buy","target_ltc":null,"vwap":"61.23650951895741942709265572"},{"budget_eur":100,"eur":"99.98936280019604639764744323","filled_fraction":1.0,"full":true,"impact_bps":1.0637199803953603,"ltc":"1.633719980395360235255677177","mid_cost_bps":2.696999346618752,"side":"sell","target_ltc":"1.633719980395360235255677177","vwap":"61.20348897000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5761773623511774,"ltc":"16.32928967994774657086871326","mid_cost_bps":3.2098879434296403,"side":"buy","target_ltc":null,"vwap":"61.23965093398967625884532458"},{"budget_eur":1000,"eur":"999.8423280019604639764744323","filled_fraction":1.0,"full":true,"impact_bps":1.5767199803953602,"ltc":"16.33719980395360235255677177","mid_cost_bps":3.2099155504737014,"side":"sell","target_ltc":"16.33719980395360235255677177","vwap":"61.20034889700000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.3321169236214323,"ltc":"163.2642331047992164544564153","mid_cost_bps":4.966114329195365,"side":"buy","target_ltc":null,"vwap":"61.25040255192333402894433665"},{"budget_eur":10000,"eur":"9997.919900039209279529488646","filled_fraction":1.0,"full":true,"impact_bps":2.0800999607907205,"ltc":"163.3719980395360235255677177","mid_cost_bps":3.7132133061091146,"side":"sell","target_ltc":"163.3719980395360235255677177","vwap":"61.19726770814000000000000000"}],"spread_bps":3.266906239790918},"raw_file":"1791057601-kraken.json","request_at":1791057601.5427244,"response_at":1791057601.7331457,"sequence":null,"sha256":"ec07d899f5fbdfed602e140ec29c5b9dd32d15891c059230e45b1fce741153d9","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 20:00:01 GMT"},"metrics":{"ask":"61.247","ask_levels":634,"bid":"61.215","bid_levels":246,"depth_1pct_eur":{"buy":"17786.08704395506","sell":"90426.66604603470"},"mid":"61.231","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.186064257844758,"ltc":"1.632702653061224489795918367","mid_cost_bps":2.7991683559017146,"side":"buy","target_ltc":null,"vwap":"61.24813958776002178933814887"},{"budget_eur":100,"eur":"99.99689456730376541697296415","filled_fraction":1.0,"full":true,"impact_bps":0.3105432696234583,"ltc":"1.633586539246916605407171445","mid_cost_bps":2.9235176013783866,"side":"sell","target_ltc":"1.633586539246916605407171445","vwap":"61.21309900937500000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.4195011866094367,"ltc":"16.32338087428018803251395554","mid_cost_bps":5.033188894126638,"side":"buy","target_ltc":null,"vwap":"61.26181871891762681570324412"},{"budget_eur":1000,"eur":"999.8167979350654316752429961","filled_fraction":1.0,"full":true,"impact_bps":1.8320206493456832,"ltc":"16.33586539246916605407171445","mid_cost_bps":4.444597410620372,"side":"sell","target_ltc":"16.33586539246916605407171445","vwap":"61.20378528559503040000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.338703028460468,"ltc":"163.0558078823558342154547675","mid_cost_bps":15.955243983996967,"side":"buy","target_ltc":null,"vwap":"61.32869555443841182987026575"},{"budget_eur":10000,"eur":"9994.717984447853808707016255","filled_fraction":1.0,"full":true,"impact_bps":5.282015552146191,"ltc":"163.3586539246916605407171445","mid_cost_bps":7.893690810612747,"side":"sell","target_ltc":"163.3586539246916605407171445","vwap":"61.18266614179753709000000000"}],"spread_bps":5.226110956868253},"raw_file":"1791057601-coinbase.json","request_at":1791057601.5437975,"response_at":1791057601.7263618,"sequence":10019345337,"sha256":"01b6fdf7e819e11a20d7e8e332c95a2aeda742aa0f42c9caebc9d0f40e708721","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791057601.704,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 20:00:01 GMT"},"metrics":{"ask":"61.24","ask_levels":100,"bid":"61.22","bid_levels":100,"depth_1pct_eur":{"buy":"78185.50745896","sell":"84351.00734327"},"mid":"61.23","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.632919660352710646636185500","mid_cost_bps":1.6331863465621428,"side":"buy","target_ltc":null,"vwap":"61.23999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.633453119895459000326690624","mid_cost_bps":1.6331863465621428,"side":"sell","target_ltc":"1.633453119895459000326690624","vwap":"61.22000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.6271295058096826,"ltc":"16.32327593994778067885117494","mid_cost_bps":5.260908230210435,"side":"buy","target_ltc":null,"vwap":"61.26221254109357849592114068"},{"budget_eur":1000,"eur":"999.8130275040313622999019928","filled_fraction":1.0,"full":true,"impact_bps":1.869724959686377,"ltc":"16.33453119895459000326690624","mid_cost_bps":3.502605945320921,"side":"sell","target_ltc":"16.33453119895459000326690624","vwap":"61.20855354379680000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.741169856432105,"ltc":"163.0841777143555483135082288","mid_cost_bps":14.376437073459124,"side":"buy","target_ltc":null,"vwap":"61.31802692420079021559574127"},{"budget_eur":10000,"eur":"9992.083150910836327997386475","filled_fraction":1.0,"full":true,"impact_bps":7.916849089163672,"ltc":"163.3453119895459000326690624","mid_cost_bps":9.548742466741793,"side":"sell","target_ltc":"163.3453119895459000326690624","vwap":"61.17153304987614000000000000"}],"spread_bps":3.2663726931242856},"raw_file":"1791057601-okx.json","request_at":1791057601.5440416,"response_at":1791057601.8308606,"sequence":null,"sha256":"13aa9e9ed15d86fde39ddc05d2eca3ec99272a92b7bb4917711b57b46363bc56","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791058501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 20:15:02 GMT"},"metrics":{"ask":"61.37000","ask_levels":100,"bid":"61.36000","bid_levels":100,"depth_1pct_eur":{"buy":"281892.04989000","sell":"420793.82233000"},"mid":"61.36500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.629460648525338113084569008","mid_cost_bps":0.8147967082212988,"side":"buy","target_ltc":null,"vwap":"61.36999999999999999999999999"},{"budget_eur":100,"eur":"99.98740547588005215123859191","filled_fraction":1.0,"full":true,"impact_bps":1.259452411994785,"ltc":"1.629726205997392438070404172","mid_cost_bps":2.0741465004481383,"side":"sell","target_ltc":"1.629726205997392438070404172","vwap":"61.35227200000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.29460648525338113084569008","mid_cost_bps":0.8147967082212988,"side":"buy","target_ltc":null,"vwap":"61.36999999999999999999999999"},{"budget_eur":1000,"eur":"999.6940547588005215123859191","filled_fraction":1.0,"full":true,"impact_bps":3.059452411994785,"ltc":"16.29726205997392438070404172","mid_cost_bps":3.8739998370406585,"side":"sell","target_ltc":"16.29726205997392438070404172","vwap":"61.34122720000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.4993675148231609,"ltc":"162.9216369115491122332627464","mid_cost_bps":2.314286391016009,"side":"buy","target_ltc":null,"vwap":"61.37920161843846973845738292"},{"budget_eur":10000,"eur":"9996.760547588005215123859191","filled_fraction":1.0,"full":true,"impact_bps":3.239452411994785,"ltc":"162.9726205997392438070404172","mid_cost_bps":4.05398517069991,"side":"sell","target_ltc":"162.9726205997392438070404172","vwap":"61.34012272000000000000000000"}],"spread_bps":1.6295934164425976},"raw_file":"1791058501-kraken.json","request_at":1791058501.825859,"response_at":1791058502.016417,"sequence":null,"sha256":"35193c4da6d6d9aeb84e67f7e06b44a9e294bbccff63547e578469923d6534e5","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 20:15:01 GMT"},"metrics":{"ask":"61.368","ask_levels":632,"bid":"61.338","bid_levels":243,"depth_1pct_eur":{"buy":"15713.73602311358","sell":"88759.57577903628"},"mid":"61.353","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.37018576307253903,"ltc":"1.629453433049825659073874931","mid_cost_bps":2.815144490216217,"side":"buy","target_ltc":null,"vwap":"61.37027175599082355746888376"},{"budget_eur":100,"eur":"99.99938218926277348462616975","filled_fraction":1.0,"full":true,"impact_bps":0.061781073722651535,"ltc":"1.630310737226515373830252046","mid_cost_bps":2.506634190667123,"side":"sell","target_ltc":"1.630310737226515373830252046","vwap":"61.33762104725000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.0041338800772235,"ltc":"16.29024372365226739640344019","mid_cost_bps":5.449736572825763,"side":"buy","target_ltc":null,"vwap":"61.38643576879525790546092149"},{"budget_eur":1000,"eur":"999.9056764217650833088786722","filled_fraction":1.0,"full":true,"impact_bps":0.9432357823491669,"ltc":"16.30310737226515373830252046","mid_cost_bps":3.387873395233048,"side":"sell","target_ltc":"16.30310737226515373830252046","vwap":"61.33221438035822668000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.015404650736704,"ltc":"162.7233120032242861553962914","mid_cost_bps":16.46369945408391,"side":"buy","target_ltc":null,"vwap":"61.45400973526064100279012392"},{"budget_eur":10000,"eur":"9995.473386673374392383188235","filled_fraction":1.0,"full":true,"impact_bps":4.526613326625608,"ltc":"163.0310737226515373830252046","mid_cost_bps":6.970374850921088,"side":"sell","target_ltc":"163.0310737226515373830252046","vwap":"61.31023465917714384800000000"}],"spread_bps":4.889736443205711},"raw_file":"1791058501-coinbase.json","request_at":1791058501.8271797,"response_at":1791058501.9658759,"sequence":10019369453,"sha256":"28a7463604068bea0623a56a4d8cf3d6b35e6ad00da64e3fddd1e46d13af678d","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791058501.951,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 20:15:02 GMT"},"metrics":{"ask":"61.38","ask_levels":100,"bid":"61.35","bid_levels":100,"depth_1pct_eur":{"buy":"77395.86468909","sell":"72964.81319552"},"mid":"61.365","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.629195177582274356467904855","mid_cost_bps":2.4443901246638964,"side":"buy","target_ltc":null,"vwap":"61.38000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.629991850040749796251018745","mid_cost_bps":2.4443901246638964,"side":"sell","target_ltc":"1.629991850040749796251018745","vwap":"61.35000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7141452895518756,"ltc":"16.28753110324051457417358736","mid_cost_bps":5.159198857210041,"side":"buy","target_ltc":null,"vwap":"61.39665942378726941197645524"},{"budget_eur":1000,"eur":"999.8134420449877750611246944","filled_fraction":1.0,"full":true,"impact_bps":1.8655795501222494,"ltc":"16.29991850040749796251018745","mid_cost_bps":4.309513654363236,"side":"sell","target_ltc":"16.29991850040749796251018745","vwap":"61.33855466946000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.379917440909203,"ltc":"162.7343274371238002277533756","mid_cost_bps":13.827089261354304,"side":"buy","target_ltc":null,"vwap":"61.44984993325230068854248073"},{"budget_eur":10000,"eur":"9990.685592119633251833740832","filled_fraction":1.0,"full":true,"impact_bps":9.314407880366748,"ltc":"162.9991850040749796251018745","mid_cost_bps":11.756521200366658,"side":"sell","target_ltc":"162.9991850040749796251018745","vwap":"61.29285610765395000000000000"}],"spread_bps":4.888780249327793},"raw_file":"1791058501-okx.json","request_at":1791058501.8274584,"response_at":1791058502.0864453,"sequence":null,"sha256":"bfe98370bcad7b469ec73e0d81923e34a8a451151bf5dd90e83f53608ef1163f","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791059401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 20:30:01 GMT"},"metrics":{"ask":"61.52000","ask_levels":100,"bid":"61.51000","bid_levels":100,"depth_1pct_eur":{"buy":"296351.29080000","sell":"428756.80031000"},"mid":"61.51500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625487646293888166449934980","mid_cost_bps":0.8128098837681866,"side":"buy","target_ltc":null,"vwap":"61.52000000000000000000000000"},{"budget_eur":100,"eur":"99.98944248089741505446268899","filled_fraction":1.0,"full":true,"impact_bps":1.0557519102584945,"ltc":"1.625751910258494553731100634","mid_cost_bps":1.8684759814679346,"side":"sell","target_ltc":"1.625751910258494553731100634","vwap":"61.50350607000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.825421612564883,"ltc":"16.25353486104339346660165773","mid_cost_bps":1.6382985874175664,"side":"buy","target_ltc":null,"vwap":"61.52507799376049916006719462"},{"budget_eur":1000,"eur":"999.8234396179483010892537798","filled_fraction":1.0,"full":true,"impact_bps":1.765603820516989,"ltc":"16.25751910258494553731100634","mid_cost_bps":2.5782701942615622,"side":"sell","target_ltc":"16.25751910258494553731100634","vwap":"61.49913977090000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.493199906185037,"ltc":"162.4920029244516653127538586","mid_cost_bps":4.306293720694196,"side":"buy","target_ltc":null,"vwap":"61.54149016582285034789959316"},{"budget_eur":10000,"eur":"9996.897086179483010892537798","filled_fraction":1.0,"full":true,"impact_bps":3.102913820516989,"ltc":"162.5751910258494553731100634","mid_cost_bps":3.915471496382996,"side":"sell","target_ltc":"162.5751910258494553731100634","vwap":"61.49091397709000000000000000"}],"spread_bps":1.6256197675363733},"raw_file":"1791059401-kraken.json","request_at":1791059401.4022646,"response_at":1791059401.6115558,"sequence":null,"sha256":"e5a0002adcad50d28e52dca88a8cee455497329be6b0df2a27fd81c1b51e410f","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 20:30:01 GMT"},"metrics":{"ask":"61.527","ask_levels":626,"bid":"61.508","bid_levels":243,"depth_1pct_eur":{"buy":"13275.78654539883","sell":"82437.92727868739"},"mid":"61.5175","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.24511115805018993,"ltc":"1.625262875623669369911101721","mid_cost_bps":1.7894250289975053,"side":"buy","target_ltc":null,"vwap":"61.52850809542213540351615760"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.625804773362814593223645705","mid_cost_bps":1.5442760190189784,"side":"sell","target_ltc":"1.625804773362814593223645705","vwap":"61.50799999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5456873137448657,"ltc":"16.24726635368294505637326575","mid_cost_bps":5.0905108847528,"side":"buy","target_ltc":null,"vwap":"61.54881555033527803545011151"},{"budget_eur":1000,"eur":"999.7347619893584119138973794","filled_fraction":1.0,"full":true,"impact_bps":2.652380106415881,"ltc":"16.25804773362814593223645705","mid_cost_bps":4.1962465247356935,"side":"sell","target_ltc":"16.25804773362814593223645705","vwap":"61.49168574044145720000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":17.601051507394605,"ltc":"162.2447035246687717593717108","mid_cost_bps":19.148045614588824,"side":"buy","target_ltc":null,"vwap":"61.63529398960954679330131149"},{"budget_eur":10000,"eur":"9991.985724012657734928789753","filled_fraction":1.0,"full":true,"impact_bps":8.014275987342264,"ltc":"162.5804773362814593223645705","mid_cost_bps":9.557314380939538,"side":"sell","target_ltc":"162.5804773362814593223645705","vwap":"61.45870579125705519600000000"}],"spread_bps":3.0885520380379567},"raw_file":"1791059401-coinbase.json","request_at":1791059401.4032338,"response_at":1791059401.539084,"sequence":10019392928,"sha256":"fb141db32be376460410db7f23869de6859c9c53df3f8e6d583c07da7317a4a3","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791059401.551,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 20:30:01 GMT"},"metrics":{"ask":"61.55","ask_levels":100,"bid":"61.51","bid_levels":100,"depth_1pct_eur":{"buy":"76866.15012028","sell":"73873.93033459"},"mid":"61.53","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.21188643474765695,"ltc":"1.624660945256660168940870695","mid_cost_bps":3.4624022437626896,"side":"buy","target_ltc":null,"vwap":"61.55130416100587182854039466"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625751910258494553731100634","mid_cost_bps":3.2504469364537623,"side":"sell","target_ltc":"1.625751910258494553731100634","vwap":"61.51000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.244482239921368,"ltc":"16.24330791456878349845704077","mid_cost_bps":5.495658733417198,"side":"buy","target_ltc":null,"vwap":"61.56381478818671602055883168"},{"budget_eur":1000,"eur":"999.7676116558966021785075597","filled_fraction":1.0,"full":true,"impact_bps":2.323883441033978,"ltc":"16.25751910258494553731100634","mid_cost_bps":5.573575011506582,"side":"sell","target_ltc":"16.25751910258494553731100634","vwap":"61.49570579295420000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.992065755753238,"ltc":"162.2911454675640609795653584","mid_cost_bps":14.246085604853109,"side":"buy","target_ltc":null,"vwap":"61.61765616472666118399652712"},{"budget_eur":10000,"eur":"9989.384400087673549016420094","filled_fraction":1.0,"full":true,"impact_bps":10.61559991232645,"ltc":"162.5751910258494553731100634","mid_cost_bps":13.86259630435885,"side":"sell","target_ltc":"162.5751910258494553731100634","vwap":"61.44470344493928000000000000"}],"spread_bps":6.5008938729075245},"raw_file":"1791059401-okx.json","request_at":1791059401.4034357,"response_at":1791059401.690073,"sequence":null,"sha256":"9381754dbd4ef68ab36ed82698b21e1685270a650fbe1cb172ca94c18fe326a2","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791060302,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 20:45:02 GMT"},"metrics":{"ask":"61.52000","ask_levels":100,"bid":"61.51000","bid_levels":100,"depth_1pct_eur":{"buy":"294953.16223000","sell":"777694.15213000"},"mid":"61.51500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0554274869271334,"ltc":"1.625316105964570128392653990","mid_cost_bps":1.8683231568846175,"side":"buy","target_ltc":null,"vwap":"61.52649298989957572418372152"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625751910258494553731100634","mid_cost_bps":0.8128098837681866,"side":"sell","target_ltc":"1.625751910258494553731100634","vwap":"61.51000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":1.568478705965264,"ltc":"16.25232732000650089387290752","mid_cost_bps":2.38141607723292,"side":"buy","target_ltc":null,"vwap":"61.52964928099909830513966070"},{"budget_eur":1000,"eur":"999.9805948089741505446268899","filled_fraction":1.0,"full":true,"impact_bps":0.19405191025849455,"ltc":"16.25751910258494553731100634","mid_cost_bps":1.006846021295619,"side":"sell","target_ltc":"16.25751910258494553731100634","vwap":"61.50880638670000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.3788842919904543,"ltc":"162.4938598343349033620269612","mid_cost_bps":4.191968814813505,"side":"buy","target_ltc":null,"vwap":"61.54078689616432527561329274"},{"budget_eur":10000,"eur":"9997.196906179483010892537798","filled_fraction":1.0,"full":true,"impact_bps":2.803093820516989,"ltc":"162.5751910258494553731100634","mid_cost_bps":3.615675866048931,"side":"sell","target_ltc":"162.5751910258494553731100634","vwap":"61.49275816991000000000000000"}],"spread_bps":1.6256197675363733},"raw_file":"1791060302-kraken.json","request_at":1791060302.08261,"response_at":1791060302.2781298,"sequence":null,"sha256":"167dc4ca305f2005dcdeb91b53333b6559973376fa5fcbee7e3e645438697f4b","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 20:45:02 GMT"},"metrics":{"ask":"61.526","ask_levels":636,"bid":"61.496","bid_levels":246,"depth_1pct_eur":{"buy":"11428.47625297619","sell":"82318.08611220877"},"mid":"61.511","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3676751412243622,"ltc":"1.625269372034063576675550933","mid_cost_bps":2.8063530220443513,"side":"buy","target_ltc":null,"vwap":"61.52826215807389701075659653"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.626122024196695720046832314","mid_cost_bps":2.438588219993172,"side":"sell","target_ltc":"1.626122024196695720046832314","vwap":"61.49600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.134406963457326,"ltc":"16.24657429649614997238376815","mid_cost_bps":6.574003395062273,"side":"buy","target_ltc":null,"vwap":"61.55143735228336754454241113"},{"budget_eur":1000,"eur":"999.8658256343583634707948483","filled_fraction":1.0,"full":true,"impact_bps":1.3417436564163654,"ltc":"16.26122024196695720046832314","mid_cost_bps":3.7800046803820586,"side":"sell","target_ltc":"16.26122024196695720046832314","vwap":"61.48774881321050192000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":16.726325814025188,"ltc":"162.2615090281572254709798649","mid_cost_bps":19.168992896127747,"side":"buy","target_ltc":null,"vwap":"61.62891039220337137722486937"},{"budget_eur":10000,"eur":"9994.672898447314121243658122","filled_fraction":1.0,"full":true,"impact_bps":5.327101552685879,"ltc":"162.6122024196695720046832314","mid_cost_bps":7.764390711969742,"side":"sell","target_ltc":"162.6122024196695720046832314","vwap":"61.46324045629160292000000000"}],"spread_bps":4.877176439986344},"raw_file":"1791060302-coinbase.json","request_at":1791060302.0838861,"response_at":1791060302.21934,"sequence":10019407761,"sha256":"a8d30bab69c5a3f8f2f51c7a0a4faef6f8f877804484bc3be68fc5fb1f46ac87","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791060302.201,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 20:45:02 GMT"},"metrics":{"ask":"61.55","ask_levels":100,"bid":"61.52","bid_levels":100,"depth_1pct_eur":{"buy":"78207.83733390","sell":"79744.78442901"},"mid":"61.535","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.624695369618196588139723802","mid_cost_bps":2.4376371170878364,"side":"buy","target_ltc":null,"vwap":"61.54999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.625487646293888166449934980","mid_cost_bps":2.4376371170878364,"side":"sell","target_ltc":"1.625487646293888166449934980","vwap":"61.52000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7065939154762866,"ltc":"16.24255749545306917830464436","mid_cost_bps":5.144890801943048,"side":"buy","target_ltc":null,"vwap":"61.56665908554975654449101303"},{"budget_eur":1000,"eur":"999.6334051568530559167750322","filled_fraction":1.0,"full":true,"impact_bps":3.665948431469441,"ltc":"16.25487646293888166449934980","mid_cost_bps":6.102691923360689,"side":"sell","target_ltc":"16.25487646293888166449934980","vwap":"61.49744708524960000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.798750604452543,"ltc":"162.3267097382768132403050462","mid_cost_bps":11.23853253764612,"side":"buy","target_ltc":null,"vwap":"61.60415630997040540702035266"},{"budget_eur":10000,"eur":"9988.239372111885565669700907","filled_fraction":1.0,"full":true,"impact_bps":11.760627888114435,"ltc":"162.5487646293888166449934980","mid_cost_bps":14.195398190896238,"side":"sell","target_ltc":"162.5487646293888166449934980","vwap":"61.44764861723232000000000000"}],"spread_bps":4.875274234175673},"raw_file":"1791060302-okx.json","request_at":1791060302.0841427,"response_at":1791060302.3364565,"sequence":null,"sha256":"389f3cc02183eaf4d7a4800717da45ba3bca1cab746874dba6a4eb544eaa6261","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791061201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 21:00:01 GMT"},"metrics":{"ask":"61.43000","ask_levels":100,"bid":"61.40000","bid_levels":100,"depth_1pct_eur":{"buy":"281696.96176000","sell":"776448.81151000"},"mid":"61.41500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.627869119322806446361712518","mid_cost_bps":2.4424000651306685,"side":"buy","target_ltc":null,"vwap":"61.43000000000000000000000000"},{"budget_eur":100,"eur":"99.98941335504885993485342019","filled_fraction":1.0,"full":true,"impact_bps":1.0586644951140065,"ltc":"1.628664495114006514657980456","mid_cost_bps":3.500805992021493,"side":"sell","target_ltc":"1.628664495114006514657980456","vwap":"61.39349980000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.27869119322806446361712518","mid_cost_bps":2.4424000651306685,"side":"buy","target_ltc":null,"vwap":"61.43000000000000000000000000"},{"budget_eur":1000,"eur":"999.8304871009771986970684039","filled_fraction":1.0,"full":true,"impact_bps":1.695128990228013,"ltc":"16.28664495114006514657980456","mid_cost_bps":4.137115037043068,"side":"sell","target_ltc":"16.28664495114006514657980456","vwap":"61.38959190800000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9737260548081528,"ltc":"162.7710624898291293734743694","mid_cost_bps":3.4163639427967896,"side":"buy","target_ltc":null,"vwap":"61.43598159915468648279304277"},{"budget_eur":10000,"eur":"9995.765476514657980456026058","filled_fraction":1.0,"full":true,"impact_bps":4.234523485342019,"ltc":"162.8664495114006514657980456","mid_cost_bps":6.675889310429048,"side":"sell","target_ltc":"162.8664495114006514657980456","vwap":"61.37400002580000000000000000"}],"spread_bps":4.884800130261337},"raw_file":"1791061201-kraken.json","request_at":1791061201.5856538,"response_at":1791061201.782998,"sequence":null,"sha256":"7fc3f60367f93f3ec4a2a035ea024a9fd332cc035bf5b6b2acf68995ba3a9124","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 21:00:01 GMT"},"metrics":{"ask":"61.427","ask_levels":629,"bid":"61.398","bid_levels":234,"depth_1pct_eur":{"buy":"10417.80763132906","sell":"80523.72906117413"},"mid":"61.4125","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7335087411082974,"ltc":"1.627829219245356730096202367","mid_cost_bps":3.09476477003964,"side":"buy","target_ltc":null,"vwap":"61.43150572414400593864625082"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.628717547802860028013941822","mid_cost_bps":2.3610828414410747,"side":"sell","target_ltc":"1.628717547802860028013941822","vwap":"61.39800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.1463861596706133,"ltc":"16.27436567552302685109845403","mid_cost_bps":5.508211888949103,"side":"buy","target_ltc":null,"vwap":"61.44632730626300867590898024"},{"budget_eur":1000,"eur":"999.8120660238554851949574903","filled_fraction":1.0,"full":true,"impact_bps":1.8793397614451481,"ltc":"16.28717547802860028013941822","mid_cost_bps":4.239978875199824,"side":"sell","target_ltc":"16.28717547802860028013941822","vwap":"61.38646122973267908000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":25.199979752950956,"ltc":"162.3856506832104855871541884","mid_cost_bps":27.567012518371964,"side":"buy","target_ltc":null,"vwap":"61.58179591562845183151625124"},{"budget_eur":10000,"eur":"9990.163519071475107658229908","filled_fraction":1.0,"full":true,"impact_bps":9.836480928524892,"ltc":"162.8717547802860028013941822","mid_cost_bps":12.195241295331916,"side":"sell","target_ltc":"162.8717547802860028013941822","vwap":"61.33760597439504286600000000"}],"spread_bps":4.722165682882149},"raw_file":"1791061201-coinbase.json","request_at":1791061201.5866723,"response_at":1791061201.7136133,"sequence":10019428807,"sha256":"b1393b9ddf2bf14128014cb9f224f5f15f9ace755052bfd44226977301b83a53","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791061201.701,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 21:00:01 GMT"},"metrics":{"ask":"61.43","ask_levels":100,"bid":"61.41","bid_levels":100,"depth_1pct_eur":{"buy":"77958.89183554","sell":"82239.60068642"},"mid":"61.42","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.627869119322806446361712518","mid_cost_bps":1.6281341582546403,"side":"buy","target_ltc":null,"vwap":"61.43000000000000000000000000"},{"budget_eur":100,"eur":"99.99787600716495684741898711","filled_fraction":1.0,"full":true,"impact_bps":0.21239928350431525,"ltc":"1.628399283504315258101286435","mid_cost_bps":1.8404988603060892,"side":"sell","target_ltc":"1.628399283504315258101286435","vwap":"61.40869565600000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.615820238493804,"ltc":"16.27280723865300146412884334","mid_cost_bps":5.244543100792484,"side":"buy","target_ltc":null,"vwap":"61.45221198372506743760344656"},{"budget_eur":1000,"eur":"999.6987492749487054225696138","filled_fraction":1.0,"full":true,"impact_bps":3.0125072505129458,"ltc":"16.28399283504315258101286435","mid_cost_bps":4.640150932171931,"side":"sell","target_ltc":"16.28399283504315258101286435","vwap":"61.39150019297460000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.887679626542873,"ltc":"162.5611522121162904011694007","mid_cost_bps":15.5180748853554,"side":"buy","target_ltc":null,"vwap":"61.51531201594585287084508353"},{"budget_eur":10000,"eur":"9990.041657284956847418987133","filled_fraction":1.0,"full":true,"impact_bps":9.958342715043152,"ltc":"162.8399283504315258101286435","mid_cost_bps":11.584855521504396,"side":"sell","target_ltc":"162.8399283504315258101286435","vwap":"61.34884581738692000000000000"}],"spread_bps":3.2562683165092805},"raw_file":"1791061201-okx.json","request_at":1791061201.586979,"response_at":1791061201.824471,"sequence":null,"sha256":"c89fe3aaad83bb6b6b6f6f7a50ea42b7f4dd10627501e179ed893dfb415feab3","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791062101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 21:15:01 GMT"},"metrics":{"ask":"61.39000","ask_levels":100,"bid":"61.38000","bid_levels":100,"depth_1pct_eur":{"buy":"303626.99743000","sell":"461988.07572000"},"mid":"61.38500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.628929793125916273008633328","mid_cost_bps":0.8145312372729494,"side":"buy","target_ltc":null,"vwap":"61.39000000000000000000000000"},{"budget_eur":100,"eur":"99.99188804822417725643532095","filled_fraction":1.0,"full":true,"impact_bps":0.8111951775822743,"ltc":"1.629195177582274356467904855","mid_cost_bps":1.6256603404740573,"side":"sell","target_ltc":"1.629195177582274356467904855","vwap":"61.37502088400000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.28929793125916273008633328","mid_cost_bps":0.8145312372729494,"side":"buy","target_ltc":null,"vwap":"61.39000000000000000000000000"},{"budget_eur":1000,"eur":"999.6987409644835451287064190","filled_fraction":1.0,"full":true,"impact_bps":3.0125903551645488,"ltc":"16.29195177582274356467904855","mid_cost_bps":3.826876207542559,"side":"sell","target_ltc":"16.29195177582274356467904855","vwap":"61.36150872040000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8587695759872347,"ltc":"162.8627068881289692232535418","mid_cost_bps":2.6734522158484375,"side":"buy","target_ltc":null,"vwap":"61.40141098642698563396856356"},{"budget_eur":10000,"eur":"9995.378294467253176930596285","filled_fraction":1.0,"full":true,"impact_bps":4.621705532746823,"ltc":"162.9195177582274356467904855","mid_cost_bps":5.435860317667182,"side":"sell","target_ltc":"162.9195177582274356467904855","vwap":"61.35163197144000000000000000"}],"spread_bps":1.6290624745458988},"raw_file":"1791062101-kraken.json","request_at":1791062101.3318987,"response_at":1791062101.5259686,"sequence":null,"sha256":"d7634481730937c2be968dd01a5fe75f4056255edf9ffdbf04e339522873396c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 21:15:01 GMT"},"metrics":{"ask":"61.39","ask_levels":630,"bid":"61.375","bid_levels":241,"depth_1pct_eur":{"buy":"7843.11771340516","sell":"89360.98399645863"},"mid":"61.3825","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.5547362634713158,"ltc":"1.628839435495692112249385169","mid_cost_bps":1.7766506612553101,"side":"buy","target_ltc":null,"vwap":"61.39340552592145040783158635"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.629327902240325865580448065","mid_cost_bps":1.2218466175212805,"side":"sell","target_ltc":"1.629327902240325865580448065","vwap":"61.37500000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.567495832943187,"ltc":"16.28511673432372577756065787","mid_cost_bps":3.7896561590743656,"side":"buy","target_ltc":null,"vwap":"61.40576185691843822408331851"},{"budget_eur":1000,"eur":"999.9814481637327902240325865","filled_fraction":1.0,"full":true,"impact_bps":0.18551836267209776,"ltc":"16.29327902240325865580448065","mid_cost_bps":1.4073423126949864,"side":"sell","target_ltc":"16.29327902240325865580448065","vwap":"61.37386138104910000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":30.70435319208505,"ltc":"162.3943579403314454884798558","mid_cost_bps":31.929951410615423,"side":"buy","target_ltc":null,"vwap":"61.57849402424621012648144119"},{"budget_eur":10000,"eur":"9992.165608566463686354378818","filled_fraction":1.0,"full":true,"impact_bps":7.834391433536314,"ltc":"162.9327902240325865580448065","mid_cost_bps":9.055280808590254,"side":"sell","target_ltc":"162.9327902240325865580448065","vwap":"61.32691642257667087500000000"}],"spread_bps":2.443693235042561},"raw_file":"1791062101-coinbase.json","request_at":1791062101.3330467,"response_at":1791062101.49386,"sequence":10019449059,"sha256":"d783001cca64a40e01e24946a276528f754e2cc66f80edffe26de0ba660cd5e5","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791062101.55,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 21:15:01 GMT"},"metrics":{"ask":"61.41","ask_levels":100,"bid":"61.37","bid_levels":100,"depth_1pct_eur":{"buy":"74657.18317035","sell":"84030.55623940"},"mid":"61.39","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.628399283504315258101286435","mid_cost_bps":3.2578595862518327,"side":"buy","target_ltc":null,"vwap":"61.41000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.629460648525338113084569008","mid_cost_bps":3.2578595862518327,"side":"sell","target_ltc":"1.629460648525338113084569008","vwap":"61.36999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.6165097783194207,"ltc":"16.27810584214808787632221318","mid_cost_bps":6.87554757267626,"side":"buy","target_ltc":null,"vwap":"61.43220898654865956199620766"},{"budget_eur":1000,"eur":"999.8135028154423985660746295","filled_fraction":1.0,"full":true,"impact_bps":1.8649718455760143,"ltc":"16.29460648525338113084569008","mid_cost_bps":5.122223850187327,"side":"sell","target_ltc":"16.29460648525338113084569008","vwap":"61.35855466778370000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.097702464603222,"ltc":"162.6594137727198829458624614","mid_cost_bps":14.359177526491022,"side":"buy","target_ltc":null,"vwap":"61.47815099083512838346355827"},{"budget_eur":10000,"eur":"9990.375337083271956982238881","filled_fraction":1.0,"full":true,"impact_bps":9.624662916728044,"ltc":"162.9460648525338113084569008","mid_cost_bps":12.879386922945105,"side":"sell","target_ltc":"162.9460648525338113084569008","vwap":"61.31093344368004000000000000"}],"spread_bps":6.515719172503665},"raw_file":"1791062101-okx.json","request_at":1791062101.33336,"response_at":1791062101.686363,"sequence":null,"sha256":"d60620dd0db1ef36b2d9f0203637f9868d5f58b63eba8738daa4bf6cbe303370","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791063001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 21:30:01 GMT"},"metrics":{"ask":"61.28000","ask_levels":100,"bid":"61.25000","bid_levels":100,"depth_1pct_eur":{"buy":"304693.61748000","sell":"789241.73828000"},"mid":"61.26500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.631853785900783289817232376","mid_cost_bps":2.4483799885742266,"side":"buy","target_ltc":null,"vwap":"61.28000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.632653061224489795918367347","mid_cost_bps":2.4483799885742266,"side":"sell","target_ltc":"1.632653061224489795918367347","vwap":"61.25000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.18092753512471205,"ltc":"16.31824261706640561266111927","mid_cost_bps":2.629351821634577,"side":"buy","target_ltc":null,"vwap":"61.28110872393524423541388380"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.32653061224489795918367347","mid_cost_bps":2.4483799885742266,"side":"sell","target_ltc":"16.32653061224489795918367347","vwap":"61.25000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6749975162787285,"ltc":"163.1417382156255097047789920","mid_cost_bps":5.12403244589179,"side":"buy","target_ltc":null,"vwap":"61.29639238477975604849650193"},{"budget_eur":10000,"eur":"9996.820770816326530612244898","filled_fraction":1.0,"full":true,"impact_bps":3.179229183673469,"ltc":"163.2653061224489795918367347","mid_cost_bps":5.626830776136456,"side":"sell","target_ltc":"163.2653061224489795918367347","vwap":"61.23052722125000000000000000"}],"spread_bps":4.896759977148453},"raw_file":"1791063001-kraken.json","request_at":1791063001.7497609,"response_at":1791063001.9422932,"sequence":null,"sha256":"7e17d9ffb49663e0e57ac8ccc5506a94058364ec3ff92ce04e56c01a264d010a","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 21:30:01 GMT"},"metrics":{"ask":"61.292","ask_levels":620,"bid":"61.256","bid_levels":230,"depth_1pct_eur":{"buy":"9121.17348660351","sell":"90108.37029976929"},"mid":"61.274","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.631534294850877765450629772","mid_cost_bps":2.9376244410353496,"side":"buy","target_ltc":null,"vwap":"61.29200000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.632493143528797179051847982","mid_cost_bps":2.9376244410353496,"side":"sell","target_ltc":"1.632493143528797179051847982","vwap":"61.25600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.348635924918462,"ltc":"16.31151196820895035553525996","mid_cost_bps":5.2869503069834245,"side":"buy","target_ltc":null,"vwap":"61.30639525931101023693782135"},{"budget_eur":1000,"eur":"999.6387076474102089591223715","filled_fraction":1.0,"full":true,"impact_bps":3.6129235258979104,"ltc":"16.32493143528797179051847982","mid_cost_bps":6.5494866256879325,"side":"sell","target_ltc":"16.32493143528797179051847982","vwap":"61.23386867564975976000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":36.26798628544682,"ltc":"162.5638431616581221383891146","mid_cost_bps":39.216264898776096,"side":"buy","target_ltc":null,"vwap":"61.51429374154076062949163058"},{"budget_eur":10000,"eur":"9991.048717970314337207783726","filled_fraction":1.0,"full":true,"impact_bps":8.951282029685663,"ltc":"163.2493143528797179051847982","mid_cost_bps":11.886276920234112,"side":"sell","target_ltc":"163.2493143528797179051847982","vwap":"61.20116802679895750400000000"}],"spread_bps":5.875248882070699},"raw_file":"1791063001-coinbase.json","request_at":1791063001.7510438,"response_at":1791063001.8836846,"sequence":10019464741,"sha256":"d3fa17c298cdc751de8d7dd23d55a8ce698da4b472e7fc087eabbb8a57bef7ea","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791063001.85,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 21:30:01 GMT"},"metrics":{"ask":"61.29","ask_levels":100,"bid":"61.26","bid_levels":100,"depth_1pct_eur":{"buy":"78104.94462115","sell":"78152.44893981"},"mid":"61.275","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.631587534671235111763746125","mid_cost_bps":2.4479804161566707,"side":"buy","target_ltc":null,"vwap":"61.29000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.632386549134835128958537382","mid_cost_bps":2.4479804161566707,"side":"sell","target_ltc":"1.632386549134835128958537382","vwap":"61.25999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.529823945838706,"ltc":"16.30848788881643299641343332","mid_cost_bps":6.978913254026183,"side":"buy","target_ltc":null,"vwap":"61.31776329096404543271955602"},{"budget_eur":1000,"eur":"999.7236515103460659484165853","filled_fraction":1.0,"full":true,"impact_bps":2.7634848965393406,"ltc":"16.32386549134835128958537382","mid_cost_bps":5.210788817005304,"side":"sell","target_ltc":"16.32386549134835128958537382","vwap":"61.24307089152380000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.264979032081973,"ltc":"162.9751622885304659498207885","mid_cost_bps":13.715717093044539,"side":"buy","target_ltc":null,"vwap":"61.35904305648763040761087309"},{"budget_eur":10000,"eur":"9988.551550429516813581456091","filled_fraction":1.0,"full":true,"impact_bps":11.448449570483186,"ltc":"163.2386549134835128958537382","mid_cost_bps":13.893627428605468,"side":"sell","target_ltc":"163.2386549134835128958537382","vwap":"61.18986679793122000000000000"}],"spread_bps":4.8959608323133414},"raw_file":"1791063001-okx.json","request_at":1791063001.7513385,"response_at":1791063001.9787152,"sequence":null,"sha256":"58eca7af80d26b4aaf45a9f937e11601d231138bd873a5c999477a45314a68ac","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791063901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 21:45:02 GMT"},"metrics":{"ask":"61.42000","ask_levels":100,"bid":"61.39000","bid_levels":100,"depth_1pct_eur":{"buy":"276204.03773000","sell":"796848.30239000"},"mid":"61.40500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.628134158254640182351025725","mid_cost_bps":2.442797817767283,"side":"buy","target_ltc":null,"vwap":"61.41999999999999999999999998"},{"budget_eur":100,"eur":"99.98961070206874083726991367","filled_fraction":1.0,"full":true,"impact_bps":1.0389297931259163,"ltc":"1.628929793125916273008633328","mid_cost_bps":3.481473821350053,"side":"sell","target_ltc":"1.628929793125916273008633328","vwap":"61.38362201000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.28134158254640182351025725","mid_cost_bps":2.442797817767283,"side":"buy","target_ltc":null,"vwap":"61.41999999999999999999999998"},{"budget_eur":1000,"eur":"999.8308640413748167453982734","filled_fraction":1.0,"full":true,"impact_bps":1.6913595862518325,"ltc":"16.28929793125916273008633328","mid_cost_bps":4.13374423906848,"side":"sell","target_ltc":"16.28929793125916273008633328","vwap":"61.37961674350000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9311792653028205,"ltc":"162.7982563893862933420153020","mid_cost_bps":3.3742045513378263,"side":"buy","target_ltc":null,"vwap":"61.42571930304748992347472296"},{"budget_eur":10000,"eur":"9996.898790413748167453982734","filled_fraction":1.0,"full":true,"impact_bps":3.1012095862518327,"ltc":"162.8929793125916273008633328","mid_cost_bps":5.543249841218142,"side":"sell","target_ltc":"162.8929793125916273008633328","vwap":"61.37096167435000000000000000"}],"spread_bps":4.885595635534566},"raw_file":"1791063901-kraken.json","request_at":1791063901.888583,"response_at":1791063902.0810964,"sequence":null,"sha256":"a1bb439f1580c961a7703048931e91897d80df9715d5d55b5140e6b666281099","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 21:45:02 GMT"},"metrics":{"ask":"61.428","ask_levels":612,"bid":"61.368","bid_levels":227,"depth_1pct_eur":{"buy":"7574.66014684870","sell":"48619.84067549083"},"mid":"61.398","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.627922120205769355994009247","mid_cost_bps":4.88615264340858,"side":"buy","target_ltc":null,"vwap":"61.42799999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.629513753096076130882544649","mid_cost_bps":4.88615264340858,"side":"sell","target_ltc":"1.629513753096076130882544649","vwap":"61.36799999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.12675342962244018,"ltc":"16.27901485996125608425987726","mid_cost_bps":5.012968006691541,"side":"buy","target_ltc":null,"vwap":"61.42877862096748472547984500"},{"budget_eur":1000,"eur":"999.8795878947603923869117457","filled_fraction":1.0,"full":true,"impact_bps":1.2041210523960761,"ltc":"16.29513753096076130882544649","mid_cost_bps":6.089685343878341,"side":"sell","target_ltc":"16.29513753096076130882544649","vwap":"61.36061054992565576000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":52.14776424993422,"ltc":"161.9476910193670215328291344","mid_cost_bps":57.059397086956565,"side":"buy","target_ltc":null,"vwap":"61.74833328623449592516380200"},{"budget_eur":10000,"eur":"9988.012973675962389518967542","filled_fraction":1.0,"full":true,"impact_bps":11.987026324037611,"ltc":"162.9513753096076130882544649","mid_cost_bps":16.86732192341021,"side":"sell","target_ltc":"162.9513753096076130882544649","vwap":"61.29443801685464599200000000"}],"spread_bps":9.77230528681716},"raw_file":"1791063901-coinbase.json","request_at":1791063901.890232,"response_at":1791063902.0125058,"sequence":10019480655,"sha256":"5da61b63be370208da7f0fba1cd351adb0508e271d3d885bceb66cf93aa5818d","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791063902.0,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 21:45:02 GMT"},"metrics":{"ask":"61.42","ask_levels":100,"bid":"61.39","bid_levels":100,"depth_1pct_eur":{"buy":"79116.29654352","sell":"80695.76169606"},"mid":"61.405","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.628134158254640182351025725","mid_cost_bps":2.442797817767283,"side":"buy","target_ltc":null,"vwap":"61.41999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.628929793125916273008633328","mid_cost_bps":2.442797817767283,"side":"sell","target_ltc":"1.628929793125916273008633328","vwap":"61.39000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.6162868446387404,"ltc":"16.27545591083631630328669053","mid_cost_bps":6.059968048167274,"side":"buy","target_ltc":null,"vwap":"61.44221123379977114479422326"},{"budget_eur":1000,"eur":"999.7285452120622251180974101","filled_fraction":1.0,"full":true,"impact_bps":2.714547879377749,"ltc":"16.28929793125916273008633328","mid_cost_bps":5.156682587981435,"side":"sell","target_ltc":"16.28929793125916273008633328","vwap":"61.37333539056850000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.834714861637648,"ltc":"162.6209585579580556007153308","mid_cost_bps":14.280403660968721,"side":"buy","target_ltc":null,"vwap":"61.49268881868017843720585551"},{"budget_eur":10000,"eur":"9990.108712001866753542922301","filled_fraction":1.0,"full":true,"impact_bps":9.891287998133247,"ltc":"162.8929793125916273008633328","mid_cost_bps":12.331669574226854,"side":"sell","target_ltc":"162.8929793125916273008633328","vwap":"61.32927738297946000000000000"}],"spread_bps":4.885595635534566},"raw_file":"1791063901-okx.json","request_at":1791063901.8905978,"response_at":1791063902.1254508,"sequence":null,"sha256":"018d9ecf2fd530d3b14611e7309bb534b861aacf103a17f85644085c96198936","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791064801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 22:00:01 GMT"},"metrics":{"ask":"61.61000","ask_levels":100,"bid":"61.58000","bid_levels":100,"depth_1pct_eur":{"buy":"99207.57103000","sell":"156974.93186000"},"mid":"61.59500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.623113130985229670508034410","mid_cost_bps":2.435262602483968,"side":"buy","target_ltc":null,"vwap":"61.61000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.623903864891198441052289704","mid_cost_bps":2.435262602483968,"side":"sell","target_ltc":"1.623903864891198441052289704","vwap":"61.58000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6459629079051945,"ltc":"16.22846016550381307804640597","mid_cost_bps":4.0816263455806325,"side":"buy","target_ltc":null,"vwap":"61.62014077747560390337545993"},{"budget_eur":1000,"eur":"999.5329576810652809353686259","filled_fraction":1.0,"full":true,"impact_bps":4.670423189347191,"ltc":"16.23903864891198441052289704","mid_cost_bps":7.104548421138079,"side":"sell","target_ltc":"16.23903864891198441052289704","vwap":"61.55123953400000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":25.683312221395397,"ltc":"161.8955118008406078241189783","mid_cost_bps":28.124829384855435,"side":"buy","target_ltc":null,"vwap":"61.76823488659601703962931328"},{"budget_eur":10000,"eur":"9987.951361351088015589477100","filled_fraction":1.0,"full":true,"impact_bps":12.048638648911984,"ltc":"162.3903864891198441052289704","mid_cost_bps":14.480967091484699,"side":"sell","target_ltc":"162.3903864891198441052289704","vwap":"61.50580448320000000000000000"}],"spread_bps":4.870525204967936},"raw_file":"1791064801-kraken.json","request_at":1791064801.323046,"response_at":1791064801.5125859,"sequence":null,"sha256":"b814b8d369819bb08a6b2377e4798344d39804b3559d8e24286ab56754331c03","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 22:00:01 GMT"},"metrics":{"ask":"61.622","ask_levels":615,"bid":"61.548","bid_levels":225,"depth_1pct_eur":{"buy":"6816.60367208741","sell":"96708.61447236637"},"mid":"61.585","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.622797053000551750998020188","mid_cost_bps":6.007956482909799,"side":"buy","target_ltc":null,"vwap":"61.62199999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.624748164034574640930655748","mid_cost_bps":6.007956482909799,"side":"sell","target_ltc":"1.624748164034574640930655748","vwap":"61.54800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6006064987013415,"ltc":"16.22375137068072680077871512","mid_cost_bps":8.610125414678478,"side":"buy","target_ltc":null,"vwap":"61.63802545736629740548656112"},{"budget_eur":1000,"eur":"999.9873563509196542535906932","filled_fraction":1.0,"full":true,"impact_bps":0.12643649080345745,"ltc":"16.24748164034574640930655748","mid_cost_bps":6.134317011219797,"side":"sell","target_ltc":"16.24748164034574640930655748","vwap":"61.54722180868640288000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":60.6443599205286,"ltc":"161.3015026617411021905998109","mid_cost_bps":66.68875127097205,"side":"buy","target_ltc":null,"vwap":"61.99570267470228132755884459"},{"budget_eur":10000,"eur":"9992.744836008627605121206211","filled_fraction":1.0,"full":true,"impact_bps":7.255163991372395,"ltc":"162.4748164034574640930655748","mid_cost_bps":13.25876160332854,"side":"sell","target_ltc":"162.4748164034574640930655748","vwap":"61.50334591666590118400000000"}],"spread_bps":12.015912965819599},"raw_file":"1791064801-coinbase.json","request_at":1791064801.324053,"response_at":1791064801.4492872,"sequence":10019514433,"sha256":"b2803fb4a8a6fe747745c3f49469b5aa3e4685419db9f43d291dba7de2818c52","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791064801.65,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 22:00:01 GMT"},"metrics":{"ask":"61.6","ask_levels":100,"bid":"61.59","bid_levels":100,"depth_1pct_eur":{"buy":"75653.26967258","sell":"81802.79751109"},"mid":"61.595","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.5995850536002787,"ltc":"1.622954722492697176241480039","mid_cost_bps":3.411550276837035,"side":"buy","target_ltc":null,"vwap":"61.61601344393017771750167764"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.623640201331384965091735671","mid_cost_bps":0.8117542008279893,"side":"sell","target_ltc":"1.623640201331384965091735671","vwap":"61.59000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.789504859757902,"ltc":"16.22437312506082725060827251","mid_cost_bps":6.6017290260749535,"side":"buy","target_ltc":null,"vwap":"61.63566334993610867532401620"},{"budget_eur":1000,"eur":"999.6212578793343075174541319","filled_fraction":1.0,"full":true,"impact_bps":3.7874212066569246,"ltc":"16.23640201331384965091735671","mid_cost_bps":4.598867961977433,"side":"sell","target_ltc":"16.23640201331384965091735671","vwap":"61.56667327278820000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.85635519593375,"ltc":"162.1454169719611021069692058","mid_cost_bps":12.66907184137542,"side":"buy","target_ltc":null,"vwap":"61.67303514800695190335392729"},{"budget_eur":10000,"eur":"9985.803787230029225523623963","filled_fraction":1.0,"full":true,"impact_bps":14.196212769970774,"ltc":"162.3640201331384965091735671","mid_cost_bps":15.006814587263577,"side":"sell","target_ltc":"162.3640201331384965091735671","vwap":"61.50256552554975000000000000"}],"spread_bps":1.6235084016559787},"raw_file":"1791064801-okx.json","request_at":1791064801.3242931,"response_at":1791064801.7811694,"sequence":null,"sha256":"cb57d0b30fa5b7b36643949505832507a71a62dedec0cf6578e0c1b1996f4647","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791065702,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 22:15:02 GMT"},"metrics":{"ask":"61.90000","ask_levels":100,"bid":"61.88000","bid_levels":100,"depth_1pct_eur":{"buy":"265440.86926000","sell":"800603.38865000"},"mid":"61.89000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.615508885298869143780290792","mid_cost_bps":1.6157699143641946,"side":"buy","target_ltc":null,"vwap":"61.89999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.616031027795733678086619263","mid_cost_bps":1.6157699143641946,"side":"sell","target_ltc":"1.616031027795733678086619263","vwap":"61.88000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.15508885298869143780290792","mid_cost_bps":1.6157699143641946,"side":"buy","target_ltc":null,"vwap":"61.89999999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.16031027795733678086619263","mid_cost_bps":1.6157699143641946,"side":"sell","target_ltc":"16.16031027795733678086619263","vwap":"61.88000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.008387537320971215,"ltc":"161.5507530285898885478921014","mid_cost_bps":1.6241588069182116,"side":"buy","target_ltc":null,"vwap":"61.90005191885601681182613781"},{"budget_eur":10000,"eur":"9999.999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"161.6031027795733678086619263","mid_cost_bps":1.6157699143641946,"side":"sell","target_ltc":"161.6031027795733678086619263","vwap":"61.88000000000000000000000000"}],"spread_bps":3.231539828728389},"raw_file":"1791065702-kraken.json","request_at":1791065702.1598113,"response_at":1791065702.3415527,"sequence":null,"sha256":"1bc9f65072f423ddbcc82daaae731ed7338134fd1df253c53310db5fd3243ae7","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 22:15:02 GMT"},"metrics":{"ask":"61.905","ask_levels":628,"bid":"61.849","bid_levels":225,"depth_1pct_eur":{"buy":"6173.63422800208","sell":"81075.46636315191"},"mid":"61.877","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.361705067851584,"ltc":"1.615319975448627869037812344","mid_cost_bps":4.886975002429858,"side":"buy","target_ltc":null,"vwap":"61.90723913522253523098471766"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.616841016022894468786884186","mid_cost_bps":4.525106259191622,"side":"sell","target_ltc":"1.616841016022894468786884186","vwap":"61.84899999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":2.4912115588324104,"ltc":"16.14976077683563723273690330","mid_cost_bps":7.017445117725817,"side":"buy","target_ltc":null,"vwap":"61.92042184515495203638755249"},{"budget_eur":1000,"eur":"999.8622669135967947743698364","filled_fraction":1.0,"full":true,"impact_bps":1.3773308640320523,"ltc":"16.16841016022894468786884186","mid_cost_bps":5.901813866372294,"side":"sell","target_ltc":"16.16841016022894468786884186","vwap":"61.84048134633904816000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":49.422957326215666,"ltc":"160.7433988250160402202537706","mid_cost_bps":53.97042799876175,"side":"buy","target_ltc":null,"vwap":"62.21095281732793808626009143"},{"budget_eur":10000,"eur":"9994.890960858875397015311486","filled_fraction":1.0,"full":true,"impact_bps":5.109039141124603,"ltc":"161.6841016022894468786884186","mid_cost_bps":9.63183350581663,"side":"sell","target_ltc":"161.6841016022894468786884186","vwap":"61.81740110381605844300000000"}],"spread_bps":9.050212518383244},"raw_file":"1791065702-coinbase.json","request_at":1791065702.1608436,"response_at":1791065702.3306487,"sequence":10019558825,"sha256":"b2c15b38f8925187f91fe7f53e90bec95a774cf8b6218d80bfd8df6f44f8adaf","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791065702.254,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 22:15:02 GMT"},"metrics":{"ask":"61.9","ask_levels":100,"bid":"61.87","bid_levels":100,"depth_1pct_eur":{"buy":"75335.12146205","sell":"81927.02189395"},"mid":"61.885","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.615508885298869143780290792","mid_cost_bps":2.423850690797447,"side":"buy","target_ltc":null,"vwap":"61.89999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.616292225634394698561499919","mid_cost_bps":2.423850690797447,"side":"sell","target_ltc":"1.616292225634394698561499919","vwap":"61.87000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.691828604197849,"ltc":"16.15074135023413531406426611","mid_cost_bps":5.116331754057476,"side":"buy","target_ltc":null,"vwap":"61.91666241905998468600961453"},{"budget_eur":1000,"eur":"999.7305869423096815904315499","filled_fraction":1.0,"full":true,"impact_bps":2.6941305769031842,"ltc":"16.16292225634394698561499919","mid_cost_bps":5.117328250674638,"side":"sell","target_ltc":"16.16292225634394698561499919","vwap":"61.85333141412070000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.538002901055684,"ltc":"161.3808253692952749556523141","mid_cost_bps":12.964407846414264,"side":"buy","target_ltc":null,"vwap":"61.96523023795753467974383796"},{"budget_eur":10000,"eur":"9989.428784109290447712946500","filled_fraction":1.0,"full":true,"impact_bps":10.571215890709553,"ltc":"161.6292225634394698561499919","mid_cost_bps":12.992504276613072,"side":"sell","target_ltc":"161.6292225634394698561499919","vwap":"61.80459588728418000000000000"}],"spread_bps":4.847701381594894},"raw_file":"1791065702-okx.json","request_at":1791065702.1610854,"response_at":1791065702.3908098,"sequence":null,"sha256":"96a9f95591a62195504837d3e66eeb99533a63506c37cf59ffd5dabd36f3ecca","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791066601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 22:30:02 GMT"},"metrics":{"ask":"61.94000","ask_levels":100,"bid":"61.91000","bid_levels":100,"depth_1pct_eur":{"buy":"287571.06327000","sell":"774532.85421000"},"mid":"61.92500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614465611882466903454956409","mid_cost_bps":2.4222850222042793,"side":"buy","target_ltc":null,"vwap":"61.94000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.615247940558875787433371022","mid_cost_bps":2.4222850222042793,"side":"sell","target_ltc":"1.615247940558875787433371022","vwap":"61.91000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.14465611882466903454956409","mid_cost_bps":2.4222850222042793,"side":"buy","target_ltc":null,"vwap":"61.94000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.15247940558875787433371022","mid_cost_bps":2.4222850222042793,"side":"sell","target_ltc":"16.15247940558875787433371022","vwap":"61.91000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.014797044998684,"ltc":"161.4140395352589962885267065","mid_cost_bps":4.437570108473452,"side":"buy","target_ltc":null,"vwap":"61.95247965289672184837111509"},{"budget_eur":10000,"eur":"9997.759484118882248425133255","filled_fraction":1.0,"full":true,"impact_bps":2.2405158811177515,"ltc":"161.5247940558875787433371022","mid_cost_bps":4.662258186515947,"side":"sell","target_ltc":"161.5247940558875787433371022","vwap":"61.89612896618000000000000000"}],"spread_bps":4.844570044408559},"raw_file":"1791066601-kraken.json","request_at":1791066601.998293,"response_at":1791066602.1985383,"sequence":null,"sha256":"de3cc191af369c1b9b3b85d3a97eb10b93ae7d88664d2fbe72a31e7b96ad8ee7","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 22:30:02 GMT"},"metrics":{"ask":"61.944","ask_levels":621,"bid":"61.889","bid_levels":229,"depth_1pct_eur":{"buy":"7993.61460964763","sell":"91946.17477954027"},"mid":"61.9165","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3610948786740322,"ltc":"1.614303066989507667473769169","mid_cost_bps":4.802720779833877,"side":"buy","target_ltc":null,"vwap":"61.94623676611645842515067208"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.615796021910194057102231414","mid_cost_bps":4.441465522114461,"side":"sell","target_ltc":"1.615796021910194057102231414","vwap":"61.88900000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.049688579858119,"ltc":"16.14191918764236828512396694","mid_cost_bps":5.49162031753622,"side":"buy","target_ltc":null,"vwap":"61.95050219093907313247150076"},{"budget_eur":1000,"eur":"999.9934766171108980594289775","filled_fraction":1.0,"full":true,"impact_bps":0.0652338288910194,"ltc":"16.15796021910194057102231414","mid_cost_bps":4.506670377625291,"side":"sell","target_ltc":"16.15796021910194057102231414","vwap":"61.88859627435637637000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":45.72485970114127,"ltc":"160.7013312819863984582795802","mid_cost_bps":50.18663376204234,"side":"buy","target_ltc":null,"vwap":"62.22723807093274946410825271"},{"budget_eur":10000,"eur":"9994.494856070174369920341254","filled_fraction":1.0,"full":true,"impact_bps":5.50514392982563,"ltc":"161.5796021910194057102231414","mid_cost_bps":9.944164361244232,"side":"sell","target_ltc":"161.5796021910194057102231414","vwap":"61.85492921473270215800000000"}],"spread_bps":8.882931044228922},"raw_file":"1791066601-coinbase.json","request_at":1791066601.999386,"response_at":1791066602.1560977,"sequence":10019583694,"sha256":"c2cf52cfc2337074c93c050fa0b96ffe4ff985952ea409eb5783047871f04627","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791066602.154,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 22:30:02 GMT"},"metrics":{"ask":"61.95","ask_levels":100,"bid":"61.92","bid_levels":100,"depth_1pct_eur":{"buy":"78929.03473637","sell":"74104.13502474"},"mid":"61.935","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614205004035512510088781275","mid_cost_bps":2.4218939210462582,"side":"buy","target_ltc":null,"vwap":"61.95000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.614987080103359173126614987","mid_cost_bps":2.4218939210462582,"side":"sell","target_ltc":"1.614987080103359173126614987","vwap":"61.92000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.787214781555351,"ltc":"16.13916562481846054542520574","mid_cost_bps":4.209541547063115,"side":"buy","target_ltc":null,"vwap":"61.96107179557173539934086654"},{"budget_eur":1000,"eur":"999.7253562479586563307493540","filled_fraction":1.0,"full":true,"impact_bps":2.7464375204134366,"ltc":"16.14987080103359173126614987","mid_cost_bps":5.167666283426173,"side":"sell","target_ltc":"16.14987080103359173126614987","vwap":"61.90299405887360000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.85675681913705,"ltc":"161.3098941318929377620122541","mid_cost_bps":9.280311373949145,"side":"buy","target_ltc":null,"vwap":"61.99247760849455402326338099"},{"budget_eur":10000,"eur":"9988.653892428759689922480620","filled_fraction":1.0,"full":true,"impact_bps":11.34610757124031,"ltc":"161.4987080103359173126614987","mid_cost_bps":13.765253585391136,"side":"sell","target_ltc":"161.4987080103359173126614987","vwap":"61.84974490191888000000000000"}],"spread_bps":4.8437878420925164},"raw_file":"1791066601-okx.json","request_at":1791066601.999734,"response_at":1791066602.2846777,"sequence":null,"sha256":"c98557da3d34fc23057bcb7bd925ae25753434c08c441d6474b61dea8674bbe7","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791067502,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 22:45:02 GMT"},"metrics":{"ask":"62.28000","ask_levels":100,"bid":"62.25000","bid_levels":100,"depth_1pct_eur":{"buy":"300830.94828000","sell":"743663.64557000"},"mid":"62.26500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.605651894669235709698137444","mid_cost_bps":2.409058058299205,"side":"buy","target_ltc":null,"vwap":"62.27999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.606425702811244979919678715","mid_cost_bps":2.409058058299205,"side":"sell","target_ltc":"1.606425702811244979919678715","vwap":"62.24999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.17862640468128768,"ltc":"16.05623213999036763525445497","mid_cost_bps":2.587727495118455,"side":"buy","target_ltc":null,"vwap":"62.28111248524835505973297610"},{"budget_eur":1000,"eur":"999.9505274297188755020080322","filled_fraction":1.0,"full":true,"impact_bps":0.494725702811245,"ltc":"16.06425702811244979919678715","mid_cost_bps":2.9036645788163495,"side":"sell","target_ltc":"16.06425702811244979919678715","vwap":"62.24692033250000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.846213994661302,"ltc":"160.4874138318356867779204108","mid_cost_bps":7.256439534048115,"side":"buy","target_ltc":null,"vwap":"62.31018222075875058898094839"},{"budget_eur":10000,"eur":"9996.692362891566265060240965","filled_fraction":1.0,"full":true,"impact_bps":3.307637108433735,"ltc":"160.6425702811244979919678715","mid_cost_bps":5.71589833774994,"side":"sell","target_ltc":"160.6425702811244979919678715","vwap":"62.22940995900000000000000000"}],"spread_bps":4.81811611659841},"raw_file":"1791067502-kraken.json","request_at":1791067502.090941,"response_at":1791067502.2953594,"sequence":null,"sha256":"55935812719f146feb0d5ecd42c51a7afe8fdcc2fe8a86d370ed878c4e435d24","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 22:45:02 GMT"},"metrics":{"ask":"62.292","ask_levels":623,"bid":"62.226","bid_levels":226,"depth_1pct_eur":{"buy":"8750.97653114604","sell":"90383.65309884232"},"mid":"62.259","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3556839402645858,"ltc":"1.605285482680021830556358150","mid_cost_bps":5.656310959169945,"side":"buy","target_ltc":null,"vwap":"62.29421562640069615770841920"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607045286536174589399929290","mid_cost_bps":5.300438490820604,"side":"sell","target_ltc":"1.607045286536174589399929290","vwap":"62.22600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6474585182177075,"ltc":"16.05078150139509501797637391","mid_cost_bps":6.94877023429251,"side":"buy","target_ltc":null,"vwap":"62.30226234860168174296116195"},{"budget_eur":1000,"eur":"999.9073337969463825410600071","filled_fraction":1.0,"full":true,"impact_bps":0.9266620305361746,"ltc":"16.07045286536174589399929290","mid_cost_bps":6.226609349847315,"side":"sell","target_ltc":"16.07045286536174589399929290","vwap":"62.22023375284878560000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":44.535375019487645,"ltc":"159.8224825907868519576115236","mid_cost_bps":49.85941921190389,"side":"buy","target_ltc":null,"vwap":"62.56941975807139243598170903"},{"budget_eur":10000,"eur":"9991.410244614008254106000707","filled_fraction":1.0,"full":true,"impact_bps":8.589755385991745,"ltc":"160.7045286536174589399929290","mid_cost_bps":13.885640929804886,"side":"sell","target_ltc":"160.7045286536174589399929290","vwap":"62.17254938813512776200000000"}],"spread_bps":10.600876981641209},"raw_file":"1791067502-coinbase.json","request_at":1791067502.0920215,"response_at":1791067502.2283459,"sequence":10019614433,"sha256":"e2f04c9393f71b568d76dbdc11536508488191efaad669588f5726d906ed35ce","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791067502.204,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 22:45:02 GMT"},"metrics":{"ask":"62.29","ask_levels":100,"bid":"62.26","bid_levels":100,"depth_1pct_eur":{"buy":"78199.24033593","sell":"83458.70768393"},"mid":"62.275","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.605394124257505217530903837","mid_cost_bps":2.408671216378964,"side":"buy","target_ltc":null,"vwap":"62.29000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606167683906199807259877931","mid_cost_bps":2.408671216378964,"side":"sell","target_ltc":"1.606167683906199807259877931","vwap":"62.26000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6753596788904876,"ltc":"16.04964738462772785622593068","mid_cost_bps":5.084675301454652,"side":"buy","target_ltc":null,"vwap":"62.30666481543980884675717471"},{"budget_eur":1000,"eur":"999.6430052464375200770960487","filled_fraction":1.0,"full":true,"impact_bps":3.569947535624799,"ltc":"16.06167683906199807259877931","mid_cost_bps":5.977758869016459,"side":"sell","target_ltc":"16.06167683906199807259877931","vwap":"62.23777350664320000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.44231064230351,"ltc":"160.3879691229757896424563091","mid_cost_bps":11.853256200868497,"side":"buy","target_ltc":null,"vwap":"62.34881615299090856567681836"},{"budget_eur":10000,"eur":"9987.555012493125602312881463","filled_fraction":1.0,"full":true,"impact_bps":12.444987506874398,"ltc":"160.6167683906199807259877931","mid_cost_bps":14.85066113493376,"side":"sell","target_ltc":"160.6167683906199807259877931","vwap":"62.18251750778220000000000000"}],"spread_bps":4.817342432757928},"raw_file":"1791067502-okx.json","request_at":1791067502.092277,"response_at":1791067502.331606,"sequence":null,"sha256":"631d7dc24ce4e3904db7b134f8be957d1af74c6ec24d9c44ae08d5c6b161cc37","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791068401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 23:00:01 GMT"},"metrics":{"ask":"62.38000","ask_levels":100,"bid":"62.37000","bid_levels":100,"depth_1pct_eur":{"buy":"282069.91222000","sell":"746449.95388000"},"mid":"62.37500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":2.5199829483425553,"ltc":"1.602674038461538461538461538","mid_cost_bps":3.3217881573965307,"side":"buy","target_ltc":null,"vwap":"62.39571965363176086120492134"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.603334936668270001603334937","mid_cost_bps":0.8016032064128257,"side":"sell","target_ltc":"1.603334936668270001603334937","vwap":"62.36999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":3.1375342956875434,"ltc":"16.02575096153846153846153846","mid_cost_bps":3.9393890078555343,"side":"buy","target_ltc":null,"vwap":"62.39957193893649889561757606"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.03334936668270001603334937","mid_cost_bps":0.8016032064128257,"side":"sell","target_ltc":"16.03334936668270001603334937","vwap":"62.36999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.49698368263406,"ltc":"160.2037068716962998558385392","mid_cost_bps":7.299107689342086,"side":"buy","target_ltc":null,"vwap":"62.42052818421227126153423226"},{"budget_eur":10000,"eur":"9997.447405189995189995189997","filled_fraction":1.0,"full":true,"impact_bps":2.55259481000481,"ltc":"160.3334936668270001603334937","mid_cost_bps":3.353993399599198,"side":"sell","target_ltc":"160.3334936668270001603334937","vwap":"62.35407946617000000000000000"}],"spread_bps":1.6032064128256514},"raw_file":"1791068401-kraken.json","request_at":1791068401.588416,"response_at":1791068401.9790478,"sequence":null,"sha256":"80bfa34e254940d042707acece9cb65f7cd848feae4ef8b42b085f85bef64069","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 23:00:01 GMT"},"metrics":{"ask":"62.412","ask_levels":625,"bid":"62.347","bid_levels":228,"depth_1pct_eur":{"buy":"10817.67497104502","sell":"78802.51581264214"},"mid":"62.3795","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.602255976414792027174261360","mid_cost_bps":5.210044966695789,"side":"buy","target_ltc":null,"vwap":"62.41200000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.603926411856224036441208077","mid_cost_bps":5.210044966695789,"side":"sell","target_ltc":"1.603926411856224036441208077","vwap":"62.34700000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0584056333424858,"ltc":"16.02086410686574815764178148","mid_cost_bps":6.269002034132547,"side":"buy","target_ltc":null,"vwap":"62.41860572123881712265668806"},{"budget_eur":1000,"eur":"999.9742314710757510385423514","filled_fraction":1.0,"full":true,"impact_bps":0.2576852892424896,"ltc":"16.03926411856224036441208077","mid_cost_bps":5.467596000743858,"side":"sell","target_ltc":"16.03926411856224036441208077","vwap":"62.34539340952715985000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":35.54692385090847,"ltc":"159.6580623430500031727901517","mid_cost_bps":40.775488924773356,"side":"buy","target_ltc":null,"vwap":"62.63385546113828993698063219"},{"budget_eur":10000,"eur":"9989.071878259023465122620172","filled_fraction":1.0,"full":true,"impact_bps":10.928121740976534,"ltc":"160.3926411856224036441208077","mid_cost_bps":16.132473107105124,"side":"sell","target_ltc":"160.3926411856224036441208077","vwap":"62.27886643938153359800000000"}],"spread_bps":10.420089933391578},"raw_file":"1791068401-coinbase.json","request_at":1791068401.5895095,"response_at":1791068401.724576,"sequence":10019660512,"sha256":"fcccf5b17b5c4b8effe654d2e0b6fc9cc7db278ad91330119d943b4f2b6ab9da","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791068401.754,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 23:00:01 GMT"},"metrics":{"ask":"62.4","ask_levels":100,"bid":"62.37","bid_levels":100,"depth_1pct_eur":{"buy":"69755.06188431","sell":"77917.97934618"},"mid":"62.385","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.602564102564102564102564103","mid_cost_bps":2.40442414041837,"side":"buy","target_ltc":null,"vwap":"62.39999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.603334936668270001603334937","mid_cost_bps":2.40442414041837,"side":"sell","target_ltc":"1.603334936668270001603334937","vwap":"62.36999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7806309998976486,"ltc":"16.02278795834668375520666453","mid_cost_bps":4.185483279532152,"side":"buy","target_ltc":null,"vwap":"62.41111113743936132692420407"},{"budget_eur":1000,"eur":"999.7327186789995189995189997","filled_fraction":1.0,"full":true,"impact_bps":2.67281321000481,"ltc":"16.03334936668270001603334937","mid_cost_bps":5.076594692762684,"side":"sell","target_ltc":"16.03334936668270001603334937","vwap":"62.35332966400920000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.647937991514425,"ltc":"160.1179412536811779769526248","mid_cost_bps":11.054441463019959,"side":"buy","target_ltc":null,"vwap":"62.45396313306705001330475465"},{"budget_eur":10000,"eur":"9988.420001506649029982363318","filled_fraction":1.0,"full":true,"impact_bps":11.57999849335097,"ltc":"160.3334936668270001603334937","mid_cost_bps":13.981638310976997,"side":"sell","target_ltc":"160.3334936668270001603334937","vwap":"62.29777554939697000000000000"}],"spread_bps":4.80884828083674},"raw_file":"1791068401-okx.json","request_at":1791068401.5897577,"response_at":1791068401.877198,"sequence":null,"sha256":"c4db026cbf2b8552530806953704df78ea0437271016b651a8d1a133dffbf654","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791069301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 23:15:01 GMT"},"metrics":{"ask":"62.31000","ask_levels":100,"bid":"62.28000","bid_levels":100,"depth_1pct_eur":{"buy":"297740.79738000","sell":"804568.22168000"},"mid":"62.29500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604878831648210560102712245","mid_cost_bps":2.4078979051288227,"side":"buy","target_ltc":null,"vwap":"62.31000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.605651894669235709698137444","mid_cost_bps":2.4078979051288227,"side":"sell","target_ltc":"1.605651894669235709698137444","vwap":"62.27999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.04878831648210560102712245","mid_cost_bps":2.4078979051288227,"side":"buy","target_ltc":null,"vwap":"62.31000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.05651894669235709698137444","mid_cost_bps":2.4078979051288227,"side":"sell","target_ltc":"16.05651894669235709698137444","vwap":"62.27999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.33250767150341,"ltc":"160.4504579724093679820340071","mid_cost_bps":4.740967220665823,"side":"buy","target_ltc":null,"vwap":"62.32453385530113774616260100"},{"budget_eur":10000,"eur":"9999.452088105330764290301864","filled_fraction":1.0,"full":true,"impact_bps":0.5479118946692357,"ltc":"160.5651894669235709698137444","mid_cost_bps":2.9556778682077214,"side":"sell","target_ltc":"160.5651894669235709698137444","vwap":"62.27658760472000000000000000"}],"spread_bps":4.8157958102576455},"raw_file":"1791069301-kraken.json","request_at":1791069301.4868836,"response_at":1791069301.684944,"sequence":null,"sha256":"f73ec817d559852b01efedc901087e27ebb32351b38d069fec6e573b0fd28f9f","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 23:15:01 GMT"},"metrics":{"ask":"62.317","ask_levels":623,"bid":"62.254","bid_levels":223,"depth_1pct_eur":{"buy":"7787.30973314489","sell":"89328.72868789812"},"mid":"62.2855","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3552975500994296,"ltc":"1.604641544855029443383662532","mid_cost_bps":5.4128340854540165,"side":"buy","target_ltc":null,"vwap":"62.31921410774295461550710795"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.606322485302149259485334276","mid_cost_bps":5.057356848704755,"side":"sell","target_ltc":"1.606322485302149259485334276","vwap":"62.25399999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":2.1363312137631607,"ltc":"16.04355813835688960903534243","mid_cost_bps":7.194768481397418,"side":"buy","target_ltc":null,"vwap":"62.33031297522480788801324482"},{"budget_eur":1000,"eur":"999.9619569513809355222154402","filled_fraction":1.0,"full":true,"impact_bps":0.3804304861906448,"ltc":"16.06322485302149259485334276","mid_cost_bps":5.4375949376229205,"side":"sell","target_ltc":"16.06322485302149259485334276","vwap":"62.25163166805126876000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":49.56679584679631,"ltc":"159.6783811655616598850556514","mid_cost_bps":54.64922039294548,"side":"buy","target_ltc":null,"vwap":"62.62588540167848057732270953"},{"budget_eur":10000,"eur":"9995.922089568910328332315998","filled_fraction":1.0,"full":true,"impact_bps":4.077910431089672,"ltc":"160.6322485302149259485334276","mid_cost_bps":9.133204934969719,"side":"sell","target_ltc":"160.6322485302149259485334276","vwap":"62.22861337640229435800000000"}],"spread_bps":10.11471369740951},"raw_file":"1791069301-coinbase.json","request_at":1791069301.4880002,"response_at":1791069301.6288674,"sequence":10019688387,"sha256":"776c1156673a7bdf40f379d3221f4e475649dc6799ddc5d7c8fd46a1d7069e22","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791069301.608,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 23:15:01 GMT"},"metrics":{"ask":"62.31","ask_levels":100,"bid":"62.27","bid_levels":100,"depth_1pct_eur":{"buy":"78670.62277327","sell":"82444.88663262"},"mid":"62.29","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604878831648210560102712245","mid_cost_bps":3.2107882485150103,"side":"buy","target_ltc":null,"vwap":"62.31000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.605909747872169584069375301","mid_cost_bps":3.2107882485150103,"side":"sell","target_ltc":"1.605909747872169584069375301","vwap":"62.27000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7831525231936232,"ltc":"16.04592708294561206481630034","mid_cost_bps":4.994513304225312,"side":"buy","target_ltc":null,"vwap":"62.32111082337201946613368645"},{"budget_eur":1000,"eur":"999.7144384108511321663722498","filled_fraction":1.0,"full":true,"impact_bps":2.8556158914886782,"ltc":"16.05909747872169584069375301","mid_cost_bps":6.065487262209023,"side":"sell","target_ltc":"16.05909747872169584069375301","vwap":"62.25221807984370000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.445939381286628,"ltc":"160.3364303446563050793142125","mid_cost_bps":12.6597605209178,"side":"buy","target_ltc":null,"vwap":"62.36885764828479697922945806"},{"budget_eur":10000,"eur":"9988.823998767661795407098120","filled_fraction":1.0,"full":true,"impact_bps":11.176001232338205,"ltc":"160.5909747872169584069375301","mid_cost_bps":14.383201103510997,"side":"sell","target_ltc":"160.5909747872169584069375301","vwap":"62.20040704032623000000000000"}],"spread_bps":6.421576497030021},"raw_file":"1791069301-okx.json","request_at":1791069301.4882915,"response_at":1791069301.7384844,"sequence":null,"sha256":"f33e1d673bcbcbd6e2c51e25212392cc391a3f95af51ae05f1f89e79d3ead33e","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791070202,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 23:30:02 GMT"},"metrics":{"ask":"62.37000","ask_levels":100,"bid":"62.35000","bid_levels":100,"depth_1pct_eur":{"buy":"294741.00622000","sell":"762629.16312000"},"mid":"62.36000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.603334936668270001603334937","mid_cost_bps":1.603592046183451,"side":"buy","target_ltc":null,"vwap":"62.36999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.603849238171611868484362470","mid_cost_bps":1.603592046183451,"side":"sell","target_ltc":"1.603849238171611868484362470","vwap":"62.35000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.3704030199819346,"ltc":"16.03115245270920166720102597","mid_cost_bps":2.9742148229036762,"side":"buy","target_ltc":null,"vwap":"62.37854720363562732623957188"},{"budget_eur":1000,"eur":"999.9821450761828388131515638","filled_fraction":1.0,"full":true,"impact_bps":0.17854923817161186,"ltc":"16.03849238171611868484362470","mid_cost_bps":1.7821126523412445,"side":"sell","target_ltc":"16.03849238171611868484362470","vwap":"62.34888674550000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7291195797095655,"ltc":"160.2897486776727039589677833","mid_cost_bps":4.333149265338127,"side":"buy","target_ltc":null,"vwap":"62.38702151881864856008044464"},{"budget_eur":10000,"eur":"9994.707104570970328789093826","filled_fraction":1.0,"full":true,"impact_bps":5.292895429029671,"ltc":"160.3849238171611868484362470","mid_cost_bps":6.895638710711995,"side":"sell","target_ltc":"160.3849238171611868484362470","vwap":"62.31699879700000000000000000"}],"spread_bps":3.207184092366902},"raw_file":"1791070202-kraken.json","request_at":1791070202.2389042,"response_at":1791070202.437193,"sequence":null,"sha256":"fa4212d76a95dae2c17c0b8fb024e2b5e810b6e6ea70ee8b36ab7686b3ee1007","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 23:30:02 GMT"},"metrics":{"ask":"62.391","ask_levels":627,"bid":"62.316","bid_levels":225,"depth_1pct_eur":{"buy":"9991.33225573439","sell":"79473.24845563848"},"mid":"62.3535","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9048520236065195,"ltc":"1.602650258826546148051989679","mid_cost_bps":6.919493253864408,"side":"buy","target_ltc":null,"vwap":"62.39664546226048343593311703"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604724308363823095192245972","mid_cost_bps":6.014097043469893,"side":"sell","target_ltc":"1.604724308363823095192245972","vwap":"62.31600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.2267673437168147,"ltc":"16.02598673387769818758713523","mid_cost_bps":7.241602176972195,"side":"buy","target_ltc":null,"vwap":"62.39865392413418357862998135"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.04724308363823095192245972","mid_cost_bps":6.014097043469893,"side":"sell","target_ltc":"16.04724308363823095192245972","vwap":"62.31600000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":21.45232984351446,"ltc":"159.9364265982151469001840218","mid_cost_bps":27.479328526333095,"side":"buy","target_ltc":null,"vwap":"62.52484323112667105353837211"},{"budget_eur":10000,"eur":"9997.409070775218325309711791","filled_fraction":1.0,"full":true,"impact_bps":2.5909292247816746,"ltc":"160.4724308363823095192245972","mid_cost_bps":8.603468058272508,"side":"sell","target_ltc":"160.4724308363823095192245972","vwap":"62.29985436544285051600000000"}],"spread_bps":12.028194086939786},"raw_file":"1791070202-coinbase.json","request_at":1791070202.2399342,"response_at":1791070202.3848646,"sequence":10019715337,"sha256":"a7922d39a22e0e34289f9a4eb6102bd486f35be1c0a8703a41936f2675fdcf5e","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791070202.408,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 23:30:02 GMT"},"metrics":{"ask":"62.39","ask_levels":100,"bid":"62.35","bid_levels":100,"depth_1pct_eur":{"buy":"80146.38261992","sell":"79512.55958198"},"mid":"62.37","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.602820964898220868728962975","mid_cost_bps":3.20666987333654,"side":"buy","target_ltc":null,"vwap":"62.38999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.603849238171611868484362470","mid_cost_bps":3.20666987333654,"side":"sell","target_ltc":"1.603849238171611868484362470","vwap":"62.35000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7808672415180662,"ltc":"16.02535574587405864444800513","mid_cost_bps":4.988108180187785,"side":"buy","target_ltc":null,"vwap":"62.40111083071983121553170195"},{"budget_eur":1000,"eur":"999.7326147585485164394546913","filled_fraction":1.0,"full":true,"impact_bps":2.6738524145148355,"ltc":"16.03849238171611868484362470","mid_cost_bps":5.879664871653039,"side":"sell","target_ltc":"16.03849238171611868484362470","vwap":"62.33332853019550000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.402865552824597,"ltc":"160.1635295822257806244995997","mid_cost_bps":10.611909280755597,"side":"buy","target_ltc":null,"vwap":"62.43618647818407265815460304"},{"budget_eur":10000,"eur":"9987.694352703769045709703288","filled_fraction":1.0,"full":true,"impact_bps":12.305647296230955,"ltc":"160.3849238171611868484362470","mid_cost_bps":15.508371154721821,"side":"sell","target_ltc":"160.3849238171611868484362470","vwap":"62.27327428910800000000000000"}],"spread_bps":6.41333974667308},"raw_file":"1791070202-okx.json","request_at":1791070202.2401695,"response_at":1791070202.5429437,"sequence":null,"sha256":"af1bd9e246ba44b6c15919cc8bbb905463a31c5e244701e556050f866a94e9be","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791071101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sat, 03 Oct 2026 23:45:01 GMT"},"metrics":{"ask":"62.50000","ask_levels":100,"bid":"62.46000","bid_levels":100,"depth_1pct_eur":{"buy":"286679.36323000","sell":"796830.00402000"},"mid":"62.48000","orders":[{"budget_eur":100,"eur":"100.000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.6","mid_cost_bps":3.201024327784891,"side":"buy","target_ltc":null,"vwap":"62.50000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.601024655779699007364713417","mid_cost_bps":3.201024327784891,"side":"sell","target_ltc":"1.601024655779699007364713417","vwap":"62.45999999999999999999999998"},{"budget_eur":1000,"eur":"1000.00000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16","mid_cost_bps":3.201024327784891,"side":"buy","target_ltc":null,"vwap":"62.50000"},{"budget_eur":1000,"eur":"999.9960775344220300992635289","filled_fraction":1.0,"full":true,"impact_bps":0.039224655779699004,"ltc":"16.01024655779699007364713417","mid_cost_bps":3.2402364276568503,"side":"sell","target_ltc":"16.01024655779699007364713417","vwap":"62.45975500280000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.9641073050808477,"ltc":"159.9685804542546385156749840","mid_cost_bps":5.165760348392333,"side":"buy","target_ltc":null,"vwap":"62.51227567065675529803159873"},{"budget_eur":10000,"eur":"9998.555155344220300992635289","filled_fraction":1.0,"full":true,"impact_bps":1.444844655779699,"ltc":"160.1024655779699007364713417","mid_cost_bps":4.645406485275288,"side":"sell","target_ltc":"160.1024655779699007364713417","vwap":"62.45097550028000000000000000"}],"spread_bps":6.402048655569782},"raw_file":"1791071101-kraken.json","request_at":1791071101.7513256,"response_at":1791071101.943683,"sequence":null,"sha256":"420988dbc29066d244051a6897c075279b501d33966897ce777e3218025b2bbf","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sat, 03 Oct 2026 23:45:01 GMT"},"metrics":{"ask":"62.511","ask_levels":620,"bid":"62.435","bid_levels":227,"depth_1pct_eur":{"buy":"9284.31997353084","sell":"89385.13402545479"},"mid":"62.473","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.599718449552878693349970405","mid_cost_bps":6.082627695164311,"side":"buy","target_ltc":null,"vwap":"62.51100000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.601665732361656122367261952","mid_cost_bps":6.082627695164311,"side":"sell","target_ltc":"1.601665732361656122367261952","vwap":"62.43500000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.99718449552878693349970405","mid_cost_bps":6.082627695164311,"side":"buy","target_ltc":null,"vwap":"62.51100000000000000000000000"},{"budget_eur":1000,"eur":"999.7458776934312853367502200","filled_fraction":1.0,"full":true,"impact_bps":2.541223065687147,"ltc":"16.01665732361656122367261952","mid_cost_bps":8.622305029471564,"side":"sell","target_ltc":"16.01665732361656122367261952","vwap":"62.41913387378938230000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":26.960381328126076,"ltc":"159.5417144094656512721457862","mid_cost_bps":33.059408019504254,"side":"buy","target_ltc":null,"vwap":"62.67953203972024891197182384"},{"budget_eur":10000,"eur":"9996.463505840392025306318569","filled_fraction":1.0,"full":true,"impact_bps":3.5364941596079746,"ltc":"160.1665732361656122367261952","mid_cost_bps":9.616970737040385,"side":"sell","target_ltc":"160.1665732361656122367261952","vwap":"62.41291989871448761000000000"}],"spread_bps":12.165255390328621},"raw_file":"1791071101-coinbase.json","request_at":1791071101.7523057,"response_at":1791071101.883524,"sequence":10019744025,"sha256":"c07faae51ce318a1020610e07d1c4cb6c155359366bbd2ac4e4917831f2753a3","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791071101.908,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sat, 03 Oct 2026 23:45:02 GMT"},"metrics":{"ask":"62.5","ask_levels":100,"bid":"62.46","bid_levels":100,"depth_1pct_eur":{"buy":"79340.10411153","sell":"85100.86524708"},"mid":"62.48","orders":[{"budget_eur":100,"eur":"100.00","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.6","mid_cost_bps":3.201024327784891,"side":"buy","target_ltc":null,"vwap":"62.5"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.601024655779699007364713417","mid_cost_bps":3.201024327784891,"side":"sell","target_ltc":"1.601024655779699007364713417","vwap":"62.45999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8890136979625902,"ltc":"15.99857770452727563589825628","mid_cost_bps":4.0903226011949725,"side":"buy","target_ltc":null,"vwap":"62.50555633561226618873230812"},{"budget_eur":1000,"eur":"999.8831748376881203970541149","filled_fraction":1.0,"full":true,"impact_bps":1.168251623118796,"ltc":"16.01024655779699007364713417","mid_cost_bps":4.3689019907170294,"side":"sell","target_ltc":"16.01024655779699007364713417","vwap":"62.45270310036200000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.748479184340244,"ltc":"159.8282089822683706070287540","mid_cost_bps":13.95294412646071,"side":"buy","target_ltc":null,"vwap":"62.56717799490212652241927014"},{"budget_eur":10000,"eur":"9991.348315403762407941082295","filled_fraction":1.0,"full":true,"impact_bps":8.651684596237592,"ltc":"160.1024655779699007364713417","mid_cost_bps":11.849939498735596,"side":"sell","target_ltc":"160.1024655779699007364713417","vwap":"62.40596157801190000000000000"}],"spread_bps":6.402048655569782},"raw_file":"1791071101-okx.json","request_at":1791071101.7525432,"response_at":1791071102.0953155,"sequence":null,"sha256":"fe3ce9daf7f00503c50c7ae8a91a5010db4d6d22b8c79226ebf2e9f6c2ec33e5","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791072001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 00:00:02 GMT"},"metrics":{"ask":"62.50000","ask_levels":100,"bid":"62.46000","bid_levels":100,"depth_1pct_eur":{"buy":"270510.48129000","sell":"433016.66540000"},"mid":"62.48000","orders":[{"budget_eur":100,"eur":"100.000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.6","mid_cost_bps":3.201024327784891,"side":"buy","target_ltc":null,"vwap":"62.50000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.601024655779699007364713417","mid_cost_bps":3.201024327784891,"side":"sell","target_ltc":"1.601024655779699007364713417","vwap":"62.45999999999999999999999998"},{"budget_eur":1000,"eur":"1000.00000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16","mid_cost_bps":3.201024327784891,"side":"buy","target_ltc":null,"vwap":"62.50000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"16.01024655779699007364713417","mid_cost_bps":3.201024327784891,"side":"sell","target_ltc":"16.01024655779699007364713417","vwap":"62.45999999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6505842980828782,"ltc":"159.9735950095969289827255278","mid_cost_bps":4.852136981917091,"side":"buy","target_ltc":null,"vwap":"62.51031615186301798870526175"},{"budget_eur":10000,"eur":"9999.402115344220300992635289","filled_fraction":1.0,"full":true,"impact_bps":0.597884655779699,"ltc":"160.1024655779699007364713417","mid_cost_bps":3.7987175992317543,"side":"sell","target_ltc":"160.1024655779699007364713417","vwap":"62.45626561244000000000000000"}],"spread_bps":6.402048655569782},"raw_file":"1791072001-kraken.json","request_at":1791072001.8182569,"response_at":1791072002.0120592,"sequence":null,"sha256":"1f3d4ee1baad136cd1c6f11f1ca1efd5c2ad18a81dea25a7f48e2bf675318a99","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 00:00:01 GMT"},"metrics":{"ask":"62.515","ask_levels":618,"bid":"62.442","bid_levels":225,"depth_1pct_eur":{"buy":"8234.93243074616","sell":"89181.35833573848"},"mid":"62.4785","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.599616092137886907142285851","mid_cost_bps":5.842009651320054,"side":"buy","target_ltc":null,"vwap":"62.51500000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.601486179174273726017744467","mid_cost_bps":5.842009651320054,"side":"sell","target_ltc":"1.601486179174273726017744467","vwap":"62.44199999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3366824108301949,"ltc":"15.99562237690841037781119038","mid_cost_bps":6.178888752339599,"side":"buy","target_ltc":null,"vwap":"62.51710477009130496343367698"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.01486179174273726017744467","mid_cost_bps":5.842009651320054,"side":"sell","target_ltc":"16.01486179174273726017744467","vwap":"62.44199999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":36.59247659829981,"ltc":"159.3784041613338927502731116","mid_cost_bps":42.45586360976516,"side":"buy","target_ltc":null,"vwap":"62.74375786745427126665810906"},{"budget_eur":10000,"eur":"9998.207097468656597802760963","filled_fraction":1.0,"full":true,"impact_bps":1.7929025313434022,"ltc":"160.1486179174273726017744467","mid_cost_bps":7.6338647672742574,"side":"sell","target_ltc":"160.1486179174273726017744467","vwap":"62.43080475801378552800000000"}],"spread_bps":11.684019302640108},"raw_file":"1791072001-coinbase.json","request_at":1791072001.8194542,"response_at":1791072001.9934282,"sequence":10019770892,"sha256":"fb3664934e05cf46668d4d2419dfd5fcc566cdb5baa6b35f3070e60d16695f4b","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791072001.958,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 00:00:02 GMT"},"metrics":{"ask":"62.5","ask_levels":100,"bid":"62.47","bid_levels":100,"depth_1pct_eur":{"buy":"77447.51018709","sell":"81426.21114568"},"mid":"62.485","orders":[{"budget_eur":100,"eur":"100.00","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.6","mid_cost_bps":2.4005761382731854,"side":"buy","target_ltc":null,"vwap":"62.5"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.600768368817032175444213222","mid_cost_bps":2.4005761382731854,"side":"sell","target_ltc":"1.600768368817032175444213222","vwap":"62.47000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6667744685295625,"ltc":"15.99573429841675995522149368","mid_cost_bps":5.067990786318279,"side":"buy","target_ltc":null,"vwap":"62.51666734042830976502671095"},{"budget_eur":1000,"eur":"999.9110416331182967824555785","filled_fraction":1.0,"full":true,"impact_bps":0.8895836688170322,"ltc":"16.00768368817032175444213222","mid_cost_bps":3.289946255757382,"side":"sell","target_ltc":"16.00768368817032175444213222","vwap":"62.46444277082090000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.606732816744463,"ltc":"159.8304720886581469648562300","mid_cost_bps":13.00985518198814,"side":"buy","target_ltc":null,"vwap":"62.56629208010465289570039740"},{"budget_eur":10000,"eur":"9987.701588897744517368336800","filled_fraction":1.0,"full":true,"impact_bps":12.298411102255482,"ltc":"160.0768368817032175444213222","mid_cost_bps":14.696034913305594,"side":"sell","target_ltc":"160.0768368817032175444213222","vwap":"62.39317182584421000000000000"}],"spread_bps":4.801152276546371},"raw_file":"1791072001-okx.json","request_at":1791072001.8197,"response_at":1791072002.0874822,"sequence":null,"sha256":"52e9a2de9e58cd991b4e618678de3d442934edecbe10f5a99e758271e453b8fb","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791072901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 00:15:01 GMT"},"metrics":{"ask":"62.36000","ask_levels":100,"bid":"62.33000","bid_levels":100,"depth_1pct_eur":{"buy":"278820.16013000","sell":"791107.56088000"},"mid":"62.34500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.603592046183450930083386786","mid_cost_bps":2.405966797658192,"side":"buy","target_ltc":null,"vwap":"62.36000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604363869725653778276913204","mid_cost_bps":2.405966797658192,"side":"sell","target_ltc":"1.604363869725653778276913204","vwap":"62.33000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.19186496060696204,"ltc":"16.03561279461279461279461280","mid_cost_bps":2.59787792033764,"side":"buy","target_ltc":null,"vwap":"62.36119646989434501531418808"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.04363869725653778276913204","mid_cost_bps":2.405966797658192,"side":"sell","target_ltc":"16.04363869725653778276913204","vwap":"62.33000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.908182990512825,"ltc":"160.3125827857028369931078698","mid_cost_bps":5.314849487342687,"side":"buy","target_ltc":null,"vwap":"62.37813542912883797850113719"},{"budget_eur":10000,"eur":"9998.777576130274346221723087","filled_fraction":1.0,"full":true,"impact_bps":1.2224238697256538,"ltc":"160.4363869725653778276913204","mid_cost_bps":3.6280965562595235,"side":"sell","target_ltc":"160.4363869725653778276913204","vwap":"62.32238063202000000000000000"}],"spread_bps":4.811933595316384},"raw_file":"1791072901-kraken.json","request_at":1791072901.4736388,"response_at":1791072901.6588745,"sequence":null,"sha256":"fa50d6c1fbb90e10bfe983ca0ebbd2821f81afa2298f39189ca188b532c3c202","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 00:15:01 GMT"},"metrics":{"ask":"62.386","ask_levels":615,"bid":"62.32","bid_levels":227,"depth_1pct_eur":{"buy":"7388.17350648440","sell":"87208.91709104118"},"mid":"62.353","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.602923732888789151412175809","mid_cost_bps":5.292447837313361,"side":"buy","target_ltc":null,"vwap":"62.38599999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604621309370988446726572529","mid_cost_bps":5.292447837313361,"side":"sell","target_ltc":"1.604621309370988446726572529","vwap":"62.32000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.02923732888789151412175809","mid_cost_bps":5.292447837313361,"side":"buy","target_ltc":null,"vwap":"62.38599999999999999999999999"},{"budget_eur":1000,"eur":"999.9377880973314505776636714","filled_fraction":1.0,"full":true,"impact_bps":0.6221190266854942,"ltc":"16.04621309370988446726572529","mid_cost_bps":5.914237610749122,"side":"sell","target_ltc":"16.04621309370988446726572529","vwap":"62.31612295422569600000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":48.03699163471183,"ltc":"159.5260580970462785579708998","mid_cost_bps":53.35486279927401,"side":"buy","target_ltc":null,"vwap":"62.68568357601231323653398148"},{"budget_eur":10000,"eur":"9996.560975733582836970474969","filled_fraction":1.0,"full":true,"impact_bps":3.439024266417163,"ltc":"160.4621309370988446726572529","mid_cost_bps":8.729652018076397,"side":"sell","target_ltc":"160.4621309370988446726572529","vwap":"62.29856800077168824000000000"}],"spread_bps":10.584895674626722},"raw_file":"1791072901-coinbase.json","request_at":1791072901.4747396,"response_at":1791072901.6006393,"sequence":10019790257,"sha256":"2c3a78f80d22afc06dceef25f51b756c8a701a09f289c4368c664620ffb2c04f","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791072901.606,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 00:15:01 GMT"},"metrics":{"ask":"62.37","ask_levels":100,"bid":"62.34","bid_levels":100,"depth_1pct_eur":{"buy":"72644.58091012","sell":"72105.25976702"},"mid":"62.355","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.603334936668270001603334937","mid_cost_bps":2.4055809477988936,"side":"buy","target_ltc":null,"vwap":"62.36999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604106512672441450112287456","mid_cost_bps":2.4055809477988936,"side":"sell","target_ltc":"1.604106512672441450112287456","vwap":"62.34000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6723501064462156,"ltc":"16.02906583910256410256410256","mid_cost_bps":5.078573909695301,"side":"buy","target_ltc":null,"vwap":"62.38666744761390504643932974"},{"budget_eur":1000,"eur":"999.9804751861982675649663138","filled_fraction":1.0,"full":true,"impact_bps":0.19524813801732435,"ltc":"16.04106512672441450112287456","mid_cost_bps":2.600782117296127,"side":"sell","target_ltc":"16.04106512672441450112287456","vwap":"62.33878282310760000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.282753093698377,"ltc":"160.1687960485188150520416333","mid_cost_bps":12.690807640990581,"side":"buy","target_ltc":null,"vwap":"62.43413353104539677174533643"},{"budget_eur":10000,"eur":"9989.470601132585819698427976","filled_fraction":1.0,"full":true,"impact_bps":10.52939886741418,"ltc":"160.4106512672441450112287456","mid_cost_bps":12.932446883082351,"side":"sell","target_ltc":"160.4106512672441450112287456","vwap":"62.27435972746054000000000000"}],"spread_bps":4.811161895597787},"raw_file":"1791072901-okx.json","request_at":1791072901.47509,"response_at":1791072901.746883,"sequence":null,"sha256":"bde34fce2a53f990ac070d1341ec06544ae331a0dc863656f9ab78f8a3da8fe6","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791073801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 00:30:01 GMT"},"metrics":{"ask":"62.58000","ask_levels":100,"bid":"62.57000","bid_levels":100,"depth_1pct_eur":{"buy":"220843.65574000","sell":"774243.22342000"},"mid":"62.57500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.3396605951712288,"ltc":"1.597740575079872204472843450","mid_cost_bps":2.138808790184826,"side":"buy","target_ltc":null,"vwap":"62.58838359600458154966438231"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598210004794630014383890043","mid_cost_bps":0.7990411506192568,"side":"sell","target_ltc":"1.598210004794630014383890043","vwap":"62.57000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.115784886366941,"ltc":"15.97297204919341958153649577","mid_cost_bps":4.915154905135328,"side":"buy","target_ltc":null,"vwap":"62.60575658181888431602106008"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.98210004794630014383890043","mid_cost_bps":0.7990411506192568,"side":"sell","target_ltc":"15.98210004794630014383890043","vwap":"62.57000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.780044785161579,"ltc":"159.6712368715083798882681564","mid_cost_bps":8.579707593374536,"side":"buy","target_ltc":null,"vwap":"62.62868752026554115660994680"},{"budget_eur":10000,"eur":"9997.297379985616109956848329","filled_fraction":1.0,"full":true,"impact_bps":2.70262001438389,"ltc":"159.8210004794630014383890043","mid_cost_bps":3.501445214542549,"side":"sell","target_ltc":"159.8210004794630014383890043","vwap":"62.55308970657000000000000000"}],"spread_bps":1.5980823012385137},"raw_file":"1791073801-kraken.json","request_at":1791073801.5981727,"response_at":1791073801.7947845,"sequence":null,"sha256":"c6e1d3ed6cd23181dad2a8c96e70d019384fe17ff54f1193b0709d2bd3248353","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 00:30:01 GMT"},"metrics":{"ask":"62.632","ask_levels":613,"bid":"62.554","bid_levels":226,"depth_1pct_eur":{"buy":"7142.21868086885","sell":"76350.55167284670"},"mid":"62.593","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596627921829096947247413463","mid_cost_bps":6.230728675730513,"side":"buy","target_ltc":null,"vwap":"62.63199999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598618793362534769958755635","mid_cost_bps":6.230728675730513,"side":"sell","target_ltc":"1.598618793362534769958755635","vwap":"62.55400000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.14186560150557542,"ltc":"15.96605271492376223396612010","mid_cost_bps":6.372682669843228,"side":"buy","target_ltc":null,"vwap":"62.63288853263534971999978976"},{"budget_eur":1000,"eur":"999.9630211679101211753045368","filled_fraction":1.0,"full":true,"impact_bps":0.36978832089878827,"ltc":"15.98618793362534769958755635","mid_cost_bps":6.6002865915598035,"side":"sell","target_ltc":"15.98618793362534769958755635","vwap":"62.55168682613744972000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":52.450322629999064,"ltc":"158.8297251501736264429445531","mid_cost_bps":58.713731678655776,"side":"buy","target_ltc":null,"vwap":"62.96050686069621012089115981"},{"budget_eur":10000,"eur":"9996.048214776799860920164977","filled_fraction":1.0,"full":true,"impact_bps":3.951785223200139,"ltc":"159.8618793362534769958755635","mid_cost_bps":10.1800516487796,"side":"sell","target_ltc":"159.8618793362534769958755635","vwap":"62.52928000271479385000000000"}],"spread_bps":12.461457351461027},"raw_file":"1791073801-coinbase.json","request_at":1791073801.5992067,"response_at":1791073801.7390406,"sequence":10019815229,"sha256":"e74da8608ef9f8919e084eeaf8eb798ee89eb183c18e11bfefb12f56ccf9fdfa","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791073801.706,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 00:30:01 GMT"},"metrics":{"ask":"62.62","ask_levels":100,"bid":"62.58","bid_levels":100,"depth_1pct_eur":{"buy":"74523.22650723","sell":"80782.19878891"},"mid":"62.60","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596933886937080804854679016","mid_cost_bps":3.194888178913738,"side":"buy","target_ltc":null,"vwap":"62.62000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597954618088846276765739853","mid_cost_bps":3.194888178913738,"side":"sell","target_ltc":"1.597954618088846276765739853","vwap":"62.58000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8873135269491641,"ltc":"15.96792201405077438927031774","mid_cost_bps":4.082485192612726,"side":"buy","target_ltc":null,"vwap":"62.62555635730575566570048103"},{"budget_eur":1000,"eur":"999.8058177827644614892937041","filled_fraction":1.0,"full":true,"impact_bps":1.941822172355385,"ltc":"15.97954618088846276765739853","mid_cost_bps":5.1360899607987225,"side":"sell","target_ltc":"15.97954618088846276765739853","vwap":"62.56784807684540000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.751457270928839,"ltc":"159.6015945185835061413303557","mid_cost_bps":8.94818297612722,"side":"buy","target_ltc":null,"vwap":"62.65601562543055638979546992"},{"budget_eur":10000,"eur":"9987.227634604844998402045382","filled_fraction":1.0,"full":true,"impact_bps":12.772365395155001,"ltc":"159.7954618088846276765739853","mid_cost_bps":15.963172946146965,"side":"sell","target_ltc":"159.7954618088846276765739853","vwap":"62.50007053735712000000000000"}],"spread_bps":6.389776357827476},"raw_file":"1791073801-okx.json","request_at":1791073801.5994663,"response_at":1791073801.8341331,"sequence":null,"sha256":"3ab71182a0b21c616ee7760e9db1bbb08d87500fb90f3a0a9b56f17b99333fec","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791074701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 00:45:01 GMT"},"metrics":{"ask":"62.82000","ask_levels":100,"bid":"62.79000","bid_levels":100,"depth_1pct_eur":{"buy":"236011.21515000","sell":"710215.48522000"},"mid":"62.80500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.591849729385546004457179242","mid_cost_bps":2.3883448770002387,"side":"buy","target_ltc":null,"vwap":"62.82000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.592610288262462175505653767","mid_cost_bps":2.3883448770002387,"side":"sell","target_ltc":"1.592610288262462175505653767","vwap":"62.78999999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.91849729385546004457179242","mid_cost_bps":2.3883448770002387,"side":"buy","target_ltc":null,"vwap":"62.82000000000000000000000000"},{"budget_eur":1000,"eur":"999.8951989711737537824494349","filled_fraction":1.0,"full":true,"impact_bps":1.0480102882624622,"ltc":"15.92610288262462175505653767","mid_cost_bps":3.4361048642623997,"side":"sell","target_ltc":"15.92610288262462175505653767","vwap":"62.78341954340000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7819747350279975,"ltc":"159.1407003977724741447891806","mid_cost_bps":5.170984043538871,"side":"buy","target_ltc":null,"vwap":"62.83747636528544588006521124"},{"budget_eur":10000,"eur":"9996.513729135212613473483042","filled_fraction":1.0,"full":true,"impact_bps":3.4862708647873863,"ltc":"159.2610288262462175505653767","mid_cost_bps":5.87378310007165,"side":"sell","target_ltc":"159.2610288262462175505653767","vwap":"62.76810970524000000000000000"}],"spread_bps":4.776689754000477},"raw_file":"1791074701-kraken.json","request_at":1791074701.3345795,"response_at":1791074701.5239482,"sequence":null,"sha256":"6e51255d25009c89b08e552e0eb742e48413c4af93d5d642116469b0d33b751b","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 00:45:01 GMT"},"metrics":{"ask":"62.838","ask_levels":617,"bid":"62.729","bid_levels":227,"depth_1pct_eur":{"buy":"9642.62530072349","sell":"98269.67789490580"},"mid":"62.7835","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.591393742639803940290906776","mid_cost_bps":8.680624686422387,"side":"buy","target_ltc":null,"vwap":"62.83800000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594159001418801511262733345","mid_cost_bps":8.680624686422387,"side":"sell","target_ltc":"1.594159001418801511262733345","vwap":"62.72900000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.2563462245517879,"ltc":"15.91352948907765754296626353","mid_cost_bps":8.937193435510688,"side":"buy","target_ltc":null,"vwap":"62.83961082840583852467009398"},{"budget_eur":1000,"eur":"999.9876622425458119848873727","filled_fraction":1.0,"full":true,"impact_bps":0.12337757454188016,"ltc":"15.94159001418801511262733345","mid_cost_bps":8.803895161522336,"side":"sell","target_ltc":"15.94159001418801511262733345","vwap":"62.72822606481265624000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":25.1667831292421,"ltc":"158.7398770579922895357985838","mid_cost_bps":33.86925415555544,"side":"buy","target_ltc":null,"vwap":"62.99614303182753148825784572"},{"budget_eur":10000,"eur":"9994.911446074208307003140493","filled_fraction":1.0,"full":true,"impact_bps":5.088553925791693,"ltc":"159.4159001418801511262733345","mid_cost_bps":13.76476142953144,"side":"sell","target_ltc":"159.4159001418801511262733345","vwap":"62.69708001007890128900000000"}],"spread_bps":17.361249372844775},"raw_file":"1791074701-coinbase.json","request_at":1791074701.3356242,"response_at":1791074701.4761136,"sequence":10019850129,"sha256":"d90506dee5da9fdfe4d236213aa4945593abda893ea0d58b2f90fca566610672","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791074701.456,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 00:45:01 GMT"},"metrics":{"ask":"62.82","ask_levels":100,"bid":"62.78","bid_levels":100,"depth_1pct_eur":{"buy":"74299.47099571","sell":"78661.50359787"},"mid":"62.80","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.591849729385546004457179242","mid_cost_bps":3.1847133757961785,"side":"buy","target_ltc":null,"vwap":"62.82000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.592863969417011787193373686","mid_cost_bps":3.1847133757961785,"side":"sell","target_ltc":"1.592863969417011787193373686","vwap":"62.78000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.653084729709878,"ltc":"15.91427510182975338106603023","mid_cost_bps":5.838643036948639,"side":"buy","target_ltc":null,"vwap":"62.83666667827203745463169609"},{"budget_eur":1000,"eur":"999.9114786230582988212806627","filled_fraction":1.0,"full":true,"impact_bps":0.8852137694170118,"ltc":"15.92863969417011787193373686","mid_cost_bps":4.06964523,"side":"sell","target_ltc":"15.92863969417011787193373686","vwap":"62.77444262795560000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.163033162808977,"ltc":"159.0074723698347107438016529","mid_cost_bps":14.351301644707961,"side":"buy","target_ltc":null,"vwap":"62.89012617432876599456868030"},{"budget_eur":10000,"eur":"9990.494181885829882128066264","filled_fraction":1.0,"full":true,"impact_bps":9.505818114170118,"ltc":"159.2863969417011787193373686","mid_cost_bps":12.687504159356688,"side":"sell","target_ltc":"159.2863969417011787193373686","vwap":"62.72032247387924000000000000"}],"spread_bps":6.369426751592357},"raw_file":"1791074701-okx.json","request_at":1791074701.3358583,"response_at":1791074701.5825794,"sequence":null,"sha256":"d335ee61e2aa7aabbbe1f39c60228223bd4d48dcf6cafc5fc34a5c19a7c7b307","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791075601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 01:00:01 GMT"},"metrics":{"ask":"62.87000","ask_levels":100,"bid":"62.85000","bid_levels":100,"depth_1pct_eur":{"buy":"237205.15486000","sell":"749485.84185000"},"mid":"62.86000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.590583744234133927151264514","mid_cost_bps":1.590836780146357,"side":"buy","target_ltc":null,"vwap":"62.87000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.591089896579156722354813047","mid_cost_bps":1.590836780146357,"side":"sell","target_ltc":"1.591089896579156722354813047","vwap":"62.85000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":1.1928363051342787,"ltc":"15.90394036259541984732824427","mid_cost_bps":2.783862846067326,"side":"buy","target_ltc":null,"vwap":"62.87749936185037921041880164"},{"budget_eur":1000,"eur":"999.9809810103420843277645187","filled_fraction":1.0,"full":true,"impact_bps":0.19018989657915672,"ltc":"15.91089896579156722354813047","mid_cost_bps":1.7809964206172446,"side":"sell","target_ltc":"15.91089896579156722354813047","vwap":"62.84880465650000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.3084472664193756,"ltc":"159.0057682034976152623211447","mid_cost_bps":4.899810366525392,"side":"buy","target_ltc":null,"vwap":"62.89080020796397861328049209"},{"budget_eur":10000,"eur":"9996.537080517104216388225935","filled_fraction":1.0,"full":true,"impact_bps":3.4629194828957837,"ltc":"159.1089896579156722354813047","mid_cost_bps":5.053205369074133,"side":"sell","target_ltc":"159.1089896579156722354813047","vwap":"62.82823555105000000000000000"}],"spread_bps":3.181673560292714},"raw_file":"1791075601-kraken.json","request_at":1791075601.3456745,"response_at":1791075601.538917,"sequence":null,"sha256":"b22d652b1aff48dacc4524979408eb71ccc118f3b64046f38caaea7e675b3e63","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 01:00:01 GMT"},"metrics":{"ask":"62.884","ask_levels":622,"bid":"62.814","bid_levels":229,"depth_1pct_eur":{"buy":"65632.92704596870","sell":"89306.45359597270"},"mid":"62.849","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.590229629158450480249348006","mid_cost_bps":5.568903244283919,"side":"buy","target_ltc":null,"vwap":"62.88399999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.592001783041997007036647881","mid_cost_bps":5.568903244283919,"side":"sell","target_ltc":"1.592001783041997007036647881","vwap":"62.81400000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8626015605545693,"ltc":"15.90092467534058385804235833","mid_cost_bps":6.431985179301398,"side":"buy","target_ltc":null,"vwap":"62.88942438365339135306306737"},{"budget_eur":1000,"eur":"999.9785633522691600598592670","filled_fraction":1.0,"full":true,"impact_bps":0.2143664773083994,"ltc":"15.92001783041997007036647881","mid_cost_bps":5.783150342975223,"side":"sell","target_ltc":"15.92001783041997007036647881","vwap":"62.81265347840943502000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.689196558922165,"ltc":"158.9166604380293012414974076","mid_cost_bps":12.261824952047947,"side":"buy","target_ltc":null,"vwap":"62.92606434364112614547381194"},{"budget_eur":10000,"eur":"9993.813131164969618556372783","filled_fraction":1.0,"full":true,"impact_bps":6.186868835030381,"ltc":"159.2001783041997007036647881","mid_cost_bps":11.752326671921564,"side":"sell","target_ltc":"159.2001783041997007036647881","vwap":"62.77513780209964016200000000"}],"spread_bps":11.137806488567838},"raw_file":"1791075601-coinbase.json","request_at":1791075601.3467813,"response_at":1791075601.493605,"sequence":10019892507,"sha256":"37a6ce36682e5ea5a62a09d13a10a03d09db9d702772c1ac3762a7274b603e19","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791075601.456,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 01:00:01 GMT"},"metrics":{"ask":"62.87","ask_levels":100,"bid":"62.84","bid_levels":100,"depth_1pct_eur":{"buy":"76438.33508924","sell":"81702.28760970"},"mid":"62.855","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.590583744234133927151264514","mid_cost_bps":2.3864449924429243,"side":"buy","target_ltc":null,"vwap":"62.87000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.591343093570973901973265436","mid_cost_bps":2.3864449924429243,"side":"sell","target_ltc":"1.591343093570973901973265436","vwap":"62.84000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7673740624387912,"ltc":"15.90302678263634918110987438","mid_cost_bps":4.154240828979823,"side":"buy","target_ltc":null,"vwap":"62.88111148073055268039341672"},{"budget_eur":1000,"eur":"999.7347112019287078294080204","filled_fraction":1.0,"full":true,"impact_bps":2.6528879807129218,"ltc":"15.91343093570973901973265436","mid_cost_bps":5.038699876032138,"side":"sell","target_ltc":"15.91343093570973901973265436","vwap":"62.82332925192920000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.457335035458476,"ltc":"158.9239670999205718824463860","mid_cost_bps":10.845798324385878,"side":"buy","target_ltc":null,"vwap":"62.92317126536792743480484027"},{"budget_eur":10000,"eur":"9985.983582602864417568427753","filled_fraction":1.0,"full":true,"impact_bps":14.016417397135582,"ltc":"159.1343093570973901973265436","mid_cost_bps":16.399517448667567,"side":"sell","target_ltc":"159.1343093570973901973265436","vwap":"62.75192083307640000000000000"}],"spread_bps":4.772889984885849},"raw_file":"1791075601-okx.json","request_at":1791075601.347113,"response_at":1791075601.6110706,"sequence":null,"sha256":"faff928da253c8c7defad4adebb11c530adf0fa56bf29d9df683878a7ff42da0","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791076501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 01:15:01 GMT"},"metrics":{"ask":"62.83000","ask_levels":100,"bid":"62.79000","bid_levels":100,"depth_1pct_eur":{"buy":"235058.58238000","sell":"771046.90216000"},"mid":"62.81000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.591596371160273754575839567","mid_cost_bps":3.1842063365706097,"side":"buy","target_ltc":null,"vwap":"62.83000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.592610288262462175505653767","mid_cost_bps":3.1842063365706097,"side":"sell","target_ltc":"1.592610288262462175505653767","vwap":"62.78999999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.91596371160273754575839567","mid_cost_bps":3.1842063365706097,"side":"buy","target_ltc":null,"vwap":"62.83000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"15.92610288262462175505653767","mid_cost_bps":3.1842063365706097,"side":"sell","target_ltc":"15.92610288262462175505653767","vwap":"62.78999999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6025894770925353,"ltc":"159.1341344470962609387430390","mid_cost_bps":4.787306111219933,"side":"buy","target_ltc":null,"vwap":"62.84006906968457239860098709"},{"budget_eur":10000,"eur":"9996.787809135212613473483042","filled_fraction":1.0,"full":true,"impact_bps":3.2121908647873867,"ltc":"159.2610288262462175505653767","mid_cost_bps":6.395374373507403,"side":"sell","target_ltc":"159.2610288262462175505653767","vwap":"62.76983065356000000000000000"}],"spread_bps":6.368412673141219},"raw_file":"1791076501-kraken.json","request_at":1791076501.6903822,"response_at":1791076501.889674,"sequence":null,"sha256":"db3b35d11aaf0fa1c5063f981bd8f28ab645a4edd5fa56fcb4b7471df18fca30","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 01:15:01 GMT"},"metrics":{"ask":"62.837","ask_levels":623,"bid":"62.769","bid_levels":230,"depth_1pct_eur":{"buy":"55994.73367997517","sell":"100716.40821012112"},"mid":"62.803","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.591419068383277368429428521","mid_cost_bps":5.4137541200261134,"side":"buy","target_ltc":null,"vwap":"62.83700000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.593143112045755070177954086","mid_cost_bps":5.4137541200261134,"side":"sell","target_ltc":"1.593143112045755070177954086","vwap":"62.76899999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.38310924500035415,"ltc":"15.91358101983179771168504639","mid_cost_bps":5.797070770951821,"side":"buy","target_ltc":null,"vwap":"62.83940734356280872547081579"},{"budget_eur":1000,"eur":"999.9408895909777122464911025","filled_fraction":1.0,"full":true,"impact_bps":0.5911040902228776,"ltc":"15.93143112045755070177954086","mid_cost_bps":6.00453820102861,"side":"sell","target_ltc":"15.93143112045755070177954086","vwap":"62.76528969873608002000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.513094963447001,"ltc":"158.9430199281139828962190807","mid_cost_bps":17.93362336541438,"side":"buy","target_ltc":null,"vwap":"62.91562853482181192322460987"},{"budget_eur":10000,"eur":"9997.180046255897167550861096","filled_fraction":1.0,"full":true,"impact_bps":2.8199537441028326,"ltc":"159.3143112045755070177954086","mid_cost_bps":8.232181210508903,"side":"sell","target_ltc":"159.3143112045755070177954086","vwap":"62.75129943234364093100000000"}],"spread_bps":10.827508240052227},"raw_file":"1791076501-coinbase.json","request_at":1791076501.691424,"response_at":1791076501.8187497,"sequence":10019923829,"sha256":"0f78355538f952d1c4a221db27f8432820ba9b11f231e603420de04c7cff1a72","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791076501.858,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 01:15:01 GMT"},"metrics":{"ask":"62.83","ask_levels":100,"bid":"62.8","bid_levels":100,"depth_1pct_eur":{"buy":"73404.15078198","sell":"73700.58243120"},"mid":"62.815","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.591596371160273754575839567","mid_cost_bps":2.38796465812306,"side":"buy","target_ltc":null,"vwap":"62.83000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.592356687898089171974522293","mid_cost_bps":2.38796465812306,"side":"sell","target_ltc":"1.592356687898089171974522293","vwap":"62.80000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.65228641424396,"ltc":"15.91174346150174992045816099","mid_cost_bps":5.040884428989063,"side":"buy","target_ltc":null,"vwap":"62.84666431554069480096281146"},{"budget_eur":1000,"eur":"999.5576198060509554140127389","filled_fraction":1.0,"full":true,"impact_bps":4.4238019394904455,"ltc":"15.92356687898089171974522293","mid_cost_bps":6.810710209344902,"side":"sell","target_ltc":"15.92356687898089171974522293","vwap":"62.77221852382000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.576547222338661,"ltc":"158.9755982639771283354510800","mid_cost_bps":13.967276319024725,"side":"buy","target_ltc":null,"vwap":"62.90273544619795380463406148"},{"budget_eur":10000,"eur":"9987.889220513121019108280255","filled_fraction":1.0,"full":true,"impact_bps":12.11077948687898,"ltc":"159.2356687898089171974522293","mid_cost_bps":14.495852133662341,"side":"sell","target_ltc":"159.2356687898089171974522293","vwap":"62.72394430482240000000000000"}],"spread_bps":4.77592931624612},"raw_file":"1791076501-okx.json","request_at":1791076501.6917417,"response_at":1791076501.9892735,"sequence":null,"sha256":"5932c8a8b660f9741117f38e26fdbf0cfc7b7d69537ed9224207d4922ef9211c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791077401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 01:30:01 GMT"},"metrics":{"ask":"62.42000","ask_levels":100,"bid":"62.37000","bid_levels":100,"depth_1pct_eur":{"buy":"545291.52358000","sell":"804932.93427000"},"mid":"62.39500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.602050624799743671900032041","mid_cost_bps":4.006731308598446,"side":"buy","target_ltc":null,"vwap":"62.42000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.603334936668270001603334937","mid_cost_bps":4.006731308598446,"side":"sell","target_ltc":"1.603334936668270001603334937","vwap":"62.36999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.02050624799743671900032041","mid_cost_bps":4.006731308598446,"side":"buy","target_ltc":null,"vwap":"62.42000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.03334936668270001603334937","mid_cost_bps":4.006731308598446,"side":"sell","target_ltc":"16.03334936668270001603334937","vwap":"62.36999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.69156766309656,"ltc":"160.1939839820599070959474612","mid_cost_bps":4.6985760642757795,"side":"buy","target_ltc":null,"vwap":"62.42431676535304872773772928"},{"budget_eur":10000,"eur":"9996.289820253326919993586662","filled_fraction":1.0,"full":true,"impact_bps":3.71017974667308,"ltc":"160.3334936668270001603334937","mid_cost_bps":7.715424485936373,"side":"sell","target_ltc":"160.3334936668270001603334937","vwap":"62.34685960892000000000000000"}],"spread_bps":8.013462617196891},"raw_file":"1791077401-kraken.json","request_at":1791077401.6897008,"response_at":1791077401.9008899,"sequence":null,"sha256":"e6514a2adf76a30185a8b6fc2ac2d2b6075575d155f50eec0e83fa53452e2851","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 01:30:01 GMT"},"metrics":{"ask":"62.388","ask_levels":623,"bid":"62.354","bid_levels":231,"depth_1pct_eur":{"buy":"57150.99884540398","sell":"88905.63212148766"},"mid":"62.371","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.602872347246265307430916202","mid_cost_bps":2.7256256914271058,"side":"buy","target_ltc":null,"vwap":"62.38799999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.603746351477050389710363409","mid_cost_bps":2.7256256914271058,"side":"sell","target_ltc":"1.603746351477050389710363409","vwap":"62.35400000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.939078816848503,"ltc":"16.02721839033431630232707225","mid_cost_bps":3.664960466010556,"side":"buy","target_ltc":null,"vwap":"62.39385872492255444103711103"},{"budget_eur":1000,"eur":"999.5908278970282618597042692","filled_fraction":1.0,"full":true,"impact_bps":4.091721029717381,"ltc":"16.03746351477050389710363409","mid_cost_bps":6.816231471148412,"side":"sell","target_ltc":"16.03746351477050389710363409","vwap":"62.32848648269130024000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.672356132246358,"ltc":"160.0683835301128606825993126","mid_cost_bps":16.401708396187104,"side":"buy","target_ltc":null,"vwap":"62.47329909543785858221478264"},{"budget_eur":10000,"eur":"9990.344270162866546492606730","filled_fraction":1.0,"full":true,"impact_bps":9.655729837133453,"ltc":"160.3746351477050389710363409","mid_cost_bps":12.378723738029201,"side":"sell","target_ltc":"160.3746351477050389710363409","vwap":"62.29379266217353806400000000"}],"spread_bps":5.4512513828542115},"raw_file":"1791077401-coinbase.json","request_at":1791077401.690803,"response_at":1791077401.8221874,"sequence":10019951894,"sha256":"abde40b146b4e13b71a73084c68f62ec5a02c22b143b6b706f3102942420c793","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791077401.808,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 01:30:01 GMT"},"metrics":{"ask":"62.45","ask_levels":100,"bid":"62.35","bid_levels":100,"depth_1pct_eur":{"buy":"71991.70354919","sell":"83813.65831425"},"mid":"62.40","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.601281024819855884707766213","mid_cost_bps":8.012820512820513,"side":"buy","target_ltc":null,"vwap":"62.45000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.603849238171611868484362470","mid_cost_bps":8.012820512820513,"side":"sell","target_ltc":"1.603849238171611868484362470","vwap":"62.35000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.03949985583112182,"ltc":"16.01274699807877041306436119","mid_cost_bps":8.05235201917714,"side":"buy","target_ltc":null,"vwap":"62.45024667659966535576390019"},{"budget_eur":1000,"eur":"999.9920861123656776263031276","filled_fraction":1.0,"full":true,"impact_bps":0.07913887634322374,"ltc":"16.03849238171611868484362470","mid_cost_bps":8.091895976602563,"side":"sell","target_ltc":"16.03849238171611868484362470","vwap":"62.34950656910600000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.744858905191447,"ltc":"160.0201711343570057581573896","mid_cost_bps":14.763083952391119,"side":"buy","target_ltc":null,"vwap":"62.49212164386292058428082509"},{"budget_eur":10000,"eur":"9990.444079040112269446672013","filled_fraction":1.0,"full":true,"impact_bps":9.55592095988773,"ltc":"160.3849238171611868484362470","mid_cost_bps":17.561084484759615,"side":"sell","target_ltc":"160.3849238171611868484362470","vwap":"62.29041883281510000000000000"}],"spread_bps":16.025641025641026},"raw_file":"1791077401-okx.json","request_at":1791077401.691132,"response_at":1791077401.9390981,"sequence":null,"sha256":"f726b856929247e2578767a684247358f4a77727d22e1bdb70d2091c34e8fd2a","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791078301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 01:45:01 GMT"},"metrics":{"ask":"62.24000","ask_levels":100,"bid":"62.21000","bid_levels":100,"depth_1pct_eur":{"buy":"217548.33593000","sell":"778553.92485000"},"mid":"62.22500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606683804627249357326478149","mid_cost_bps":2.4106066693451185,"side":"buy","target_ltc":null,"vwap":"62.24000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.607458607940845523227776885","mid_cost_bps":2.4106066693451185,"side":"sell","target_ltc":"1.607458607940845523227776885","vwap":"62.20999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.06683804627249357326478149","mid_cost_bps":2.4106066693451185,"side":"buy","target_ltc":null,"vwap":"62.24000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.07458607940845523227776885","mid_cost_bps":2.4106066693451185,"side":"sell","target_ltc":"16.07458607940845523227776885","vwap":"62.20999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.308051401912349,"ltc":"160.6152481130560462502007387","mid_cost_bps":5.719455512334666,"side":"buy","target_ltc":null,"vwap":"62.26058931192550246030312519"},{"budget_eur":10000,"eur":"9999.579351392059154476772225","filled_fraction":1.0,"full":true,"impact_bps":0.4206486079408455,"ltc":"160.7458607940845523227776885","mid_cost_bps":2.8311538754519887,"side":"sell","target_ltc":"160.7458607940845523227776885","vwap":"62.20738314501000000000000000"}],"spread_bps":4.821213338690237},"raw_file":"1791078301-kraken.json","request_at":1791078301.5731344,"response_at":1791078301.7784019,"sequence":null,"sha256":"d2907f33eeeabc0f6156dfe568e8d3973bc0a5779f461fea5085785b43a27e8e","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 01:45:01 GMT"},"metrics":{"ask":"62.261","ask_levels":620,"bid":"62.19","bid_levels":226,"depth_1pct_eur":{"buy":"54662.48263272407","sell":"91523.81277188369"},"mid":"62.2255","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606141886574259970125760910","mid_cost_bps":5.705056608625082,"side":"buy","target_ltc":null,"vwap":"62.26099999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.607975558771506673098568902","mid_cost_bps":5.705056608625082,"side":"sell","target_ltc":"1.607975558771506673098568902","vwap":"62.18999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3972302121774871,"ltc":"16.06078088300281056773468241","mid_cost_bps":6.102513442887282,"side":"buy","target_ltc":null,"vwap":"62.26347319502403825249851037"},{"budget_eur":1000,"eur":"999.9856999382322849332690145","filled_fraction":1.0,"full":true,"impact_bps":0.14300061767715067,"ltc":"16.07975558771506673098568902","mid_cost_bps":5.84797564364034,"side":"sell","target_ltc":"16.07975558771506673098568902","vwap":"62.18911067915866580000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":16.169292742596543,"ltc":"160.3549061154567565405232419","mid_cost_bps":21.883574024263417,"side":"buy","target_ltc":null,"vwap":"62.36167163354468032768375360"},{"budget_eur":10000,"eur":"9998.234241848893973307605726","filled_fraction":1.0,"full":true,"impact_bps":1.7657581511060267,"ltc":"160.7975558771506673098568902","mid_cost_bps":7.469807384710188,"side":"sell","target_ltc":"160.7975558771506673098568902","vwap":"62.17901875005827162000000000"}],"spread_bps":11.410113217250164},"raw_file":"1791078301-coinbase.json","request_at":1791078301.5741591,"response_at":1791078301.7024627,"sequence":10019978588,"sha256":"0d827e84bcf98a1180e486df086caf13d513c80d99bc9b6536466dde0a5f7d84","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791078301.708,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 01:45:01 GMT"},"metrics":{"ask":"62.24","ask_levels":100,"bid":"62.21","bid_levels":100,"depth_1pct_eur":{"buy":"74283.71829157","sell":"81381.17977963"},"mid":"62.225","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606683804627249357326478149","mid_cost_bps":2.4106066693451185,"side":"buy","target_ltc":null,"vwap":"62.24000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.607458607940845523227776885","mid_cost_bps":2.4106066693451185,"side":"sell","target_ltc":"1.607458607940845523227776885","vwap":"62.20999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.569598899370422,"ltc":"16.06110487604367373153500321","mid_cost_bps":5.9810660586069115,"side":"buy","target_ltc":null,"vwap":"62.26221718354968150710129187"},{"budget_eur":1000,"eur":"999.8213609584118308953544448","filled_fraction":1.0,"full":true,"impact_bps":1.786390415881691,"ltc":"16.07458607940845523227776885","mid_cost_bps":4.196566456761752,"side":"sell","target_ltc":"16.07458607940845523227776885","vwap":"62.19888686522280000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.166660702882185,"ltc":"160.4571120275817831943553560","mid_cost_bps":15.58044133623764,"side":"buy","target_ltc":null,"vwap":"62.32194929621473871636302237"},{"budget_eur":10000,"eur":"9991.904127056473235814177787","filled_fraction":1.0,"full":true,"impact_bps":8.095872943526764,"ltc":"160.7458607940845523227776885","mid_cost_bps":10.504528016340698,"side":"sell","target_ltc":"160.7458607940845523227776885","vwap":"62.15963557441832000000000000"}],"spread_bps":4.821213338690237},"raw_file":"1791078301-okx.json","request_at":1791078301.5743928,"response_at":1791078301.836403,"sequence":null,"sha256":"47360e02a57817cec7c7c5d0d406636fbacc42e27bc0c537fd8fd6699f13c1db","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791079201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 02:00:01 GMT"},"metrics":{"ask":"62.15000","ask_levels":100,"bid":"62.14000","bid_levels":100,"depth_1pct_eur":{"buy":"230101.58062000","sell":"759794.62732000"},"mid":"62.14500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.14396395738269976,"ltc":"1.608987294950144741074300418","mid_cost_bps":0.9485454976479972,"side":"buy","target_ltc":null,"vwap":"62.15089473599513347899178815"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.609269391696169938847763116","mid_cost_bps":0.8045699573577922,"side":"sell","target_ltc":"1.609269391696169938847763116","vwap":"62.13999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.358527265872081,"ltc":"16.08309472499195882920553233","mid_cost_bps":5.163447897239518,"side":"buy","target_ltc":null,"vwap":"62.17708824695739498519284340"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"16.09269391696169938847763116","mid_cost_bps":0.8045699573577922,"side":"sell","target_ltc":"16.09269391696169938847763116","vwap":"62.13999999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.621060082884808,"ltc":"160.7945827974276527331189711","mid_cost_bps":7.426162750845456,"side":"buy","target_ltc":null,"vwap":"62.19114988841512908505555115"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"160.9269391696169938847763116","mid_cost_bps":0.8045699573577922,"side":"sell","target_ltc":"160.9269391696169938847763116","vwap":"62.13999999999999999999999998"}],"spread_bps":1.6091399147155845},"raw_file":"1791079201-kraken.json","request_at":1791079201.61927,"response_at":1791079201.8304799,"sequence":null,"sha256":"0aeba4b0c488ff17b6da47a4c826cbaef25e12138853621680ef2c448ae8018c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 02:00:01 GMT"},"metrics":{"ask":"62.198","ask_levels":622,"bid":"62.151","bid_levels":228,"depth_1pct_eur":{"buy":"53710.27528423719","sell":"99324.13902794631"},"mid":"62.1745","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607768738544647737869384868","mid_cost_bps":3.7796845973831714,"side":"buy","target_ltc":null,"vwap":"62.19799999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608984569837975253817315892","mid_cost_bps":3.7796845973831714,"side":"sell","target_ltc":"1.608984569837975253817315892","vwap":"62.15100000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8290984335414024,"ltc":"16.07635449741339120649465477","mid_cost_bps":4.609096403982471,"side":"buy","target_ltc":null,"vwap":"62.20315682643694081460158362"},{"budget_eur":1000,"eur":"999.7503645883756454441601905","filled_fraction":1.0,"full":true,"impact_bps":2.4963541162435456,"ltc":"16.08984569837975253817315892","mid_cost_bps":6.2750951705064395,"side":"sell","target_ltc":"16.08984569837975253817315892","vwap":"62.13548490953213474000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":16.424077802290533,"ltc":"160.5132456509777905970579752","mid_cost_bps":20.20997018306326,"side":"buy","target_ltc":null,"vwap":"62.30015447911468666234064380"},{"budget_eur":10000,"eur":"9994.623229117734933629386495","filled_fraction":1.0,"full":true,"impact_bps":5.376770882265066,"ltc":"160.8984569837975253817315892","mid_cost_bps":9.154423229839502,"side":"sell","target_ltc":"160.8984569837975253817315892","vwap":"62.11758283128963438600000000"}],"spread_bps":7.559369194766343},"raw_file":"1791079201-coinbase.json","request_at":1791079201.6203353,"response_at":1791079201.7839286,"sequence":10019995386,"sha256":"12afea519a3b41718f64a7500aa764a94a5e3d65d6455352a60fd55ac0ccdf8e","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791079201.808,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 02:00:01 GMT"},"metrics":{"ask":"62.18","ask_levels":100,"bid":"62.15","bid_levels":100,"depth_1pct_eur":{"buy":"77930.32569819","sell":"82040.39867957"},"mid":"62.165","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608234158893534898681247990","mid_cost_bps":2.4129333226091854,"side":"buy","target_ltc":null,"vwap":"62.17999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609010458567980691874497184","mid_cost_bps":2.4129333226091854,"side":"sell","target_ltc":"1.609010458567980691874497184","vwap":"62.15000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5732367620991496,"ltc":"16.07659704018000642880102861","mid_cost_bps":5.987032282913619,"side":"buy","target_ltc":null,"vwap":"62.20221838618673251293986810"},{"budget_eur":1000,"eur":"999.8157507824296057924376507","filled_fraction":1.0,"full":true,"impact_bps":1.842492175703942,"ltc":"16.09010458567980691874497184","mid_cost_bps":4.254980917236387,"side":"sell","target_ltc":"16.09010458567980691874497184","vwap":"62.13854891112800000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.920281142973797,"ltc":"160.6479837745664739884393064","mid_cost_bps":13.335849456609196,"side":"buy","target_ltc":null,"vwap":"62.24790230814701107079406709"},{"budget_eur":10000,"eur":"9987.794366388616251005631535","filled_fraction":1.0,"full":true,"impact_bps":12.20563361138375,"ltc":"160.9010458567980691874497184","mid_cost_bps":14.615621795986488,"side":"sell","target_ltc":"160.9010458567980691874497184","vwap":"62.07414198710525000000000000"}],"spread_bps":4.825866645218371},"raw_file":"1791079201-okx.json","request_at":1791079201.6205976,"response_at":1791079201.943492,"sequence":null,"sha256":"4c764d241a027a65b74f898cef0970df8866695d51f73fb0c7c519bbc008a549","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791080101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 02:15:01 GMT"},"metrics":{"ask":"62.21000","ask_levels":100,"bid":"62.17000","bid_levels":100,"depth_1pct_eur":{"buy":"250669.13426000","sell":"448835.79676000"},"mid":"62.19000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607458607940845523227776885","mid_cost_bps":3.2159511175430135,"side":"buy","target_ltc":null,"vwap":"62.20999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608492842206852179507801190","mid_cost_bps":3.2159511175430135,"side":"sell","target_ltc":"1.608492842206852179507801190","vwap":"62.17000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.07458607940845523227776885","mid_cost_bps":3.2159511175430135,"side":"buy","target_ltc":null,"vwap":"62.20999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.08492842206852179507801190","mid_cost_bps":3.2159511175430135,"side":"sell","target_ltc":"16.08492842206852179507801190","vwap":"62.17000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.2443520387107998,"ltc":"160.7258608388237184637634581","mid_cost_bps":4.460703333786764,"side":"buy","target_ltc":null,"vwap":"62.21774111403281988543233351"},{"budget_eur":10000,"eur":"9999.999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"160.8492842206852179507801190","mid_cost_bps":3.2159511175430135,"side":"sell","target_ltc":"160.8492842206852179507801190","vwap":"62.17000000000000000000000000"}],"spread_bps":6.431902235086027},"raw_file":"1791080101-kraken.json","request_at":1791080101.6051998,"response_at":1791080101.7924116,"sequence":null,"sha256":"c9abe6e89d11c19a427a8f06d8227b36d777e1271d18cd4059769ff56d58ce83","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 02:15:01 GMT"},"metrics":{"ask":"62.231","ask_levels":621,"bid":"62.156","bid_levels":228,"depth_1pct_eur":{"buy":"53819.71460710371","sell":"83937.46500833994"},"mid":"62.1935","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.606916167183558033777377834","mid_cost_bps":6.029569006407422,"side":"buy","target_ltc":null,"vwap":"62.23100000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608855138683312954501576678","mid_cost_bps":6.029569006407422,"side":"sell","target_ltc":"1.608855138683312954501576678","vwap":"62.15600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.5113489025846261,"ltc":"16.06834001903207146988881033","mid_cost_bps":6.541226230341496,"side":"buy","target_ltc":null,"vwap":"62.23418217535567438631187357"},{"budget_eur":1000,"eur":"999.9929789495531668704549842","filled_fraction":1.0,"full":true,"impact_bps":0.0702105044683313,"ltc":"16.08855138683312954501576678","mid_cost_bps":6.0997371769675865,"side":"sell","target_ltc":"16.08855138683312954501576678","vwap":"62.15556359958842664000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":19.723459796620116,"ltc":"160.3753011379193437264672424","mid_cost_bps":25.76492119921642,"side":"buy","target_ltc":null,"vwap":"62.35374106266034664370053364"},{"budget_eur":10000,"eur":"9997.753035704608416886543535","filled_fraction":1.0,"full":true,"impact_bps":2.246964295391583,"ltc":"160.8855138683312954501576678","mid_cost_bps":8.275178479171606,"side":"sell","target_ltc":"160.8855138683312954501576678","vwap":"62.14203376872556407600000000"}],"spread_bps":12.059138012814843},"raw_file":"1791080101-coinbase.json","request_at":1791080101.6062524,"response_at":1791080101.7258985,"sequence":10020016824,"sha256":"6687af4f63e8d5330a471e2766c445ffacbfce5f3bd5b963c30243d012b85a68","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791080101.755,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 02:15:01 GMT"},"metrics":{"ask":"62.21","ask_levels":100,"bid":"62.17","bid_levels":100,"depth_1pct_eur":{"buy":"78756.33368891","sell":"82105.29201935"},"mid":"62.19","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607458607940845523227776885","mid_cost_bps":3.2159511175430135,"side":"buy","target_ltc":null,"vwap":"62.20999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608492842206852179507801190","mid_cost_bps":3.2159511175430135,"side":"sell","target_ltc":"1.608492842206852179507801190","vwap":"62.17000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.571292327266874,"ltc":"16.06884742425702811244979920","mid_cost_bps":6.7883919549649825,"side":"buy","target_ltc":null,"vwap":"62.23221700956792722412898233"},{"budget_eur":1000,"eur":"999.8212391715586295640984396","filled_fraction":1.0,"full":true,"impact_bps":1.7876082844137045,"ltc":"16.08492842206852179507801190","mid_cost_bps":5.002984515870719,"side":"sell","target_ltc":"16.08492842206852179507801190","vwap":"62.15888643929580000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.571266668779975,"ltc":"160.5440366044608472400513479","mid_cost_bps":15.791260644232228,"side":"buy","target_ltc":null,"vwap":"62.28820584994648022227763034"},{"budget_eur":10000,"eur":"9991.719256152345182563937589","filled_fraction":1.0,"full":true,"impact_bps":8.280743847654817,"ltc":"160.8492842206852179507801190","mid_cost_bps":11.494031918454736,"side":"sell","target_ltc":"160.8492842206852179507801190","vwap":"62.11851861549913000000000000"}],"spread_bps":6.431902235086027},"raw_file":"1791080101-okx.json","request_at":1791080101.6065018,"response_at":1791080101.8835547,"sequence":null,"sha256":"4512b4213942f5ee7e997038f1a78a8d03b09f7cc4b6640b6a2410db1727dbe3","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791081001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 02:30:01 GMT"},"metrics":{"ask":"62.59000","ask_levels":100,"bid":"62.55000","bid_levels":100,"depth_1pct_eur":{"buy":"210496.24177000","sell":"796841.10734000"},"mid":"62.57000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597699312989295414602971721","mid_cost_bps":3.19642000958926,"side":"buy","target_ltc":null,"vwap":"62.58999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598721023181454836131095124","mid_cost_bps":3.19642000958926,"side":"sell","target_ltc":"1.598721023181454836131095124","vwap":"62.55000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.97699312989295414602971721","mid_cost_bps":3.19642000958926,"side":"buy","target_ltc":null,"vwap":"62.58999999999999999999999999"},{"budget_eur":1000,"eur":"999.9822078976818545163868905","filled_fraction":1.0,"full":true,"impact_bps":0.17792102318145483,"ltc":"15.98721023181454836131095124","mid_cost_bps":3.3742841617388524,"side":"sell","target_ltc":"15.98721023181454836131095124","vwap":"62.54888710400000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.9062729302731538,"ltc":"159.7394805941542884523239099","mid_cost_bps":5.10330226475622,"side":"buy","target_ltc":null,"vwap":"62.60193136227057966952755394"},{"budget_eur":10000,"eur":"9997.779697953637090327737810","filled_fraction":1.0,"full":true,"impact_bps":2.2203020463629097,"ltc":"159.8721023181454836131095124","mid_cost_bps":5.416012354163337,"side":"sell","target_ltc":"159.8721023181454836131095124","vwap":"62.53611201070000000000000000"}],"spread_bps":6.39284001917852},"raw_file":"1791081001-kraken.json","request_at":1791081001.4022954,"response_at":1791081001.602714,"sequence":null,"sha256":"184a722c9b717f7f4759431278d15f3283e02d65a89d35ab2d2b7b07f8750831","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 02:30:01 GMT"},"metrics":{"ask":"62.597","ask_levels":623,"bid":"62.531","bid_levels":228,"depth_1pct_eur":{"buy":"55899.26885277496","sell":"81324.11597551320"},"mid":"62.564","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597520647954374810294423055","mid_cost_bps":5.274598810817722,"side":"buy","target_ltc":null,"vwap":"62.59700000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.599206793430458492587676512","mid_cost_bps":5.274598810817722,"side":"sell","target_ltc":"1.599206793430458492587676512","vwap":"62.53100000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8572815205214807,"ltc":"15.97383707201038255730372973","mid_cost_bps":6.1323325129480715,"side":"buy","target_ltc":null,"vwap":"62.60236632513400831213136940"},{"budget_eur":1000,"eur":"999.9788745340313908301482462","filled_fraction":1.0,"full":true,"impact_bps":0.2112546596860917,"ltc":"15.99206793430458492587676512","mid_cost_bps":5.485742042146138,"side":"sell","target_ltc":"15.99206793430458492587676512","vwap":"62.52967900348751690000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.705884688463108,"ltc":"159.5493432397051096285209305","mid_cost_bps":17.987185343707647,"side":"buy","target_ltc":null,"vwap":"62.67653502638437251580974542"},{"budget_eur":10000,"eur":"9994.358126961666736018934606","filled_fraction":1.0,"full":true,"impact_bps":5.641873038333264,"ltc":"159.9206793430458492587676512","mid_cost_bps":10.913495987469108,"side":"sell","target_ltc":"159.9206793430458492587676512","vwap":"62.49572080370399826700000000"}],"spread_bps":10.549197621635445},"raw_file":"1791081001-coinbase.json","request_at":1791081001.4032974,"response_at":1791081001.5314753,"sequence":10020052082,"sha256":"3678cf1b9cecd8ec1b467fa929a4658b2a9a263ba9788f2eac285b8967f31b71","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791081001.605,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 02:30:01 GMT"},"metrics":{"ask":"62.59","ask_levels":100,"bid":"62.55","bid_levels":100,"depth_1pct_eur":{"buy":"69594.58794004","sell":"73823.35926661"},"mid":"62.57","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597699312989295414602971721","mid_cost_bps":3.19642000958926,"side":"buy","target_ltc":null,"vwap":"62.58999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598721023181454836131095124","mid_cost_bps":3.19642000958926,"side":"sell","target_ltc":"1.598721023181454836131095124","vwap":"62.55000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6625248195838,"ltc":"15.97274034813158735228361546","mid_cost_bps":5.8597958839339945,"side":"buy","target_ltc":null,"vwap":"62.60666474284577500421663685"},{"budget_eur":1000,"eur":"999.7334997930455635491606715","filled_fraction":1.0,"full":true,"impact_bps":2.6650020695443644,"ltc":"15.98721023181454836131095124","mid_cost_bps":5.860570232539556,"side":"sell","target_ltc":"15.98721023181454836131095124","vwap":"62.53333041205500000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.6357328375697,"ltc":"159.6001848062868996329982448","mid_cost_bps":13.835552474084825,"side":"buy","target_ltc":null,"vwap":"62.65656905183034875172098546"},{"budget_eur":10000,"eur":"9989.078584038641087130295764","filled_fraction":1.0,"full":true,"impact_bps":10.921415961358912,"ltc":"159.8721023181454836131095124","mid_cost_bps":14.114345027696979,"side":"sell","target_ltc":"159.8721023181454836131095124","vwap":"62.48168654316170000000000000"}],"spread_bps":6.39284001917852},"raw_file":"1791081001-okx.json","request_at":1791081001.4036238,"response_at":1791081001.7352958,"sequence":null,"sha256":"86a4f5719a9b9a9028f897ef7fbe565b5822808b154cda0c8b8bd041b0e83677","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791081902,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 02:45:02 GMT"},"metrics":{"ask":"62.90000","ask_levels":100,"bid":"62.87000","bid_levels":100,"depth_1pct_eur":{"buy":"209924.23128000","sell":"442745.09862000"},"mid":"62.88500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.589825119236883942766295707","mid_cost_bps":2.3853065118867773,"side":"buy","target_ltc":null,"vwap":"62.90000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.590583744234133927151264514","mid_cost_bps":2.3853065118867773,"side":"sell","target_ltc":"1.590583744234133927151264514","vwap":"62.87000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8651624295672375,"ltc":"15.89687585439516769988872993","mid_cost_bps":3.2506753092117235,"side":"buy","target_ltc":null,"vwap":"62.90544187168197792387963569"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.90583744234133927151264514","mid_cost_bps":2.3853065118867773,"side":"sell","target_ltc":"15.90583744234133927151264514","vwap":"62.87000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.2853679339532347,"ltc":"158.9302974733831241061496901","mid_cost_bps":5.671458106792692,"side":"buy","target_ltc":null,"vwap":"62.92066496430456584600195547"},{"budget_eur":10000,"eur":"9998.718466255765866072848735","filled_fraction":1.0,"full":true,"impact_bps":1.281533744234134,"ltc":"159.0583744234133927151264514","mid_cost_bps":3.666534571042379,"side":"sell","target_ltc":"159.0583744234133927151264514","vwap":"62.86194299735000000000000000"}],"spread_bps":4.770613023773555},"raw_file":"1791081902-kraken.json","request_at":1791081902.0416214,"response_at":1791081902.2342367,"sequence":null,"sha256":"d9b51d073fe1822fccab1e0b8ab454cb8ea6a3851f6481acdef2d6f63f627bf8","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 02:45:02 GMT"},"metrics":{"ask":"62.924","ask_levels":622,"bid":"62.826","bid_levels":223,"depth_1pct_eur":{"buy":"53458.86807910259","sell":"78473.95484252693"},"mid":"62.875","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.589218740067382874578857034","mid_cost_bps":7.79324055666004,"side":"buy","target_ltc":null,"vwap":"62.92400000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.591697704771909718906185337","mid_cost_bps":7.79324055666004,"side":"sell","target_ltc":"1.591697704771909718906185337","vwap":"62.82600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.9348680182633675,"ltc":"15.88911306700263734867020432","mid_cost_bps":9.729616464114578,"side":"buy","target_ltc":null,"vwap":"62.93617496351812041408089623"},{"budget_eur":1000,"eur":"999.9735495722845618056218761","filled_fraction":1.0,"full":true,"impact_bps":0.26450427715438196,"ltc":"15.91697704771909718906185337","mid_cost_bps":8.05753869926841,"side":"sell","target_ltc":"15.91697704771909718906185337","vwap":"62.82433822542834988000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":20.877465521886222,"ltc":"158.5907766595583786095579034","mid_cost_bps":28.686976389648805,"side":"buy","target_ltc":null,"vwap":"63.05536936404991687297404086"},{"budget_eur":10000,"eur":"9996.409815019061125011937731","filled_fraction":1.0,"full":true,"impact_bps":3.590184980938875,"ltc":"159.1697704771909718906185337","mid_cost_bps":11.380627620078979,"side":"sell","target_ltc":"159.1697704771909718906185337","vwap":"62.80344430383875342400000000"}],"spread_bps":15.58648111332008},"raw_file":"1791081902-coinbase.json","request_at":1791081902.0427077,"response_at":1791081902.183882,"sequence":10020085281,"sha256":"e3effa4abd59a6874cdc0a662338f6a71eaa8d781adf762822749c867195ad9c","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791081902.205,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 02:45:02 GMT"},"metrics":{"ask":"62.91","ask_levels":100,"bid":"62.87","bid_levels":100,"depth_1pct_eur":{"buy":"72627.54153730","sell":"83861.72858329"},"mid":"62.89","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.589572405023048799872834208","mid_cost_bps":3.180155827635554,"side":"buy","target_ltc":null,"vwap":"62.90999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.590583744234133927151264514","mid_cost_bps":3.180155827635554,"side":"sell","target_ltc":"1.590583744234133927151264514","vwap":"62.87000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7660472944073167,"ltc":"15.89291728587319243604004449","mid_cost_bps":4.94676475260239,"side":"buy","target_ltc":null,"vwap":"62.92111020352911642949108265"},{"budget_eur":1000,"eur":"999.8232343311531732145697470","filled_fraction":1.0,"full":true,"impact_bps":1.7676566884682678,"ltc":"15.90583744234133927151264514","mid_cost_bps":4.9472503737319125,"side":"sell","target_ltc":"15.90583744234133927151264514","vwap":"62.85888674239960000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.730173205596474,"ltc":"158.7709993700412567438908283","mid_cost_bps":14.914059411099922,"side":"buy","target_ltc":null,"vwap":"62.98379451963640741124744112"},{"budget_eur":10000,"eur":"9990.902465833424526801336090","filled_fraction":1.0,"full":true,"impact_bps":9.097534166575473,"ltc":"159.0583744234133927151264514","mid_cost_bps":12.274796836581332,"side":"sell","target_ltc":"159.0583744234133927151264514","vwap":"62.81280380269474000000000000"}],"spread_bps":6.360311655271108},"raw_file":"1791081902-okx.json","request_at":1791081902.0429316,"response_at":1791081902.3349576,"sequence":null,"sha256":"466657fc74266002f930a8fa185275f825c23e9262a88b8ad82639b3421e1913","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791082801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 03:00:01 GMT"},"metrics":{"ask":"62.78000","ask_levels":100,"bid":"62.75000","bid_levels":100,"depth_1pct_eur":{"buy":"244383.82004000","sell":"397007.13303000"},"mid":"62.76500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.592863969417011787193373686","mid_cost_bps":2.389866964072333,"side":"buy","target_ltc":null,"vwap":"62.78000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.593625498007968127490039841","mid_cost_bps":2.389866964072333,"side":"sell","target_ltc":"1.593625498007968127490039841","vwap":"62.74999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.17703890424894822,"ltc":"15.92835770027074374900461857","mid_cost_bps":2.5669481782641435,"side":"buy","target_ltc":null,"vwap":"62.78111145024087489693209235"},{"budget_eur":1000,"eur":"999.9206374501992031872509962","filled_fraction":1.0,"full":true,"impact_bps":0.7936254980079681,"ltc":"15.93625498007968127490039841","mid_cost_bps":3.183302796144348,"side":"sell","target_ltc":"15.93625498007968127490039841","vwap":"62.74502000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.4665172329177314,"ltc":"159.2311991721063524916414584","mid_cost_bps":5.857212648491599,"side":"buy","target_ltc":null,"vwap":"62.80176279518825751776745457"},{"budget_eur":10000,"eur":"9997.386393505976095617529883","filled_fraction":1.0,"full":true,"impact_bps":2.6136064940239043,"ltc":"159.3625498007968127490039841","mid_cost_bps":5.002848840914522,"side":"sell","target_ltc":"159.3625498007968127490039841","vwap":"62.73359961925000000000000000"}],"spread_bps":4.779733928144666},"raw_file":"1791082801-kraken.json","request_at":1791082801.7886016,"response_at":1791082801.9964511,"sequence":null,"sha256":"7e71d3ffcbc6cd534247bc47bceba3279a15d5dd3fedd8731268afe99fda616c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 03:00:01 GMT"},"metrics":{"ask":"62.796","ask_levels":624,"bid":"62.724","bid_levels":225,"depth_1pct_eur":{"buy":"57407.99250633762","sell":"77944.84878770819"},"mid":"62.760","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.592458118351487355882540289","mid_cost_bps":5.736137667304015,"side":"buy","target_ltc":null,"vwap":"62.79600000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594286078693960844333907276","mid_cost_bps":5.736137667304015,"side":"sell","target_ltc":"1.594286078693960844333907276","vwap":"62.72400000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7153439654201726,"ltc":"15.92344210969268494633928856","mid_cost_bps":6.4518919638707,"side":"buy","target_ltc":null,"vwap":"62.80049207396525251609871398"},{"budget_eur":1000,"eur":"999.9734978048061207831133217","filled_fraction":1.0,"full":true,"impact_bps":0.2650219519387922,"ltc":"15.94286078693960844333907276","mid_cost_bps":6.00100759900269,"side":"sell","target_ltc":"15.94286078693960844333907276","vwap":"62.72233767630865912000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.654201928198994,"ltc":"159.0763287023495965948796138","mid_cost_bps":16.39645099240255,"side":"buy","target_ltc":null,"vwap":"62.86290412642831839832559827"},{"budget_eur":10000,"eur":"9991.883222596588242459026846","filled_fraction":1.0,"full":true,"impact_bps":8.116777403411758,"ltc":"159.4286078693960844333907276","mid_cost_bps":13.84825917545569,"side":"sell","target_ltc":"159.4286078693960844333907276","vwap":"62.67308832541484009200000000"}],"spread_bps":11.47227533460803},"raw_file":"1791082801-coinbase.json","request_at":1791082801.7896876,"response_at":1791082801.9201865,"sequence":10020107089,"sha256":"5ded344c10dd7bc955f7185d1c20d38adddda1d5c2504d69d6c4bec98ed03a04","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791082801.955,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 03:00:02 GMT"},"metrics":{"ask":"62.77","ask_levels":100,"bid":"62.71","bid_levels":100,"depth_1pct_eur":{"buy":"74418.66754112","sell":"83529.24099362"},"mid":"62.74","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.593117731400350485900908077","mid_cost_bps":4.781638508128785,"side":"buy","target_ltc":null,"vwap":"62.77000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594642002870355605166640089","mid_cost_bps":4.781638508128785,"side":"sell","target_ltc":"1.594642002870355605166640089","vwap":"62.71000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7699926332244307,"ltc":"15.92835800637044115304984870","mid_cost_bps":6.552477487846629,"side":"buy","target_ltc":null,"vwap":"62.78111024375874975116705956"},{"budget_eur":1000,"eur":"999.9041210697129644394833358","filled_fraction":1.0,"full":true,"impact_bps":0.9587893028703556,"ltc":"15.94642002870355605166640089","mid_cost_bps":5.739969352613962,"side":"sell","target_ltc":"15.94642002870355605166640089","vwap":"62.70398743228170000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.623395571319257,"ltc":"159.1427095444568156513440433","mid_cost_bps":15.410113803183133,"side":"buy","target_ltc":null,"vwap":"62.83668305400117097620696048"},{"budget_eur":10000,"eur":"9993.950930759907510763833518","filled_fraction":1.0,"full":true,"impact_bps":6.049069240092489,"ltc":"159.4642002870355605166640089","mid_cost_bps":10.827815301979598,"side":"sell","target_ltc":"159.4642002870355605166640089","vwap":"62.67206628679538000000000000"}],"spread_bps":9.56327701625757},"raw_file":"1791082801-okx.json","request_at":1791082801.7899227,"response_at":1791082802.0835218,"sequence":null,"sha256":"be6b33dc41bd05ed988fc09a6c392da6dd0613f76964728406dcd95c8c292a9c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791083702,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 03:15:02 GMT"},"metrics":{"ask":"62.82000","ask_levels":100,"bid":"62.78000","bid_levels":100,"depth_1pct_eur":{"buy":"221755.43285000","sell":"410880.61268000"},"mid":"62.80000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.591849729385546004457179242","mid_cost_bps":3.1847133757961785,"side":"buy","target_ltc":null,"vwap":"62.82000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.592863969417011787193373686","mid_cost_bps":3.1847133757961785,"side":"sell","target_ltc":"1.592863969417011787193373686","vwap":"62.78000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.91849729385546004457179242","mid_cost_bps":3.1847133757961785,"side":"buy","target_ltc":null,"vwap":"62.82000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.92863969417011787193373686","mid_cost_bps":3.1847133757961785,"side":"sell","target_ltc":"15.92863969417011787193373686","vwap":"62.78000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.1759613265328346,"ltc":"159.1344324582338902147971360","mid_cost_bps":6.3616861549807755,"side":"buy","target_ltc":null,"vwap":"62.83995138905327926821877769"},{"budget_eur":10000,"eur":"9998.746036030582988212806627","filled_fraction":1.0,"full":true,"impact_bps":1.2539639694170117,"ltc":"159.2863969417011787193373686","mid_cost_bps":4.438277993630574,"side":"sell","target_ltc":"159.2863969417011787193373686","vwap":"62.77212761420000000000000000"}],"spread_bps":6.369426751592357},"raw_file":"1791083702-kraken.json","request_at":1791083702.1506443,"response_at":1791083702.3499017,"sequence":null,"sha256":"f6bbd20e3c4a0b5e96c241c0e6bb0e63ed84da15eb901286a50fd636e64cbb63","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 03:15:02 GMT"},"metrics":{"ask":"62.841","ask_levels":628,"bid":"62.749","bid_levels":224,"depth_1pct_eur":{"buy":"57021.18110548561","sell":"78275.64500079737"},"mid":"62.795","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.591317770245540331948886873","mid_cost_bps":7.325423998726013,"side":"buy","target_ltc":null,"vwap":"62.84100000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.593650894834977449839838085","mid_cost_bps":7.325423998726013,"side":"sell","target_ltc":"1.593650894834977449839838085","vwap":"62.74900000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8824884537284108,"ltc":"15.91177350681559268098647574","mid_cost_bps":8.208558912664179,"side":"buy","target_ltc":null,"vwap":"62.84654564569207470631344956"},{"budget_eur":1000,"eur":"999.9906673236116502255016016","filled_fraction":1.0,"full":true,"impact_bps":0.09332676388349774,"ltc":"15.93650894834977449839838085","mid_cost_bps":7.418682396797923,"side":"sell","target_ltc":"15.93650894834977449839838085","vwap":"62.74841438388930744000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":15.740493436700671,"ltc":"158.8816894056239194226346261","mid_cost_bps":23.077448014263982,"side":"buy","target_ltc":null,"vwap":"62.93991483480557068208998863"},{"budget_eur":10000,"eur":"9994.894120010625605985752761","filled_fraction":1.0,"full":true,"impact_bps":5.105879989374394,"ltc":"159.3650894834977449839838085","mid_cost_bps":12.427563714519529,"side":"sell","target_ltc":"159.3650894834977449839838085","vwap":"62.71696111365467461500000000"}],"spread_bps":14.650847997452026},"raw_file":"1791083702-coinbase.json","request_at":1791083702.1517167,"response_at":1791083702.262676,"sequence":10020125966,"sha256":"0c3d0b637c7b681852c7a445d222f74f4a2d5b6a302ab9970d8db114dc5330f5","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791083702.254,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 03:15:02 GMT"},"metrics":{"ask":"62.82","ask_levels":100,"bid":"62.78","bid_levels":100,"depth_1pct_eur":{"buy":"76507.53697536","sell":"85561.40628543"},"mid":"62.80","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.591849729385546004457179242","mid_cost_bps":3.1847133757961785,"side":"buy","target_ltc":null,"vwap":"62.82000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.592863969417011787193373686","mid_cost_bps":3.1847133757961785,"side":"sell","target_ltc":"1.592863969417011787193373686","vwap":"62.78000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6526854085201728,"ltc":"15.91427573715194908512330947","mid_cost_bps":5.838243588586581,"side":"buy","target_ltc":null,"vwap":"62.83666416973632372643663244"},{"budget_eur":1000,"eur":"999.9022772461165976425613253","filled_fraction":1.0,"full":true,"impact_bps":0.9772275388340236,"ltc":"15.92863969417011787193373686","mid_cost_bps":4.16162969566879,"side":"sell","target_ltc":"15.92863969417011787193373686","vwap":"62.77386496551120000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.626796935706835,"ltc":"158.9842267837966640190627482","mid_cost_bps":15.815531584412474,"side":"buy","target_ltc":null,"vwap":"62.89932153835011033848604279"},{"budget_eur":10000,"eur":"9992.081701376995858553679516","filled_fraction":1.0,"full":true,"impact_bps":7.918298623004142,"ltc":"159.2863969417011787193373686","mid_cost_bps":11.100490247646496,"side":"sell","target_ltc":"159.2863969417011787193373686","vwap":"62.73028892124478000000000000"}],"spread_bps":6.369426751592357},"raw_file":"1791083702-okx.json","request_at":1791083702.1519608,"response_at":1791083702.3831766,"sequence":null,"sha256":"080578b9088febc5e2a4fa86fe2e8c1a1e2c605e77b60074607f6a77012b3e61","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791084601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 03:30:01 GMT"},"metrics":{"ask":"62.73000","ask_levels":100,"bid":"62.70000","bid_levels":100,"depth_1pct_eur":{"buy":"230755.67624000","sell":"727294.98910000"},"mid":"62.71500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594133588394707476486529571","mid_cost_bps":2.391772303276728,"side":"buy","target_ltc":null,"vwap":"62.73000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.594896331738437001594896332","mid_cost_bps":2.391772303276728,"side":"sell","target_ltc":"1.594896331738437001594896332","vwap":"62.69999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.94133588394707476486529571","mid_cost_bps":2.391772303276728,"side":"buy","target_ltc":null,"vwap":"62.73000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"15.94896331738437001594896332","mid_cost_bps":2.391772303276728,"side":"sell","target_ltc":"15.94896331738437001594896332","vwap":"62.69999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.447979443501701,"ltc":"159.3743443275971956660293180","mid_cost_bps":4.840337247721624,"side":"buy","target_ltc":null,"vwap":"62.74535617504908616902444225"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"159.4896331738437001594896332","mid_cost_bps":2.391772303276728,"side":"sell","target_ltc":"159.4896331738437001594896332","vwap":"62.69999999999999999999999999"}],"spread_bps":4.783544606553456},"raw_file":"1791084601-kraken.json","request_at":1791084601.7830122,"response_at":1791084601.9932616,"sequence":null,"sha256":"59b37ab1f3faa97a0b1aa9986307fdf6e807a5eb9ee672b3de92fdf9d407ff02","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 03:30:01 GMT"},"metrics":{"ask":"62.752","ask_levels":627,"bid":"62.678","bid_levels":223,"depth_1pct_eur":{"buy":"57800.96987123050","sell":"84963.12083579953"},"mid":"62.715","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.593574706782253952065272820","mid_cost_bps":5.899705014749262,"side":"buy","target_ltc":null,"vwap":"62.75200000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595456140910686365231819777","mid_cost_bps":5.899705014749262,"side":"sell","target_ltc":"1.595456140910686365231819777","vwap":"62.67800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.93574706782253952065272820","mid_cost_bps":5.899705014749262,"side":"buy","target_ltc":null,"vwap":"62.75200000000000000000000000"},{"budget_eur":1000,"eur":"999.9392215249616107725198633","filled_fraction":1.0,"full":true,"impact_bps":0.6077847503838922,"ltc":"15.95456140910686365231819777","mid_cost_bps":6.507131190059182,"side":"sell","target_ltc":"15.95456140910686365231819777","vwap":"62.67419052674154384000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.465127558109675,"ltc":"159.2067794306826709062003180","mid_cost_bps":15.370416718910919,"side":"buy","target_ltc":null,"vwap":"62.81139556845264982864164575"},{"budget_eur":10000,"eur":"9995.554014057360460448642265","filled_fraction":1.0,"full":true,"impact_bps":4.445985942639539,"ltc":"159.5456140910686365231819777","mid_cost_bps":10.343067956832673,"side":"sell","target_ltc":"159.5456140910686365231819777","vwap":"62.65013344930872389400000000"}],"spread_bps":11.799410029498524},"raw_file":"1791084601-coinbase.json","request_at":1791084601.784317,"response_at":1791084601.916975,"sequence":10020147038,"sha256":"4be2a431de60ea68f94ddb6b58324e2865b5271d5a3068c209d20e52489c4814","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791084601.904,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 03:30:02 GMT"},"metrics":{"ask":"62.73","ask_levels":100,"bid":"62.7","bid_levels":100,"depth_1pct_eur":{"buy":"61389.30608354","sell":"86777.85839271"},"mid":"62.715","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594133588394707476486529571","mid_cost_bps":2.391772303276728,"side":"buy","target_ltc":null,"vwap":"62.73000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.594896331738437001594896332","mid_cost_bps":2.391772303276728,"side":"sell","target_ltc":"1.594896331738437001594896332","vwap":"62.69999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.54196271435837,"ltc":"15.93569152142743348733471404","mid_cost_bps":5.934582174467042,"side":"buy","target_ltc":null,"vwap":"62.75221873210717005503614911"},{"budget_eur":1000,"eur":"999.8936851936523125996810209","filled_fraction":1.0,"full":true,"impact_bps":1.063148063476874,"ltc":"15.94896331738437001594896332","mid_cost_bps":3.4546660859443517,"side":"sell","target_ltc":"15.94896331738437001594896332","vwap":"62.69333406164200000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.363898822159365,"ltc":"159.2165051634049323786793954","mid_cost_bps":14.758628288512428,"side":"buy","target_ltc":null,"vwap":"62.80755873731140569666251322"},{"budget_eur":10000,"eur":"9991.012253485661881977671453","filled_fraction":1.0,"full":true,"impact_bps":8.987746514338118,"ltc":"159.4896331738437001594896332","mid_cost_bps":11.377369153296659,"side":"sell","target_ltc":"159.4896331738437001594896332","vwap":"62.64364682935510000000000000"}],"spread_bps":4.783544606553456},"raw_file":"1791084601-okx.json","request_at":1791084601.7848897,"response_at":1791084602.0308013,"sequence":null,"sha256":"fabb24404a9017f314f79802e20492873c37729eedb8ca4ede252640fd93db7e","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791085501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 03:45:02 GMT"},"metrics":{"ask":"62.73000","ask_levels":100,"bid":"62.71000","bid_levels":100,"depth_1pct_eur":{"buy":"251080.50516000","sell":"389085.44258000"},"mid":"62.72000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594133588394707476486529571","mid_cost_bps":1.594387755102041,"side":"buy","target_ltc":null,"vwap":"62.73000000000000000000000000"},{"budget_eur":100,"eur":"99.98525357997129644394833358","filled_fraction":1.0,"full":true,"impact_bps":1.4746420028703555,"ltc":"1.594642002870355605166640089","mid_cost_bps":3.0687946428571427,"side":"sell","target_ltc":"1.594642002870355605166640089","vwap":"62.70075252000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.94133588394707476486529571","mid_cost_bps":1.594387755102041,"side":"buy","target_ltc":null,"vwap":"62.73000000000000000000000000"},{"budget_eur":1000,"eur":"999.8417357997129644394833358","filled_fraction":1.0,"full":true,"impact_bps":1.5826420028703556,"ltc":"15.94642002870355605166640089","mid_cost_bps":3.176777423469388,"side":"sell","target_ltc":"15.94642002870355605166640089","vwap":"62.70007525200000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.9735874964294986,"ltc":"159.3819034262948207171314741","mid_cost_bps":3.5682899179053322,"side":"buy","target_ltc":null,"vwap":"62.74238031436510224452301615"},{"budget_eur":10000,"eur":"9995.631641988518577579333438","filled_fraction":1.0,"full":true,"impact_bps":4.368358011481423,"ltc":"159.4642002870355605166640089","mid_cost_bps":5.962049280931122,"side":"sell","target_ltc":"159.4642002870355605166640089","vwap":"62.68260602691000000000000000"}],"spread_bps":3.188775510204082},"raw_file":"1791085501-kraken.json","request_at":1791085501.8478372,"response_at":1791085502.035643,"sequence":null,"sha256":"4bb9102ba312bcddb4cd537b630ffe50d45c428d09aebfc245f68ef340419e79","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 03:45:01 GMT"},"metrics":{"ask":"62.736","ask_levels":624,"bid":"62.665","bid_levels":224,"depth_1pct_eur":{"buy":"57334.09843237071","sell":"89192.15149365289"},"mid":"62.7005","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.593981127263453200714103545","mid_cost_bps":5.661836827457516,"side":"buy","target_ltc":null,"vwap":"62.73600000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595787121997925476741402697","mid_cost_bps":5.661836827457516,"side":"sell","target_ltc":"1.595787121997925476741402697","vwap":"62.66500000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7588722283490114,"ltc":"15.93860173641288410047175826","mid_cost_bps":6.421138716879508,"side":"buy","target_ltc":null,"vwap":"62.74076086081177035748664840"},{"budget_eur":1000,"eur":"999.9876459613400207452325860","filled_fraction":1.0,"full":true,"impact_bps":0.12354038659979255,"ltc":"15.95787121997925476741402697","mid_cost_bps":5.785307267506256,"side":"sell","target_ltc":"15.95787121997925476741402697","vwap":"62.66422583416737240000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.510949194953437,"ltc":"159.2466540427386387134744779","mid_cost_bps":15.17817096665256,"side":"buy","target_ltc":null,"vwap":"62.79566789086945988353890491"},{"budget_eur":10000,"eur":"9994.112367870779750259315408","filled_fraction":1.0,"full":true,"impact_bps":5.88763212922025,"ltc":"159.5787121997925476741402697","mid_cost_bps":11.546135475436191,"side":"sell","target_ltc":"159.5787121997925476741402697","vwap":"62.62810515326224130500000000"}],"spread_bps":11.323673654915032},"raw_file":"1791085501-coinbase.json","request_at":1791085501.8488483,"response_at":1791085501.9609685,"sequence":10020165043,"sha256":"1d203be085d647dccb9f4b4f14be8486201a02b6ffd457c36bf53b6c9d785b4f","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791085501.954,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 03:45:02 GMT"},"metrics":{"ask":"62.72","ask_levels":100,"bid":"62.69","bid_levels":100,"depth_1pct_eur":{"buy":"69724.93481363","sell":"75753.10139497"},"mid":"62.705","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594387755102040816326530612","mid_cost_bps":2.3921537357467506,"side":"buy","target_ltc":null,"vwap":"62.72000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595150741745094911469133833","mid_cost_bps":2.3921537357467506,"side":"sell","target_ltc":"1.595150741745094911469133833","vwap":"62.69000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7714834837313547,"ltc":"15.94105361970035065349059611","mid_cost_bps":4.164060985561448,"side":"buy","target_ltc":null,"vwap":"62.73111074440996305615409444"},{"budget_eur":1000,"eur":"999.7920350774764715265592598","filled_fraction":1.0,"full":true,"impact_bps":2.079649225235285,"ltc":"15.95150741745094911469133833","mid_cost_bps":4.471305476915717,"side":"sell","target_ltc":"15.95150741745094911469133833","vwap":"62.67696267900700000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.682588604616411,"ltc":"159.2527271007159904534606205","mid_cost_bps":14.077536995160534,"side":"buy","target_ltc":null,"vwap":"62.79327319572815413250348020"},{"budget_eur":10000,"eur":"9990.138712672549050885308661","filled_fraction":1.0,"full":true,"impact_bps":9.861287327450949,"ltc":"159.5150741745094911469133833","mid_cost_bps":12.251082091665737,"side":"sell","target_ltc":"159.5150741745094911469133833","vwap":"62.62817958974421000000000000"}],"spread_bps":4.784307471493501},"raw_file":"1791085501-okx.json","request_at":1791085501.849076,"response_at":1791085502.0772748,"sequence":null,"sha256":"66db063ffa598a044f64b847e54e16d36ccde98d07397bc51e3fcf3dc32efd2f","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791086402,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 04:00:02 GMT"},"metrics":{"ask":"62.62000","ask_levels":100,"bid":"62.60000","bid_levels":100,"depth_1pct_eur":{"buy":"220103.88037000","sell":"432151.15236000"},"mid":"62.61000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.6808715191059307,"ltc":"1.596825163659588056841769120","mid_cost_bps":2.2781692146049095,"side":"buy","target_ltc":null,"vwap":"62.62426361745264133805343431"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.597444089456869009584664537","mid_cost_bps":1.5971889474524836,"side":"sell","target_ltc":"1.597444089456869009584664537","vwap":"62.59999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.5053200982049812,"ltc":"15.96693533450423119910585981","mid_cost_bps":3.102749473719788,"side":"buy","target_ltc":null,"vwap":"62.62942631445495959257013206"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"15.97444089456869009584664537","mid_cost_bps":1.5971889474524836,"side":"sell","target_ltc":"15.97444089456869009584664537","vwap":"62.59999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.232893812051464,"ltc":"159.6258207788062559846792212","mid_cost_bps":5.8307588326251825,"side":"buy","target_ltc":null,"vwap":"62.64650638105106626768340487"},{"budget_eur":10000,"eur":"9999.264375910543130990415337","filled_fraction":1.0,"full":true,"impact_bps":0.735624089456869,"ltc":"159.7444089456869009584664537","mid_cost_bps":2.3326955438428367,"side":"sell","target_ltc":"159.7444089456869009584664537","vwap":"62.59539499320000000000000000"}],"spread_bps":3.1943778949049673},"raw_file":"1791086402-kraken.json","request_at":1791086402.2395086,"response_at":1791086402.4424074,"sequence":null,"sha256":"20bb1187035ce76f163302c78957e4d138d266fdf365bcc30f38d9125616f4f4","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 04:00:02 GMT"},"metrics":{"ask":"62.642","ask_levels":629,"bid":"62.562","bid_levels":224,"depth_1pct_eur":{"buy":"56431.55217205512","sell":"76982.14349349048"},"mid":"62.602","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596373040452092845056032694","mid_cost_bps":6.389572218139995,"side":"buy","target_ltc":null,"vwap":"62.64199999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598414372942041494837121575","mid_cost_bps":6.389572218139995,"side":"sell","target_ltc":"1.598414372942041494837121575","vwap":"62.56200000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.626367135744726,"ltc":"15.96273055153950518754988029","mid_cost_bps":7.016339575689613,"side":"buy","target_ltc":null,"vwap":"62.64592368901173211258098351"},{"budget_eur":1000,"eur":"999.9876196888305795850516285","filled_fraction":1.0,"full":true,"impact_bps":0.12380311169420415,"ltc":"15.98414372942041494837121575","mid_cost_bps":6.513296224941899,"side":"sell","target_ltc":"15.98414372942041494837121575","vwap":"62.56122546297261872000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.253261923268274,"ltc":"159.4897240261609005078889968","mid_cost_bps":15.648746579939479,"side":"buy","target_ltc":null,"vwap":"62.69996428333973712648318027"},{"budget_eur":10000,"eur":"9997.048123350004446469102648","filled_fraction":1.0,"full":true,"impact_bps":2.9518766499955533,"ltc":"159.8414372942041494837121575","mid_cost_bps":9.339562745232131,"side":"sell","target_ltc":"159.8414372942041494837121575","vwap":"62.54353246930229781800000000"}],"spread_bps":12.77914443627999},"raw_file":"1791086402-coinbase.json","request_at":1791086402.240485,"response_at":1791086402.380113,"sequence":10020179183,"sha256":"071d000bb1127afe045ed15d4507ae391d930962f3ef4fb7731abd0a1f4a58fd","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791086402.404,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 04:00:02 GMT"},"metrics":{"ask":"62.63","ask_levels":100,"bid":"62.6","bid_levels":100,"depth_1pct_eur":{"buy":"81027.45267621","sell":"76571.92886173"},"mid":"62.615","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596678907871627015807121188","mid_cost_bps":2.3955921105166493,"side":"buy","target_ltc":null,"vwap":"62.63000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.597444089456869009584664537","mid_cost_bps":2.3955921105166493,"side":"sell","target_ltc":"1.597444089456869009584664537","vwap":"62.59999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8871536676634756,"ltc":"15.96537270482120051085568327","mid_cost_bps":3.282958304012832,"side":"buy","target_ltc":null,"vwap":"62.63555624342057634780369616"},{"budget_eur":1000,"eur":"999.7647493731629392971246008","filled_fraction":1.0,"full":true,"impact_bps":2.352506268370607,"ltc":"15.97444089456869009584664537","mid_cost_bps":4.747534814341612,"side":"sell","target_ltc":"15.97444089456869009584664537","vwap":"62.58527331076000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.145013891965991,"ltc":"159.5220076895232020411417637","mid_cost_bps":11.542796774795656,"side":"buy","target_ltc":null,"vwap":"62.68727522200538300454383316"},{"budget_eur":10000,"eur":"9989.190298345974440894568692","filled_fraction":1.0,"full":true,"impact_bps":10.80970165402556,"ltc":"159.7444089456869009584664537","mid_cost_bps":13.202704200942266,"side":"sell","target_ltc":"159.7444089456869009584664537","vwap":"62.53233126764580000000000000"}],"spread_bps":4.791184221033299},"raw_file":"1791086402-okx.json","request_at":1791086402.2407076,"response_at":1791086402.5296438,"sequence":null,"sha256":"bc32eb62e208e9027c5b0f66b90efaa50c20090ab1a50bfad01da8ebe21e3fd3","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791087301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 04:15:01 GMT"},"metrics":{"ask":"62.57000","ask_levels":100,"bid":"62.53000","bid_levels":100,"depth_1pct_eur":{"buy":"220916.77415000","sell":"433682.24993000"},"mid":"62.55000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598210004794630014383890043","mid_cost_bps":3.1974420463629096,"side":"buy","target_ltc":null,"vwap":"62.57000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.599232368463137693906924676","mid_cost_bps":3.1974420463629096,"side":"sell","target_ltc":"1.599232368463137693906924676","vwap":"62.53000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.98210004794630014383890043","mid_cost_bps":3.1974420463629096,"side":"buy","target_ltc":null,"vwap":"62.57000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.99232368463137693906924676","mid_cost_bps":3.1974420463629096,"side":"sell","target_ltc":"15.99232368463137693906924676","vwap":"62.53000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.24790766337418,"ltc":"159.7850822683706070287539936","mid_cost_bps":5.446068465185011,"side":"buy","target_ltc":null,"vwap":"62.58406515824973224442458584"},{"budget_eur":10000,"eur":"9999.000577631536862306093074","filled_fraction":1.0,"full":true,"impact_bps":0.9994223684631377,"ltc":"159.9232368463137693906924676","mid_cost_bps":4.196544855315747,"side":"sell","target_ltc":"159.9232368463137693906924676","vwap":"62.52375061193000000000000000"}],"spread_bps":6.394884092725819},"raw_file":"1791087301-kraken.json","request_at":1791087301.770319,"response_at":1791087301.964118,"sequence":null,"sha256":"bedc847c1789679cb561d82c80196932b8c3d7dc355986675e441ceaa2bea277","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 04:15:01 GMT"},"metrics":{"ask":"62.575","ask_levels":625,"bid":"62.505","bid_levels":222,"depth_1pct_eur":{"buy":"56938.65107152633","sell":"87928.80716068226"},"mid":"62.540","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598082301238513783459848182","mid_cost_bps":5.596418292292933,"side":"buy","target_ltc":null,"vwap":"62.57500000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.599872010239180865530757539","mid_cost_bps":5.596418292292933,"side":"sell","target_ltc":"1.599872010239180865530757539","vwap":"62.50500000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.4472759723783493,"ltc":"15.97851048095578954095898509","mid_cost_bps":7.044504220843863,"side":"buy","target_ltc":null,"vwap":"62.58405632939715752087889392"},{"budget_eur":1000,"eur":"999.9876051124576081913446922","filled_fraction":1.0,"full":true,"impact_bps":0.12394887542391808,"ltc":"15.99872010239180865530757539","mid_cost_bps":5.720297800741477,"side":"sell","target_ltc":"15.99872010239180865530757539","vwap":"62.50422525755416280000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.466243393504849,"ltc":"159.6092573388670916334661355","mid_cost_bps":18.06963831705414,"side":"buy","target_ltc":null,"vwap":"62.65300751803485658901250045"},{"budget_eur":10000,"eur":"9992.415235401142109431245498","filled_fraction":1.0,"full":true,"impact_bps":7.58476459885789,"ltc":"159.9872010239180865530757539","mid_cost_bps":13.176938139616444,"side":"sell","target_ltc":"159.9872010239180865530757539","vwap":"62.45759142887483875500000000"}],"spread_bps":11.192836584585866},"raw_file":"1791087301-coinbase.json","request_at":1791087301.771361,"response_at":1791087301.8868542,"sequence":10020193702,"sha256":"3f06d6e4d20fbd11f60e6a21dfc7813792abbec9712b98bae1144dcb972d35cc","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791087301.904,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 04:15:02 GMT"},"metrics":{"ask":"62.57","ask_levels":100,"bid":"62.54","bid_levels":100,"depth_1pct_eur":{"buy":"79889.38951974","sell":"83538.49015687"},"mid":"62.555","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598210004794630014383890043","mid_cost_bps":2.397889856925905,"side":"buy","target_ltc":null,"vwap":"62.57000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598976654940837863767188999","mid_cost_bps":2.397889856925905,"side":"sell","target_ltc":"1.598976654940837863767188999","vwap":"62.54000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.663468237359415,"ltc":"15.97784439984025559105431310","mid_cost_bps":5.061996764632381,"side":"buy","target_ltc":null,"vwap":"62.58666532076115786054009330"},{"budget_eur":1000,"eur":"999.8467472380236648544931244","filled_fraction":1.0,"full":true,"impact_bps":1.5325276197633515,"ltc":"15.98976654940837863767188999","mid_cost_bps":3.9300499934457678,"side":"sell","target_ltc":"15.98976654940837863767188999","vwap":"62.53041557226600000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.186409878043865,"ltc":"159.6743171070687729376097016","mid_cost_bps":11.586502534876582,"side":"buy","target_ltc":null,"vwap":"62.62747936660692046073963779"},{"budget_eur":10000,"eur":"9988.057712365650783498560921","filled_fraction":1.0,"full":true,"impact_bps":11.942287634349217,"ltc":"159.8976654940837863767188999","mid_cost_bps":14.337313862236432,"side":"sell","target_ltc":"159.8976654940837863767188999","vwap":"62.46531293313478000000000000"}],"spread_bps":4.79577971385181},"raw_file":"1791087301-okx.json","request_at":1791087301.7715976,"response_at":1791087302.0257347,"sequence":null,"sha256":"e57c6780327291fdb55f670053e718efc3d19e5152df07ba5c55dd3ebbf04a2e","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791088202,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 04:30:02 GMT"},"metrics":{"ask":"62.50000","ask_levels":100,"bid":"62.48000","bid_levels":100,"depth_1pct_eur":{"buy":"243142.70814000","sell":"447502.17026000"},"mid":"62.49000","orders":[{"budget_eur":100,"eur":"100.000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.6","mid_cost_bps":1.6002560409665547,"side":"buy","target_ltc":null,"vwap":"62.50000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.600512163892445582586427657","mid_cost_bps":1.6002560409665547,"side":"sell","target_ltc":"1.600512163892445582586427657","vwap":"62.47999999999999999999999999"},{"budget_eur":1000,"eur":"1000.00000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16","mid_cost_bps":1.6002560409665547,"side":"buy","target_ltc":null,"vwap":"62.50000"},{"budget_eur":1000,"eur":"999.9384587836107554417413573","filled_fraction":1.0,"full":true,"impact_bps":0.6154121638924456,"ltc":"16.00512163892445582586427657","mid_cost_bps":2.215569723155705,"side":"sell","target_ltc":"16.00512163892445582586427657","vwap":"62.47615490480000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.2224963804697366,"ltc":"159.9484566677326511032938919","mid_cost_bps":4.823268103366275,"side":"buy","target_ltc":null,"vwap":"62.52014060237793585343202903"},{"budget_eur":10000,"eur":"9998.497997836107554417413573","filled_fraction":1.0,"full":true,"impact_bps":1.5020021638924457,"ltc":"160.0512163892445582586427657","mid_cost_bps":3.102017846055369,"side":"sell","target_ltc":"160.0512163892445582586427657","vwap":"62.47061549048000000000000000"}],"spread_bps":3.2005120819331094},"raw_file":"1791088202-kraken.json","request_at":1791088202.1779928,"response_at":1791088202.3678477,"sequence":null,"sha256":"716ccd6f292deeedd0e6918615a77c78c2befcb6332d250bb091c86c41d3b71f","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 04:30:02 GMT"},"metrics":{"ask":"62.519","ask_levels":624,"bid":"62.438","bid_levels":223,"depth_1pct_eur":{"buy":"54338.30356124060","sell":"87694.89338170541"},"mid":"62.4785","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.599513747820662518594347318","mid_cost_bps":6.482229887081156,"side":"buy","target_ltc":null,"vwap":"62.51900000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.601588776065857330471828053","mid_cost_bps":6.482229887081156,"side":"sell","target_ltc":"1.601588776065857330471828053","vwap":"62.43800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7237796705973827,"ltc":"15.99397986645869652139144342","mid_cost_bps":7.206478728299779,"side":"buy","target_ltc":null,"vwap":"62.52352499812260777659217080"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.01588776065857330471828053","mid_cost_bps":6.482229887081156,"side":"sell","target_ltc":"16.01588776065857330471828053","vwap":"62.43800000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.09750919377252,"ltc":"159.7581072649245397402763154","mid_cost_bps":18.58758096441919,"side":"buy","target_ltc":null,"vwap":"62.59463241772854642375980057"},{"budget_eur":10000,"eur":"9998.210186915964628271245072","filled_fraction":1.0,"full":true,"impact_bps":1.7898130840353716,"ltc":"160.1588776065857330471828053","mid_cost_bps":8.270882773129966,"side":"sell","target_ltc":"160.1588776065857330471828053","vwap":"62.42682476506589994600000000"}],"spread_bps":12.964459774162313},"raw_file":"1791088202-coinbase.json","request_at":1791088202.1789885,"response_at":1791088202.308346,"sequence":10020211184,"sha256":"5a5e83823dac79d1b1162a9a2c9ce3c69e7e33aa94936bcf29a2924216558125","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791088202.254,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 04:30:02 GMT"},"metrics":{"ask":"62.5","ask_levels":100,"bid":"62.46","bid_levels":100,"depth_1pct_eur":{"buy":"73769.60765430","sell":"84908.26131918"},"mid":"62.48","orders":[{"budget_eur":100,"eur":"100.00","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.6","mid_cost_bps":3.201024327784891,"side":"buy","target_ltc":null,"vwap":"62.5"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.601024655779699007364713417","mid_cost_bps":3.201024327784891,"side":"sell","target_ltc":"1.601024655779699007364713417","vwap":"62.45999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5551765744773314,"ltc":"15.99431373904700991365526063","mid_cost_bps":6.75733892293267,"side":"buy","target_ltc":null,"vwap":"62.52221985359048331990128717"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"16.01024655779699007364713417","mid_cost_bps":3.201024327784891,"side":"sell","target_ltc":"16.01024655779699007364713417","vwap":"62.45999999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.037011504085717,"ltc":"159.7916794037356321839080460","mid_cost_bps":16.242209010969226,"side":"buy","target_ltc":null,"vwap":"62.58148132190053573125703135"},{"budget_eur":10000,"eur":"9993.196208219542106948447009","filled_fraction":1.0,"full":true,"impact_bps":6.803791780457893,"ltc":"160.1024655779699007364713417","mid_cost_bps":10.00263819794174,"side":"sell","target_ltc":"160.1024655779699007364713417","vwap":"62.41750351653926000000000000"}],"spread_bps":6.402048655569782},"raw_file":"1791088202-okx.json","request_at":1791088202.1792037,"response_at":1791088202.3790462,"sequence":null,"sha256":"e9de4d0115f616f78025ad6ac01f92aa58be0aaffb59c800d28d10b69197a752","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791089101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 04:45:01 GMT"},"metrics":{"ask":"62.20000","ask_levels":100,"bid":"62.17000","bid_levels":100,"depth_1pct_eur":{"buy":"238462.69545000","sell":"730854.82616000"},"mid":"62.18500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607717041800643086816720257","mid_cost_bps":2.412157272654177,"side":"buy","target_ltc":null,"vwap":"62.20000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608492842206852179507801190","mid_cost_bps":2.412157272654177,"side":"sell","target_ltc":"1.608492842206852179507801190","vwap":"62.17000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"16.07717041800643086816720257","mid_cost_bps":2.412157272654177,"side":"buy","target_ltc":null,"vwap":"62.20000000000000000000000000"},{"budget_eur":1000,"eur":"999.9129407157793147820492197","filled_fraction":1.0,"full":true,"impact_bps":0.8705928422068522,"ltc":"16.08492842206852179507801190","mid_cost_bps":3.2825401141754442,"side":"sell","target_ltc":"16.08492842206852179507801190","vwap":"62.16458752430000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.644295123883684,"ltc":"160.7292026353848626064599068","mid_cost_bps":5.057090242109273,"side":"buy","target_ltc":null,"vwap":"62.21644751567055651401566499"},{"budget_eur":10000,"eur":"9997.355184315586295640984396","filled_fraction":1.0,"full":true,"impact_bps":2.6448156844137043,"ltc":"160.8492842206852179507801190","mid_cost_bps":5.056334985929083,"side":"sell","target_ltc":"160.8492842206852179507801190","vwap":"62.15355718089000000000000000"}],"spread_bps":4.824314545308354},"raw_file":"1791089101-kraken.json","request_at":1791089101.6874976,"response_at":1791089101.871916,"sequence":null,"sha256":"da6ee938aeabd398e6448848a249c6156a58784058a78900208cc5bb4b343fb8","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 04:45:01 GMT"},"metrics":{"ask":"62.182","ask_levels":628,"bid":"62.138","bid_levels":226,"depth_1pct_eur":{"buy":"57309.40774607005","sell":"68289.47707553637"},"mid":"62.160","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.608182432215110482133093178","mid_cost_bps":3.539253539253539,"side":"buy","target_ltc":null,"vwap":"62.18200000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.609321188322765457530013840","mid_cost_bps":3.539253539253539,"side":"sell","target_ltc":"1.609321188322765457530013840","vwap":"62.13800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.15407484494853,"ltc":"16.07675359374125930331624042","mid_cost_bps":6.694444691257875,"side":"buy","target_ltc":null,"vwap":"62.20161266820085894740769116"},{"budget_eur":1000,"eur":"999.9613346111748128359457980","filled_fraction":1.0,"full":true,"impact_bps":0.38665388825187164,"ltc":"16.09321188322765457530013840","mid_cost_bps":3.925770580891165,"side":"sell","target_ltc":"16.09321188322765457530013840","vwap":"62.13559741006918052000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":16.049540557101437,"ltc":"160.5605509141343532505853299","mid_cost_bps":19.59447443567699,"side":"buy","target_ltc":null,"vwap":"62.28179925309216816018506661"},{"budget_eur":10000,"eur":"9993.429570026998365251536901","filled_fraction":1.0,"full":true,"impact_bps":6.570429973001635,"ltc":"160.9321188322765457530013840","mid_cost_bps":10.107358070501538,"side":"sell","target_ltc":"160.9321188322765457530013840","vwap":"62.09717266223376244200000000"}],"spread_bps":7.078507078507078},"raw_file":"1791089101-coinbase.json","request_at":1791089101.6885805,"response_at":1791089101.7936165,"sequence":10020230189,"sha256":"3779ec9f8677596df559a451c1b2f54576885e9d9c05960308ec727e74691d1a","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791089101.854,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 04:45:01 GMT"},"metrics":{"ask":"62.19","ask_levels":100,"bid":"62.18","bid_levels":100,"depth_1pct_eur":{"buy":"78816.77858031","sell":"83176.21509500"},"mid":"62.185","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.607975558771506673098568902","mid_cost_bps":0.804052424218059,"side":"buy","target_ltc":null,"vwap":"62.18999999999999999999999999"},{"budget_eur":100,"eur":"99.96818617682212930202637506","filled_fraction":1.0,"full":true,"impact_bps":3.1813823177870697,"ltc":"1.608234158893534898681247990","mid_cost_bps":3.9851789421886306,"side":"sell","target_ltc":"1.608234158893534898681247990","vwap":"62.16021816474800000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.472131362775975,"ltc":"16.07417442320051413881748072","mid_cost_bps":4.276462964557978,"side":"buy","target_ltc":null,"vwap":"62.21159318494510378799423085"},{"budget_eur":1000,"eur":"999.6787040282212930202637506","filled_fraction":1.0,"full":true,"impact_bps":3.21295971778707,"ltc":"16.08234158893534898681247990","mid_cost_bps":4.016753803200129,"side":"sell","target_ltc":"16.08234158893534898681247990","vwap":"62.16002181647480000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.71126321026655,"ltc":"160.6255056701991008349389852","mid_cost_bps":11.516176876199674,"side":"buy","target_ltc":null,"vwap":"62.25661334590464767439170307"},{"budget_eur":10000,"eur":"9989.536225339958185911868770","filled_fraction":1.0,"full":true,"impact_bps":10.463774660041814,"ltc":"160.8234158893534898681247990","mid_cost_bps":11.266985741921685,"side":"sell","target_ltc":"160.8234158893534898681247990","vwap":"62.11493624916386000000000000"}],"spread_bps":1.608104848436118},"raw_file":"1791089101-okx.json","request_at":1791089101.688863,"response_at":1791089101.9789035,"sequence":null,"sha256":"cd9cb6f6b518c59801549367e6ad92b394f9c196c382e6e85f77bcbbd184e6c9","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791090001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 05:00:01 GMT"},"metrics":{"ask":"62.58000","ask_levels":100,"bid":"62.55000","bid_levels":100,"depth_1pct_eur":{"buy":"579610.37599000","sell":"415825.90509000"},"mid":"62.56500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597954618088846276765739853","mid_cost_bps":2.397506593143131,"side":"buy","target_ltc":null,"vwap":"62.58000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598721023181454836131095124","mid_cost_bps":2.397506593143131,"side":"sell","target_ltc":"1.598721023181454836131095124","vwap":"62.55000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.97954618088846276765739853","mid_cost_bps":2.397506593143131,"side":"buy","target_ltc":null,"vwap":"62.58000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.98721023181454836131095124","mid_cost_bps":2.397506593143131,"side":"sell","target_ltc":"15.98721023181454836131095124","vwap":"62.55000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.465819942072481,"ltc":"159.7560688388436352020444019","mid_cost_bps":4.863917717172475,"side":"buy","target_ltc":null,"vwap":"62.59543110119748958789088714"},{"budget_eur":10000,"eur":"9996.913736930455635491606715","filled_fraction":1.0,"full":true,"impact_bps":3.0862630695443647,"ltc":"159.8721023181454836131095124","mid_cost_bps":5.483029729081755,"side":"sell","target_ltc":"159.8721023181454836131095124","vwap":"62.53069542450000000000000000"}],"spread_bps":4.795013186286262},"raw_file":"1791090001-kraken.json","request_at":1791090001.4134789,"response_at":1791090001.7915208,"sequence":null,"sha256":"02db7d5d055a59765cf66378539347ec2d39d50064a67ced1e7fa095de9149a3","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 05:00:01 GMT"},"metrics":{"ask":"62.603","ask_levels":624,"bid":"62.488","bid_levels":224,"depth_1pct_eur":{"buy":"50530.94027209255","sell":"53232.20724909431"},"mid":"62.5455","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597367538296886730667859368","mid_cost_bps":9.193307272305761,"side":"buy","target_ltc":null,"vwap":"62.60299999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.600307258993726795544744591","mid_cost_bps":9.193307272305761,"side":"sell","target_ltc":"1.600307258993726795544744591","vwap":"62.48800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9155735161566568,"ltc":"15.97221300944628112372829924","mid_cost_bps":10.10972250332886,"side":"buy","target_ltc":null,"vwap":"62.60873176488319551891873118"},{"budget_eur":1000,"eur":"999.9876007599700627320445526","filled_fraction":1.0,"full":true,"impact_bps":0.12399240029937268,"ltc":"16.00307258993726795544744591","mid_cost_bps":9.317185682581595,"side":"sell","target_ltc":"16.00307258993726795544744591","vwap":"62.48722519628900928000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":16.675722357851225,"ltc":"159.4708247099845467580054166","mid_cost_bps":25.884360134119326,"side":"buy","target_ltc":null,"vwap":"62.70739502467685603122987867"},{"budget_eur":10000,"eur":"9986.895020256880556906926130","filled_fraction":1.0,"full":true,"impact_bps":13.104979743119443,"ltc":"160.0307258993726795544744591","mid_cost_bps":22.28623920486762,"side":"sell","target_ltc":"160.0307258993726795544744591","vwap":"62.40610960258119522400000000"}],"spread_bps":18.386614544611522},"raw_file":"1791090001-coinbase.json","request_at":1791090001.4146562,"response_at":1791090001.5430052,"sequence":10020253177,"sha256":"1a1ffd990697437c4b2a7c9d160ea3d8d1d348e588453bce28189ffbc6080f55","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791090001.554,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 05:00:01 GMT"},"metrics":{"ask":"62.59","ask_levels":100,"bid":"62.55","bid_levels":100,"depth_1pct_eur":{"buy":"70568.97212796","sell":"73173.86431186"},"mid":"62.57","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597699312989295414602971721","mid_cost_bps":3.19642000958926,"side":"buy","target_ltc":null,"vwap":"62.58999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598721023181454836131095124","mid_cost_bps":3.19642000958926,"side":"sell","target_ltc":"1.598721023181454836131095124","vwap":"62.55000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8876792915766144,"ltc":"15.97557501118210862619808307","mid_cost_bps":4.0843830407508435,"side":"buy","target_ltc":null,"vwap":"62.59555598468597802970959614"},{"budget_eur":1000,"eur":"999.8223210953637090327737810","filled_fraction":1.0,"full":true,"impact_bps":1.7767890463629097,"ltc":"15.98721023181454836131095124","mid_cost_bps":4.972641119546108,"side":"sell","target_ltc":"15.98721023181454836131095124","vwap":"62.53888618451500000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.212139378274003,"ltc":"159.6707416087789305666400638","mid_cost_bps":9.410545048524371,"side":"buy","target_ltc":null,"vwap":"62.62888178036861698514109594"},{"budget_eur":10000,"eur":"9988.227557431822541966426859","filled_fraction":1.0,"full":true,"impact_bps":11.772442568177459,"ltc":"159.8721023181454836131095124","mid_cost_bps":14.965099610668052,"side":"sell","target_ltc":"159.8721023181454836131095124","vwap":"62.47636337173605000000000000"}],"spread_bps":6.39284001917852},"raw_file":"1791090001-okx.json","request_at":1791090001.4148922,"response_at":1791090001.6844733,"sequence":null,"sha256":"358f0c4089e8203fc23b5284a424bb7f5a16e03d6dd30708b3e17964f18e1e37","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791090901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 05:15:01 GMT"},"metrics":{"ask":"62.32000","ask_levels":100,"bid":"62.30000","bid_levels":100,"depth_1pct_eur":{"buy":"242774.23096000","sell":"389581.62360000"},"mid":"62.31000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604621309370988446726572529","mid_cost_bps":1.6048788316482105,"side":"buy","target_ltc":null,"vwap":"62.32000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.605136436597110754414125201","mid_cost_bps":1.6048788316482105,"side":"sell","target_ltc":"1.605136436597110754414125201","vwap":"62.29999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8045569448154032,"ltc":"16.04492218835231830579175357","mid_cost_bps":2.409564898104573,"side":"buy","target_ltc":null,"vwap":"62.32501399888008959283257339"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.05136436597110754414125201","mid_cost_bps":1.6048788316482105,"side":"sell","target_ltc":"16.05136436597110754414125201","vwap":"62.29999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.4757627723492117,"ltc":"160.4063774855676715843489416","mid_cost_bps":5.08119942180714,"side":"buy","target_ltc":null,"vwap":"62.34166095359728028805766209"},{"budget_eur":10000,"eur":"9997.553867126805778491171752","filled_fraction":1.0,"full":true,"impact_bps":2.4461328731942213,"ltc":"160.5136436597110754414125201","mid_cost_bps":4.050619130155673,"side":"sell","target_ltc":"160.5136436597110754414125201","vwap":"62.28476059220000000000000000"}],"spread_bps":3.209757663296421},"raw_file":"1791090901-kraken.json","request_at":1791090901.3681934,"response_at":1791090901.5658524,"sequence":null,"sha256":"aad6cd5ab4c96f04c080c94c00de1327b7e1d49504e7712da6c96994a4594809","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 05:15:01 GMT"},"metrics":{"ask":"62.351","ask_levels":626,"bid":"62.277","bid_levels":228,"depth_1pct_eur":{"buy":"54821.65389392663","sell":"88363.37250419459"},"mid":"62.314","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.603823515260380747702522814","mid_cost_bps":5.937670507430112,"side":"buy","target_ltc":null,"vwap":"62.35100000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.605729241935224882380333028","mid_cost_bps":5.937670507430112,"side":"sell","target_ltc":"1.605729241935224882380333028","vwap":"62.27700000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.14258515956811077,"ltc":"16.03800647443257634077495509","mid_cost_bps":6.0803403293679,"side":"buy","target_ltc":null,"vwap":"62.35188903272842312744762174"},{"budget_eur":1000,"eur":"999.9905465401406477511761965","filled_fraction":1.0,"full":true,"impact_bps":0.09453459859352249,"ltc":"16.05729241935224882380333028","mid_cost_bps":6.032148974493834,"side":"sell","target_ltc":"16.05729241935224882380333028","vwap":"62.27641126688033912000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.912588976908975,"ltc":"160.1755234561829814459373001","mid_cost_bps":18.857926554213364,"side":"buy","target_ltc":null,"vwap":"62.43151128352992514657587827"},{"budget_eur":10000,"eur":"9996.940356093618415305811133","filled_fraction":1.0,"full":true,"impact_bps":3.059643906381585,"ltc":"160.5729241935224882380333028","mid_cost_bps":8.99549769807308,"side":"sell","target_ltc":"160.5729241935224882380333028","vwap":"62.25794545564422740500000000"}],"spread_bps":11.875341014860224},"raw_file":"1791090901-coinbase.json","request_at":1791090901.369256,"response_at":1791090901.4957795,"sequence":10020270326,"sha256":"4cacddfdbfb2743a9412628b5fe99e3e865fbc656b55ee3c4fc09b8b5f3010e7","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791090901.459,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 05:15:01 GMT"},"metrics":{"ask":"62.33","ask_levels":100,"bid":"62.3","bid_levels":100,"depth_1pct_eur":{"buy":"80511.79650804","sell":"79027.20449172"},"mid":"62.315","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.604363869725653778276913204","mid_cost_bps":2.407125090267191,"side":"buy","target_ltc":null,"vwap":"62.33000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.605136436597110754414125201","mid_cost_bps":2.407125090267191,"side":"sell","target_ltc":"1.605136436597110754414125201","vwap":"62.29999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5648521303747223,"ltc":"16.03792141542408209074875742","mid_cost_bps":5.972835325142525,"side":"buy","target_ltc":null,"vwap":"62.35221972332862564390516983"},{"budget_eur":1000,"eur":"999.7324136390208667736757627","filled_fraction":1.0,"full":true,"impact_bps":2.675863609791332,"ltc":"16.05136436597110754414125201","mid_cost_bps":5.082344586215197,"side":"sell","target_ltc":"16.05136436597110754414125201","vwap":"62.28332936971100000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.00892693504652,"ltc":"160.2599579557904853435848150","mid_cost_bps":13.418702011737938,"side":"buy","target_ltc":null,"vwap":"62.39861864158614496439132012"},{"budget_eur":10000,"eur":"9988.716648664237560192616375","filled_fraction":1.0,"full":true,"impact_bps":11.28335133576244,"ltc":"160.5136436597110754414125201","mid_cost_bps":13.68776038221937,"side":"sell","target_ltc":"160.5136436597110754414125201","vwap":"62.22970472117820000000000000"}],"spread_bps":4.814250180534382},"raw_file":"1791090901-okx.json","request_at":1791090901.3695755,"response_at":1791090901.5836926,"sequence":null,"sha256":"3c4f832fb8438dba93af4ba3f07bce4168092e9ca8564fec92a878dea16b7c4c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791091802,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 05:30:02 GMT"},"metrics":{"ask":"62.57000","ask_levels":100,"bid":"62.55000","bid_levels":100,"depth_1pct_eur":{"buy":"218137.89604000","sell":"353223.54972000"},"mid":"62.56000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598210004794630014383890043","mid_cost_bps":1.5984654731457801,"side":"buy","target_ltc":null,"vwap":"62.57000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598721023181454836131095124","mid_cost_bps":1.5984654731457801,"side":"sell","target_ltc":"1.598721023181454836131095124","vwap":"62.55000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.786962286870082,"ltc":"15.97445313747405396774708606","mid_cost_bps":6.386192939409543,"side":"buy","target_ltc":null,"vwap":"62.59995202302894610586918280"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.98721023181454836131095124","mid_cost_bps":1.5984654731457801,"side":"sell","target_ltc":"15.98721023181454836131095124","vwap":"62.55000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.108822805273126,"ltc":"159.6755548459204853903879930","mid_cost_bps":10.70874429229443,"side":"buy","target_ltc":null,"vwap":"62.62699390429259395549013646"},{"budget_eur":10000,"eur":"9997.164017953637090327737810","filled_fraction":1.0,"full":true,"impact_bps":2.8359820463629095,"ltc":"159.8721023181454836131095124","mid_cost_bps":4.433994197570333,"side":"sell","target_ltc":"159.8721023181454836131095124","vwap":"62.53226093230000000000000000"}],"spread_bps":3.1969309462915603},"raw_file":"1791091802-kraken.json","request_at":1791091802.0340054,"response_at":1791091802.239342,"sequence":null,"sha256":"ebf4acc208bee9a530db3489efad9e0d3c6cd1f7a1184e6f4fb4caf136a1e112","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 05:30:02 GMT"},"metrics":{"ask":"62.605","ask_levels":625,"bid":"62.539","bid_levels":225,"depth_1pct_eur":{"buy":"51264.79744527200","sell":"87655.60014436901"},"mid":"62.572","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597316508266112930277134414","mid_cost_bps":5.273924439046219,"side":"buy","target_ltc":null,"vwap":"62.60500000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.599002222613089432194310750","mid_cost_bps":5.273924439046219,"side":"sell","target_ltc":"1.599002222613089432194310750","vwap":"62.53900000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9603606861072217,"ltc":"15.97163122998850097422301722","mid_cost_bps":6.2347916121227165,"side":"buy","target_ltc":null,"vwap":"62.61101233807537426124247646"},{"budget_eur":1000,"eur":"999.9906138103338691056780568","filled_fraction":1.0,"full":true,"impact_bps":0.09386189666130894,"ltc":"15.99002222613089432194310750","mid_cost_bps":5.367736833652458,"side":"sell","target_ltc":"15.99002222613089432194310750","vwap":"62.53841299708446984000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":16.792660891336933,"ltc":"159.4638685596969214606348095","mid_cost_bps":22.075441652850294,"side":"buy","target_ltc":null,"vwap":"62.71013045351021487059081058"},{"budget_eur":10000,"eur":"9991.951211921399211372103807","filled_fraction":1.0,"full":true,"impact_bps":8.048788078600788,"ltc":"159.9002222613089432194310750","mid_cost_bps":13.318467647631763,"side":"sell","target_ltc":"159.9002222613089432194310750","vwap":"62.48866368423523852800000000"}],"spread_bps":10.547848878092438},"raw_file":"1791091802-coinbase.json","request_at":1791091802.0350566,"response_at":1791091802.1704972,"sequence":10020286978,"sha256":"370fd5dce5f3937b64fdfc40d9916910fc0aedddc46919d5a456b8cdc74c6e3e","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791091802.109,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 05:30:02 GMT"},"metrics":{"ask":"62.61","ask_levels":100,"bid":"62.57","bid_levels":100,"depth_1pct_eur":{"buy":"81284.81902471","sell":"73865.69544086"},"mid":"62.59","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597188947452483628813288612","mid_cost_bps":3.1953986259785907,"side":"buy","target_ltc":null,"vwap":"62.61000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598210004794630014383890043","mid_cost_bps":3.1953986259785907,"side":"sell","target_ltc":"1.598210004794630014383890043","vwap":"62.57000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.838496335930205,"ltc":"15.96735714604948124501197127","mid_cost_bps":6.034801974637964,"side":"buy","target_ltc":null,"vwap":"62.62777182555925901488229110"},{"budget_eur":1000,"eur":"999.9112043595205369985616109","filled_fraction":1.0,"full":true,"impact_bps":0.88795640479463,"ltc":"15.98210004794630014383890043","mid_cost_bps":4.08307129330564,"side":"sell","target_ltc":"15.98210004794630014383890043","vwap":"62.56444405677520000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.424649151126358,"ltc":"159.5525667922512755102040816","mid_cost_bps":13.62337886806233,"side":"buy","target_ltc":null,"vwap":"62.67526872833520212411770030"},{"budget_eur":10000,"eur":"9990.762312982464439827393318","filled_fraction":1.0,"full":true,"impact_bps":9.23768701753556,"ltc":"159.8210004794630014383890043","mid_cost_bps":12.430133834273846,"side":"sell","target_ltc":"159.8210004794630014383890043","vwap":"62.51219979233128000000000000"}],"spread_bps":6.390797251957181},"raw_file":"1791091802-okx.json","request_at":1791091802.035386,"response_at":1791091802.2415054,"sequence":null,"sha256":"e67a0f595ed4e3406b7e2d52670df450468c78d64b6722b1772895bab63b91ba","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791092702,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 05:45:02 GMT"},"metrics":{"ask":"62.90000","ask_levels":100,"bid":"62.86000","bid_levels":100,"depth_1pct_eur":{"buy":"228164.47305000","sell":"367967.39374000"},"mid":"62.88000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.589825119236883942766295707","mid_cost_bps":3.1806615776081424,"side":"buy","target_ltc":null,"vwap":"62.90000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.590836780146356983773464843","mid_cost_bps":3.1806615776081424,"side":"sell","target_ltc":"1.590836780146356983773464843","vwap":"62.85999999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.89825119236883942766295707","mid_cost_bps":3.1806615776081424,"side":"buy","target_ltc":null,"vwap":"62.90000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"15.90836780146356983773464843","mid_cost_bps":3.1806615776081424,"side":"sell","target_ltc":"15.90836780146356983773464843","vwap":"62.85999999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.875388543700968,"ltc":"158.9685959949141767323585505","mid_cost_bps":4.056328552779753,"side":"buy","target_ltc":null,"vwap":"62.90550619393987908821879988"},{"budget_eur":10000,"eur":"9996.488802879414572064906144","filled_fraction":1.0,"full":true,"impact_bps":3.511197120585428,"ltc":"159.0836780146356983773464843","mid_cost_bps":6.690741905216285,"side":"sell","target_ltc":"159.0836780146356983773464843","vwap":"62.83792861490000000000000000"}],"spread_bps":6.361323155216285},"raw_file":"1791092702-kraken.json","request_at":1791092702.0947504,"response_at":1791092702.2764099,"sequence":null,"sha256":"a834105f9bdbe7e21bb30bd0570595b31f67d21131ea660fefd5b5c9b459e9e8","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 05:45:02 GMT"},"metrics":{"ask":"62.902","ask_levels":622,"bid":"62.858","bid_levels":224,"depth_1pct_eur":{"buy":"54114.41590457539","sell":"85337.32514343086"},"mid":"62.880","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.589774569965978824202728053","mid_cost_bps":3.4987277353689565,"side":"buy","target_ltc":null,"vwap":"62.90200000000000000000000000"},{"budget_eur":100,"eur":"99.96913440406019917910210315","filled_fraction":1.0,"full":true,"impact_bps":3.0865595939800823,"ltc":"1.590887396990041044894842343","mid_cost_bps":6.584207426183206,"side":"sell","target_ltc":"1.590887396990041044894842343","vwap":"62.83859850370416000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.6134614575934626,"ltc":"15.89677049405995676500508647","mid_cost_bps":4.112403826424045,"side":"buy","target_ltc":null,"vwap":"62.90585879526055439866435371"},{"budget_eur":1000,"eur":"999.6705172387920913805720831","filled_fraction":1.0,"full":true,"impact_bps":3.2948276120790863,"ltc":"15.90887396990041044894842343","mid_cost_bps":6.792402576973079,"side":"sell","target_ltc":"15.90887396990041044894842343","vwap":"62.83728937259599328000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.112085485944592,"ltc":"158.7534228092108934119586583","mid_cost_bps":17.615750655802906,"side":"buy","target_ltc":null,"vwap":"62.99076784012368866850779731"},{"budget_eur":10000,"eur":"9992.085249911121745521651977","filled_fraction":1.0,"full":true,"impact_bps":7.914750088878255,"ltc":"159.0887396990041044894842343","mid_cost_bps":11.410708668681764,"side":"sell","target_ltc":"159.0887396990041044894842343","vwap":"62.80824946389132906800000000"}],"spread_bps":6.997455470737913},"raw_file":"1791092702-coinbase.json","request_at":1791092702.0957382,"response_at":1791092702.211394,"sequence":10020301989,"sha256":"bc383919bb0d5cab567890a3bbef6399b82ebd3b5ae0a8e133f4821df52a21a4","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791092702.259,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 05:45:02 GMT"},"metrics":{"ask":"62.9","ask_levels":100,"bid":"62.87","bid_levels":100,"depth_1pct_eur":{"buy":"75492.16676022","sell":"84073.21738014"},"mid":"62.885","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.589825119236883942766295707","mid_cost_bps":2.3853065118867773,"side":"buy","target_ltc":null,"vwap":"62.90000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.590583744234133927151264514","mid_cost_bps":2.3853065118867773,"side":"sell","target_ltc":"1.590583744234133927151264514","vwap":"62.87000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5288445053923243,"ltc":"15.89264292580235144582141722","mid_cost_bps":5.914992754856916,"side":"buy","target_ltc":null,"vwap":"62.92219643193891771897181724"},{"budget_eur":1000,"eur":"999.7348831767297598218546206","filled_fraction":1.0,"full":true,"impact_bps":2.651168232702402,"ltc":"15.90583744234133927151264514","mid_cost_bps":5.035842359704222,"side":"sell","target_ltc":"15.90583744234133927151264514","vwap":"62.85333210532100000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.162968384916663,"ltc":"158.8211025392919511033497380","mid_cost_bps":12.550699076270305,"side":"buy","target_ltc":null,"vwap":"62.96392507114112581374220224"},{"budget_eur":10000,"eur":"9990.198270941892794655638619","filled_fraction":1.0,"full":true,"impact_bps":9.801729058107206,"ltc":"159.0583744234133927151264514","mid_cost_bps":12.184697557178977,"side":"sell","target_ltc":"159.0583744234133927151264514","vwap":"62.80837652941168000000000000"}],"spread_bps":4.770613023773555},"raw_file":"1791092702-okx.json","request_at":1791092702.0959659,"response_at":1791092702.3845336,"sequence":null,"sha256":"e04858e75643121eac40d00a6c4c752dae67c678fe24050b9e5088508a116d8a","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791093602,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 06:00:02 GMT"},"metrics":{"ask":"62.78000","ask_levels":100,"bid":"62.76000","bid_levels":100,"depth_1pct_eur":{"buy":"256256.98713000","sell":"384345.20639000"},"mid":"62.77000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.592863969417011787193373686","mid_cost_bps":1.5931177314003504,"side":"buy","target_ltc":null,"vwap":"62.78000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.593371574251115360101975781","mid_cost_bps":1.5931177314003504,"side":"sell","target_ltc":"1.593371574251115360101975781","vwap":"62.75999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7385008792868943,"ltc":"15.92746344959388437649307214","mid_cost_bps":2.3317362625717895,"side":"buy","target_ltc":null,"vwap":"62.78463630852016312246444788"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"15.93371574251115360101975781","mid_cost_bps":1.5931177314003504,"side":"sell","target_ltc":"15.93371574251115360101975781","vwap":"62.75999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.9740687961919152,"ltc":"159.2549589171974522292993631","mid_cost_bps":3.5675010199924877,"side":"buy","target_ltc":null,"vwap":"62.79239320390249284421186647"},{"budget_eur":10000,"eur":"9998.693706851497769279796050","filled_fraction":1.0,"full":true,"impact_bps":1.3062931485022307,"ltc":"159.3371574251115360101975781","mid_cost_bps":2.8992027720248528,"side":"sell","target_ltc":"159.3371574251115360101975781","vwap":"62.75180170420000000000000000"}],"spread_bps":3.186235462800701},"raw_file":"1791093602-kraken.json","request_at":1791093602.1994452,"response_at":1791093602.3952882,"sequence":null,"sha256":"6712915d1e3659445f1c005c59fd99fab22e00fd1fb74c433a077c0124c2a682","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 06:00:02 GMT"},"metrics":{"ask":"62.796","ask_levels":621,"bid":"62.726","bid_levels":224,"depth_1pct_eur":{"buy":"51752.71243931249","sell":"78021.61653717167"},"mid":"62.761","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.592458118351487355882540289","mid_cost_bps":5.576711652140661,"side":"buy","target_ltc":null,"vwap":"62.79600000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.594235245352804259796575583","mid_cost_bps":5.576711652140661,"side":"sell","target_ltc":"1.594235245352804259796575583","vwap":"62.72599999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9515930048212793,"ltc":"15.92306595569699864660456970","mid_cost_bps":6.528835332941748,"side":"buy","target_ltc":null,"vwap":"62.80197562343307570544908723"},{"budget_eur":1000,"eur":"999.9561423454853037018142399","filled_fraction":1.0,"full":true,"impact_bps":0.438576545146963,"ltc":"15.94235245352804259796575583","mid_cost_bps":6.015043615794656,"side":"sell","target_ltc":"15.94235245352804259796575583","vwap":"62.72324898476291116000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":15.989263047468329,"ltc":"158.9915959900865051903114187","mid_cost_bps":21.574891450563587,"side":"buy","target_ltc":null,"vwap":"62.89640617623288212149370150"},{"budget_eur":10000,"eur":"9995.614968501587661256895069","filled_fraction":1.0,"full":true,"impact_bps":4.385031498412339,"ltc":"159.4235245352804259796575583","mid_cost_bps":9.95929774492778,"side":"sell","target_ltc":"159.4235245352804259796575583","vwap":"62.69849445142305876400000000"}],"spread_bps":11.153423304281322},"raw_file":"1791093602-coinbase.json","request_at":1791093602.200403,"response_at":1791093602.3322687,"sequence":10020317256,"sha256":"88e07c12d18c658d64d68d8a29fee7efb073b98b153b740618a79cb162487411","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791093602.309,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 06:00:02 GMT"},"metrics":{"ask":"62.79","ask_levels":100,"bid":"62.76","bid_levels":100,"depth_1pct_eur":{"buy":"76057.30984721","sell":"76570.14916370"},"mid":"62.775","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.592610288262462175505653767","mid_cost_bps":2.3894862604540026,"side":"buy","target_ltc":null,"vwap":"62.78999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.593371574251115360101975781","mid_cost_bps":2.3894862604540026,"side":"sell","target_ltc":"1.593371574251115360101975781","vwap":"62.75999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.135440418521413,"ltc":"15.92270268433619866284622732","mid_cost_bps":4.525436939529423,"side":"buy","target_ltc":null,"vwap":"62.80340843038789595372677809"},{"budget_eur":1000,"eur":"999.8628253302995538559592098","filled_fraction":1.0,"full":true,"impact_bps":1.3717466970044614,"ltc":"15.93371574251115360101975781","mid_cost_bps":3.7609051804699325,"side":"sell","target_ltc":"15.93371574251115360101975781","vwap":"62.75139091772960000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.40261498524519,"ltc":"159.1114224817111959287531807","mid_cost_bps":11.794347987631152,"side":"buy","target_ltc":null,"vwap":"62.84903901949235455231783864"},{"budget_eur":10000,"eur":"9989.467020957488846398980244","filled_fraction":1.0,"full":true,"impact_bps":10.532979042511153,"ltc":"159.3371574251115360101975781","mid_cost_bps":12.919948462094784,"side":"sell","target_ltc":"159.3371574251115360101975781","vwap":"62.69389502352920000000000000"}],"spread_bps":4.778972520908005},"raw_file":"1791093602-okx.json","request_at":1791093602.2006254,"response_at":1791093602.4375234,"sequence":null,"sha256":"c524a2a53a6a0ce9cb8671b6837967677c8c448aaf403bae12e3437bad295c17","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791094502,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 06:15:02 GMT"},"metrics":{"ask":"62.68000","ask_levels":100,"bid":"62.65000","bid_levels":100,"depth_1pct_eur":{"buy":"237666.58615000","sell":"420881.45271000"},"mid":"62.66500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595405232929164007657945118","mid_cost_bps":2.393680682996888,"side":"buy","target_ltc":null,"vwap":"62.68000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596169193934557063048683160","mid_cost_bps":2.393680682996888,"side":"sell","target_ltc":"1.596169193934557063048683160","vwap":"62.65000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.95405232929164007657945118","mid_cost_bps":2.393680682996888,"side":"buy","target_ltc":null,"vwap":"62.68000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.96169193934557063048683160","mid_cost_bps":2.393680682996888,"side":"sell","target_ltc":"15.96169193934557063048683160","vwap":"62.65000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.2492239045075435,"ltc":"159.5205955987880720778185297","mid_cost_bps":3.643203611817327,"side":"buy","target_ltc":null,"vwap":"62.68783013543345328207952618"},{"budget_eur":10000,"eur":"9999.351300806065442936951314","filled_fraction":1.0,"full":true,"impact_bps":0.6486991939345571,"ltc":"159.6169193934557063048683160","mid_cost_bps":3.0422245990584855,"side":"sell","target_ltc":"159.6169193934557063048683160","vwap":"62.64593589955000000000000000"}],"spread_bps":4.787361365993776},"raw_file":"1791094502-kraken.json","request_at":1791094502.193234,"response_at":1791094502.387812,"sequence":null,"sha256":"1426794f89c5876ef742310f121c317ad5ee7a73df84637353ebf458e2c080a5","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 06:15:02 GMT"},"metrics":{"ask":"62.699","ask_levels":627,"bid":"62.663","bid_levels":228,"depth_1pct_eur":{"buy":"53715.21624020060","sell":"80777.98599886736"},"mid":"62.681","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594921769087226271551380405","mid_cost_bps":2.8716836042819995,"side":"buy","target_ltc":null,"vwap":"62.69899999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595838054354244131305555112","mid_cost_bps":2.8716836042819995,"side":"sell","target_ltc":"1.595838054354244131305555112","vwap":"62.66300000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.5419473695874256,"ltc":"15.94835337405623066373233821","mid_cost_bps":3.4137866040069875,"side":"buy","target_ltc":null,"vwap":"62.70239795581257619965095791"},{"budget_eur":1000,"eur":"999.5471993962718447887908333","filled_fraction":1.0,"full":true,"impact_bps":4.5280060372815525,"ltc":"15.95838054354244131305555112","mid_cost_bps":7.398389341493816,"side":"sell","target_ltc":"15.95838054354244131305555112","vwap":"62.63462615576858261000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.431191642705108,"ltc":"159.3896703571291980209045930","mid_cost_bps":9.304722081746743,"side":"buy","target_ltc":null,"vwap":"62.73932292848059675496644865"},{"budget_eur":10000,"eur":"9991.944271225769959625297223","filled_fraction":1.0,"full":true,"impact_bps":8.05572877423004,"ltc":"159.5838054354244131305555112","mid_cost_bps":10.92509902808789,"side":"sell","target_ltc":"159.5838054354244131305555112","vwap":"62.61252038678204229800000000"}],"spread_bps":5.743367208563999},"raw_file":"1791094502-coinbase.json","request_at":1791094502.1942203,"response_at":1791094502.323192,"sequence":10020331525,"sha256":"04bf70d19d674033de24893d775414d5c38a755fa5805b4c6af760046790851c","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791094502.306,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 06:15:02 GMT"},"metrics":{"ask":"62.69","ask_levels":100,"bid":"62.66","bid_levels":100,"depth_1pct_eur":{"buy":"70284.15568671","sell":"80256.78934984"},"mid":"62.675","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595150741745094911469133833","mid_cost_bps":2.3932987634623055,"side":"buy","target_ltc":null,"vwap":"62.69000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595914458984998404085541015","mid_cost_bps":2.3932987634623055,"side":"sell","target_ltc":"1.595914458984998404085541015","vwap":"62.66000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.657800788123986,"ltc":"15.94726895105229591836734694","mid_cost_bps":5.051735642720266,"side":"buy","target_ltc":null,"vwap":"62.70666175314074926808882630"},{"budget_eur":1000,"eur":"999.7340162023045004787743377","filled_fraction":1.0,"full":true,"impact_bps":2.659837976954995,"ltc":"15.95914458984998404085541015","mid_cost_bps":5.0525001617231755,"side":"sell","target_ltc":"15.95914458984998404085541015","vwap":"62.64333345523640000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.26338137254843,"ltc":"159.3833696177501593371574251","mid_cost_bps":10.65865781005283,"side":"buy","target_ltc":null,"vwap":"62.74180313782450610959508357"},{"budget_eur":10000,"eur":"9987.419125725225023938716885","filled_fraction":1.0,"full":true,"impact_bps":12.580874274774976,"ltc":"159.5914458984998404085541015","mid_cost_bps":14.971162059152773,"side":"sell","target_ltc":"159.5914458984998404085541015","vwap":"62.58116824179426000000000000"}],"spread_bps":4.786597526924611},"raw_file":"1791094502-okx.json","request_at":1791094502.1944673,"response_at":1791094502.4311507,"sequence":null,"sha256":"6ae6b1658433fca8aad92c69ee250244fcdc35bcd4738c1ad287219dd5ec73d9","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791095402,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 06:30:02 GMT"},"metrics":{"ask":"62.52000","ask_levels":100,"bid":"62.48000","bid_levels":100,"depth_1pct_eur":{"buy":"208050.58455000","sell":"374544.67508000"},"mid":"62.50000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.599488163787587971849008317","mid_cost_bps":3.2,"side":"buy","target_ltc":null,"vwap":"62.52000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.600512163892445582586427657","mid_cost_bps":3.2,"side":"sell","target_ltc":"1.600512163892445582586427657","vwap":"62.47999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.99488163787587971849008317","mid_cost_bps":3.2,"side":"buy","target_ltc":null,"vwap":"62.52000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"16.00512163892445582586427657","mid_cost_bps":3.2,"side":"sell","target_ltc":"16.00512163892445582586427657","vwap":"62.47999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8661342896262406,"ltc":"159.9349638631275983370642789","mid_cost_bps":4.066411452598921,"side":"buy","target_ltc":null,"vwap":"62.52541507157874325603312467"},{"budget_eur":10000,"eur":"9998.379145672215108834827146","filled_fraction":1.0,"full":true,"impact_bps":1.6208543277848912,"ltc":"160.0512163892445582586427657","mid_cost_bps":4.8203356544,"side":"sell","target_ltc":"160.0512163892445582586427657","vwap":"62.46987290216000000000000000"}],"spread_bps":6.4},"raw_file":"1791095402-kraken.json","request_at":1791095402.0939429,"response_at":1791095402.2902837,"sequence":null,"sha256":"b89ae4c9b7aec7fb2e3fb955430c43d575cff8461e47a05f5156203aa27dd8af","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 06:30:02 GMT"},"metrics":{"ask":"62.525","ask_levels":627,"bid":"62.482","bid_levels":227,"depth_1pct_eur":{"buy":"49754.90446990444","sell":"78326.06457629368"},"mid":"62.5035","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.599360255897640943622550980","mid_cost_bps":3.439807370787236,"side":"buy","target_ltc":null,"vwap":"62.52499999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.600460932748631605902499920","mid_cost_bps":3.439807370787236,"side":"sell","target_ltc":"1.600460932748631605902499920","vwap":"62.48200000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3499299427035225,"ltc":"15.99304291451733623336745138","mid_cost_bps":3.7898576826503754,"side":"buy","target_ltc":null,"vwap":"62.52718793696675377467388172"},{"budget_eur":1000,"eur":"999.5672677300608210364585001","filled_fraction":1.0,"full":true,"impact_bps":4.3273226993917895,"ltc":"16.00460932748631605902499920","mid_cost_bps":7.765641554527312,"side":"sell","target_ltc":"16.00460932748631605902499920","vwap":"62.45496202230966022000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.1920849375904545,"ltc":"159.8210809108912297502194558","mid_cost_bps":10.634366247055656,"side":"buy","target_ltc":null,"vwap":"62.56996851107228431641720295"},{"budget_eur":10000,"eur":"9990.084584900264441919272751","filled_fraction":1.0,"full":true,"impact_bps":9.915415099735558,"ltc":"160.0460932748631605902499920","mid_cost_bps":13.351811758728346,"side":"sell","target_ltc":"160.0460932748631605902499920","vwap":"62.42004650337383228600000000"}],"spread_bps":6.879614741574472},"raw_file":"1791095402-coinbase.json","request_at":1791095402.095052,"response_at":1791095402.2231228,"sequence":10020348012,"sha256":"4d059bfceb934b9cc767dcf7bd356c4c12e427a3814f1f0823e33f0d79c0739d","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791095402.256,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 06:30:02 GMT"},"metrics":{"ask":"62.53","ask_levels":100,"bid":"62.48","bid_levels":100,"depth_1pct_eur":{"buy":"78468.23045352","sell":"80514.03325896"},"mid":"62.505","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.599232368463137693906924676","mid_cost_bps":3.9996800255979523,"side":"buy","target_ltc":null,"vwap":"62.53000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.600512163892445582586427657","mid_cost_bps":3.9996800255979523,"side":"sell","target_ltc":"1.600512163892445582586427657","vwap":"62.47999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.776647174982145,"ltc":"15.98948291766586730615507594","mid_cost_bps":5.777037802601928,"side":"buy","target_ltc":null,"vwap":"62.54110937478516335292581980"},{"budget_eur":1000,"eur":"999.9110786236107554417413573","filled_fraction":1.0,"full":true,"impact_bps":0.8892137638924456,"ltc":"16.00512163892445582586427657","mid_cost_bps":4.888538132437405,"side":"sell","target_ltc":"16.00512163892445582586427657","vwap":"62.47444419240320000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.157623680439908,"ltc":"159.7449993875139709404438767","mid_cost_bps":15.16176639849464,"side":"buy","target_ltc":null,"vwap":"62.59976862087379074553816484"},{"budget_eur":10000,"eur":"9990.735155157183098591549297","filled_fraction":1.0,"full":true,"impact_bps":9.2648448428169,"ltc":"160.0512163892445582586427657","mid_cost_bps":13.260819226929046,"side":"sell","target_ltc":"160.0512163892445582586427657","vwap":"62.42211324942208000000000000"}],"spread_bps":7.999360051195905},"raw_file":"1791095402-okx.json","request_at":1791095402.0953543,"response_at":1791095402.3822236,"sequence":null,"sha256":"1d5a5be3f66aaef079eeca6433a207ccd298075e542f0a17afbca7123947c99d","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791096302,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 06:45:02 GMT"},"metrics":{"ask":"62.58000","ask_levels":100,"bid":"62.54000","bid_levels":100,"depth_1pct_eur":{"buy":"254761.37184000","sell":"371306.38895000"},"mid":"62.56000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597954618088846276765739853","mid_cost_bps":3.1969309462915603,"side":"buy","target_ltc":null,"vwap":"62.58000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598976654940837863767188999","mid_cost_bps":3.1969309462915603,"side":"sell","target_ltc":"1.598976654940837863767188999","vwap":"62.54000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.97954618088846276765739853","mid_cost_bps":3.1969309462915603,"side":"buy","target_ltc":null,"vwap":"62.58000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.98976654940837863767188999","mid_cost_bps":3.1969309462915603,"side":"sell","target_ltc":"15.98976654940837863767188999","vwap":"62.54000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.5876159777040837,"ltc":"159.7860725239616613418530351","mid_cost_bps":3.7847347807660094,"side":"buy","target_ltc":null,"vwap":"62.58367730078847215542325546"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"159.8976654940837863767188999","mid_cost_bps":3.1969309462915603,"side":"sell","target_ltc":"159.8976654940837863767188999","vwap":"62.54000000000000000000000000"}],"spread_bps":6.3938618925831205},"raw_file":"1791096302-kraken.json","request_at":1791096302.1631315,"response_at":1791096302.3545434,"sequence":null,"sha256":"5be68f85beecd3ca2c26194dece45ef7c69637448843f9ef5257ae722b6bb792","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 06:45:02 GMT"},"metrics":{"ask":"62.586","ask_levels":624,"bid":"62.527","bid_levels":225,"depth_1pct_eur":{"buy":"48082.05121224976","sell":"89638.21872853663"},"mid":"62.5565","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597801425238871313073211261","mid_cost_bps":4.715736973775707,"side":"buy","target_ltc":null,"vwap":"62.58600000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.599309098469461192764725639","mid_cost_bps":4.715736973775707,"side":"sell","target_ltc":"1.599309098469461192764725639","vwap":"62.52699999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.022298938556078757,"ltc":"15.97797862319235624011376164","mid_cost_bps":4.738046427924688,"side":"buy","target_ltc":null,"vwap":"62.58613956013684707449973914"},{"budget_eur":1000,"eur":"999.9857866028353053880723530","filled_fraction":1.0,"full":true,"impact_bps":0.1421339716469461,"ltc":"15.99309098469461192764725639","mid_cost_bps":4.85780391878012,"side":"sell","target_ltc":"15.99309098469461192764725639","vwap":"62.52611127891548314000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.029532843587306,"ltc":"159.6359986745820314990754320","mid_cost_bps":13.749527907551656,"side":"buy","target_ltc":null,"vwap":"62.64251223425487551254360217"},{"budget_eur":10000,"eur":"9994.899969494392394485582231","filled_fraction":1.0,"full":true,"impact_bps":5.100030505607606,"ltc":"159.9309098469461192764725639","mid_cost_bps":9.813362439141045,"side":"sell","target_ltc":"159.9309098469461192764725639","vwap":"62.49511103925758732500000000"}],"spread_bps":9.431473947551414},"raw_file":"1791096302-coinbase.json","request_at":1791096302.1641436,"response_at":1791096302.3356478,"sequence":10020360459,"sha256":"285a998fc72b6efa69a28ccd5e73d76db4bdb917074cad2618650d56eee5a4fd","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791096302.256,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 06:45:02 GMT"},"metrics":{"ask":"62.58","ask_levels":100,"bid":"62.55","bid_levels":100,"depth_1pct_eur":{"buy":"71159.01994313","sell":"79764.55327531"},"mid":"62.565","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597954618088846276765739853","mid_cost_bps":2.397506593143131,"side":"buy","target_ltc":null,"vwap":"62.58000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598721023181454836131095124","mid_cost_bps":2.397506593143131,"side":"sell","target_ltc":"1.598721023181454836131095124","vwap":"62.55000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.549838373355056,"ltc":"15.97387571319067390610028745","mid_cost_bps":5.948196042588658,"side":"buy","target_ltc":null,"vwap":"62.60221488854045593992236292"},{"budget_eur":1000,"eur":"999.7335420030455635491606715","filled_fraction":1.0,"full":true,"impact_bps":2.6645799695443646,"ltc":"15.98721023181454836131095124","mid_cost_bps":5.061447727883001,"side":"sell","target_ltc":"15.98721023181454836131095124","vwap":"62.53333305229050000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.266165949827807,"ltc":"159.6156361843406155318131080","mid_cost_bps":13.666373613685353,"side":"buy","target_ltc":null,"vwap":"62.65050366651402241530203926"},{"budget_eur":10000,"eur":"9990.592549641366906474820145","filled_fraction":1.0,"full":true,"impact_bps":9.407450358633094,"ltc":"159.8721023181454836131095124","mid_cost_bps":11.802701509350277,"side":"sell","target_ltc":"159.8721023181454836131095124","vwap":"62.49115639800675000000000000"}],"spread_bps":4.795013186286262},"raw_file":"1791096302-okx.json","request_at":1791096302.1643753,"response_at":1791096302.3788285,"sequence":null,"sha256":"76ee7092255a8eb5494654391c7548c3cc33b637c1a1703409fc141cdc287c38","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791097201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 07:00:01 GMT"},"metrics":{"ask":"62.65000","ask_levels":100,"bid":"62.64000","bid_levels":100,"depth_1pct_eur":{"buy":"253184.50313000","sell":"412617.95487000"},"mid":"62.64500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596169193934557063048683160","mid_cost_bps":0.7981482959533881,"side":"buy","target_ltc":null,"vwap":"62.65000000000000000000000000"},{"budget_eur":100,"eur":"99.98724575989782886334610469","filled_fraction":1.0,"full":true,"impact_bps":1.2754240102171137,"ltc":"1.596424010217113665389527458","mid_cost_bps":2.0734705084204643,"side":"sell","target_ltc":"1.596424010217113665389527458","vwap":"62.63201074400000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.96169193934557063048683160","mid_cost_bps":0.7981482959533881,"side":"buy","target_ltc":null,"vwap":"62.65000000000000000000000000"},{"budget_eur":1000,"eur":"999.8435675989782886334610469","filled_fraction":1.0,"full":true,"impact_bps":1.5643240102171136,"ltc":"15.96424010217113665389527458","mid_cost_bps":2.3623474499161943,"side":"sell","target_ltc":"15.96424010217113665389527458","vwap":"62.63020107440000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.9678430139858247,"ltc":"159.5695616525761684479183283","mid_cost_bps":3.76622818782364,"side":"buy","target_ltc":null,"vwap":"62.66859353648262119328755444"},{"budget_eur":10000,"eur":"9995.838847969348659003831415","filled_fraction":1.0,"full":true,"impact_bps":4.161152030651341,"ltc":"159.6424010217113665389527458","mid_cost_bps":4.958968204964482,"side":"sell","target_ltc":"159.6424010217113665389527458","vwap":"62.61393454368000000000000000"}],"spread_bps":1.5962965919067762},"raw_file":"1791097201-kraken.json","request_at":1791097201.3492272,"response_at":1791097201.5474703,"sequence":null,"sha256":"e971326b5ff6566eb4f60b5cf9654428c2bddc5c0e37e2e7653e3796ee67a589","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 07:00:01 GMT"},"metrics":{"ask":"62.671","ask_levels":626,"bid":"62.629","bid_levels":225,"depth_1pct_eur":{"buy":"47684.81050180060","sell":"80342.38033097900"},"mid":"62.650","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595634344433629589443283177","mid_cost_bps":3.35195530726257,"side":"buy","target_ltc":null,"vwap":"62.67100000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596704402114036628398984496","mid_cost_bps":3.35195530726257,"side":"sell","target_ltc":"1.596704402114036628398984496","vwap":"62.62900000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.7370873911217855,"ltc":"15.95516740906425004387574389","mid_cost_bps":4.089289766783614,"side":"buy","target_ltc":null,"vwap":"62.67561940038889934179477766"},{"budget_eur":1000,"eur":"999.5924619349566660812083859","filled_fraction":1.0,"full":true,"impact_bps":4.075380650433339,"ltc":"15.96704402114036628398984496","mid_cost_bps":7.425969908315875,"side":"sell","target_ltc":"15.96704402114036628398984496","vwap":"62.60347629852440104000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.082250823657359,"ltc":"159.4505075944885938519827435","mid_cost_bps":10.436580069743501,"side":"buy","target_ltc":null,"vwap":"62.71538517413694303864360132"},{"budget_eur":10000,"eur":"9989.684300292300863018729343","filled_fraction":1.0,"full":true,"impact_bps":10.315699707699137,"ltc":"159.6704402114036628398984496","mid_cost_bps":13.664197238523371,"side":"sell","target_ltc":"159.6704402114036628398984496","vwap":"62.56439380430065107500000000"}],"spread_bps":6.70391061452514},"raw_file":"1791097201-coinbase.json","request_at":1791097201.3501863,"response_at":1791097201.4731212,"sequence":10020374197,"sha256":"bcc9ce45a56a4306026d7b96a75f9d21661e96105aa1cc8cb71e9299472ee774","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791097201.456,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 07:00:01 GMT"},"metrics":{"ask":"62.66","ask_levels":100,"bid":"62.63","bid_levels":100,"depth_1pct_eur":{"buy":"75345.62500714","sell":"73484.84485971"},"mid":"62.645","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595914458984998404085541015","mid_cost_bps":2.3944448878601645,"side":"buy","target_ltc":null,"vwap":"62.66000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596678907871627015807121188","mid_cost_bps":2.3944448878601645,"side":"sell","target_ltc":"1.596678907871627015807121188","vwap":"62.63000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.722457691700793,"ltc":"15.95320607638335193749003349","mid_cost_bps":6.117793901539974,"side":"buy","target_ltc":null,"vwap":"62.68332491989619716761192138"},{"budget_eur":1000,"eur":"999.7338735676385118952578637","filled_fraction":1.0,"full":true,"impact_bps":2.661264323614881,"ltc":"15.96678907871627015807121188","mid_cost_bps":5.055071986399553,"side":"sell","target_ltc":"15.96678907871627015807121188","vwap":"62.61333250154120000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.938261274531149,"ltc":"159.4011486425043810737613510","mid_cost_bps":14.335564713259187,"side":"buy","target_ltc":null,"vwap":"62.73480514514621217429885643"},{"budget_eur":10000,"eur":"9989.884789881283729841928789","filled_fraction":1.0,"full":true,"impact_bps":10.11521011871627,"ltc":"159.6678907871627015807121188","mid_cost_bps":12.507232975260596,"side":"sell","target_ltc":"159.6678907871627015807121188","vwap":"62.56664843902648000000000000"}],"spread_bps":4.788889775720329},"raw_file":"1791097201-okx.json","request_at":1791097201.350416,"response_at":1791097201.5806022,"sequence":null,"sha256":"f3443083ea95f5e02e37efdf7f82e1abe5b1d934504b89c7ac3458121dd69129","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791098101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 07:15:01 GMT"},"metrics":{"ask":"62.71000","ask_levels":100,"bid":"62.68000","bid_levels":100,"depth_1pct_eur":{"buy":"250598.01002000","sell":"390026.41585000"},"mid":"62.69500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594642002870355605166640089","mid_cost_bps":2.392535289895526,"side":"buy","target_ltc":null,"vwap":"62.71000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595405232929164007657945118","mid_cost_bps":2.392535289895526,"side":"sell","target_ltc":"1.595405232929164007657945118","vwap":"62.68000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.94642002870355605166640089","mid_cost_bps":2.392535289895526,"side":"buy","target_ltc":null,"vwap":"62.71000000000000000000000000"},{"budget_eur":1000,"eur":"999.8803494767070835992342055","filled_fraction":1.0,"full":true,"impact_bps":1.196505232929164,"ltc":"15.95405232929164007657945118","mid_cost_bps":3.588754254725257,"side":"sell","target_ltc":"15.95405232929164007657945118","vwap":"62.67250030520000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.56233099099977,"ltc":"159.4074140898948039528211667","mid_cost_bps":5.955718581156321,"side":"buy","target_ltc":null,"vwap":"62.73233937764455955696514165"},{"budget_eur":10000,"eur":"9998.444484767070835992342055","filled_fraction":1.0,"full":true,"impact_bps":1.555515232929164,"ltc":"159.5405232929164007657945118","mid_cost_bps":3.9476783603158148,"side":"sell","target_ltc":"159.5405232929164007657945118","vwap":"62.67025003052000000000000000"}],"spread_bps":4.785070579791052},"raw_file":"1791098101-kraken.json","request_at":1791098101.5677588,"response_at":1791098101.7696424,"sequence":null,"sha256":"bb0d7502c2b1117f621d1fcd03a6823814804b6ea327cafc102ee84c0f05839c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 07:15:01 GMT"},"metrics":{"ask":"62.718","ask_levels":629,"bid":"62.654","bid_levels":224,"depth_1pct_eur":{"buy":"51588.35752620762","sell":"79342.68754995376"},"mid":"62.686","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594438598169584489301317006","mid_cost_bps":5.104808091120824,"side":"buy","target_ltc":null,"vwap":"62.71800000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596067290196954703610304210","mid_cost_bps":5.104808091120824,"side":"sell","target_ltc":"1.596067290196954703610304210","vwap":"62.65400000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1553942282789039,"ltc":"15.94413821899043367346938776","mid_cost_bps":5.260281645171111,"side":"buy","target_ltc":null,"vwap":"62.71897460152091962937237033"},{"budget_eur":1000,"eur":"999.9916431596580304529638967","filled_fraction":1.0,"full":true,"impact_bps":0.08356840341969547,"ltc":"15.96067290196954703610304210","mid_cost_bps":5.188333834474326,"side":"sell","target_ltc":"15.96067290196954703610304210","vwap":"62.65347641052521424000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.319452790126848,"ltc":"159.3272409950939736047066306","mid_cost_bps":12.427997321430233,"side":"buy","target_ltc":null,"vwap":"62.76390614400911756335644079"},{"budget_eur":10000,"eur":"9995.073258551055226481948476","filled_fraction":1.0,"full":true,"impact_bps":4.926741448944774,"ltc":"159.6067290196954703610304210","mid_cost_bps":10.029034533104454,"side":"sell","target_ltc":"159.6067290196954703610304210","vwap":"62.62313199412578141600000000"}],"spread_bps":10.209616182241648},"raw_file":"1791098101-coinbase.json","request_at":1791098101.5688074,"response_at":1791098101.6892245,"sequence":10020385253,"sha256":"2c602824d5c79e2c7c2dbd1f4bd892d31123fa77cb86ab849847807e9739d303","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791098101.757,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 07:15:01 GMT"},"metrics":{"ask":"62.71","ask_levels":100,"bid":"62.68","bid_levels":100,"depth_1pct_eur":{"buy":"73950.84209632","sell":"82025.83425450"},"mid":"62.695","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594642002870355605166640089","mid_cost_bps":2.392535289895526,"side":"buy","target_ltc":null,"vwap":"62.71000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595405232929164007657945118","mid_cost_bps":2.392535289895526,"side":"sell","target_ltc":"1.595405232929164007657945118","vwap":"62.68000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.428070396388922,"ltc":"15.93936196701720841300191205","mid_cost_bps":6.821665117753398,"side":"buy","target_ltc":null,"vwap":"62.73776842945575492557904882"},{"budget_eur":1000,"eur":"999.9059703134141671984684109","filled_fraction":1.0,"full":true,"impact_bps":0.9402968658583281,"ltc":"15.95405232929164007657945118","mid_cost_bps":3.3326071864103994,"side":"sell","target_ltc":"15.95405232929164007657945118","vwap":"62.67410621924480000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.219121998770042,"ltc":"159.2377781476061714649276284","mid_cost_bps":16.615059263782907,"side":"buy","target_ltc":null,"vwap":"62.79916811405428693875700226"},{"budget_eur":10000,"eur":"9991.118350673637523931078494","filled_fraction":1.0,"full":true,"impact_bps":8.881649326362476,"ltc":"159.5405232929164007657945118","mid_cost_bps":11.272059650313421,"side":"sell","target_ltc":"159.5405232929164007657945118","vwap":"62.62432982202236000000000000"}],"spread_bps":4.785070579791052},"raw_file":"1791098101-okx.json","request_at":1791098101.5690596,"response_at":1791098101.8869476,"sequence":null,"sha256":"1b9bfcfaba4e53b614c4c81a7693ccefb5ec1f85404b56ebf11237ed78f2ba7d","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791099001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 07:30:01 GMT"},"metrics":{"ask":"62.65000","ask_levels":100,"bid":"62.63000","bid_levels":100,"depth_1pct_eur":{"buy":"231141.53354000","sell":"422288.44425000"},"mid":"62.64000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596169193934557063048683160","mid_cost_bps":1.5964240102171137,"side":"buy","target_ltc":null,"vwap":"62.65000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596678907871627015807121188","mid_cost_bps":1.5964240102171137,"side":"sell","target_ltc":"1.596678907871627015807121188","vwap":"62.63000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1524471851344392,"ltc":"15.96144861155442068305138845","mid_cost_bps":1.7488955323862168,"side":"buy","target_ltc":null,"vwap":"62.65095508161486726161344085"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.96678907871627015807121188","mid_cost_bps":1.5964240102171137,"side":"sell","target_ltc":"15.96678907871627015807121188","vwap":"62.63000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7314891839899405,"ltc":"159.5733321103844313287605679","mid_cost_bps":4.328349255698751,"side":"buy","target_ltc":null,"vwap":"62.66711277973769697804737451"},{"budget_eur":10000,"eur":"9999.252692184256745968385758","filled_fraction":1.0,"full":true,"impact_bps":0.747307815743254,"ltc":"159.6678907871627015807121188","mid_cost_bps":2.3436125239463603,"side":"sell","target_ltc":"159.6678907871627015807121188","vwap":"62.62531961115000000000000000"}],"spread_bps":3.1928480204342273},"raw_file":"1791099001-kraken.json","request_at":1791099001.7820063,"response_at":1791099001.9741774,"sequence":null,"sha256":"d7567e3bd5712fb187d93ea417b2f924b4c9d4182dc3e406546d2b57adc97498","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 07:30:01 GMT"},"metrics":{"ask":"62.657","ask_levels":627,"bid":"62.601","bid_levels":227,"depth_1pct_eur":{"buy":"48290.19564728054","sell":"86079.59289691745"},"mid":"62.629","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595990870932218267711508690","mid_cost_bps":4.470772325919302,"side":"buy","target_ltc":null,"vwap":"62.65700000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597418571588313285730259900","mid_cost_bps":4.470772325919302,"side":"sell","target_ltc":"1.597418571588313285730259900","vwap":"62.60100000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0978376170396282,"ltc":"15.95975256290625299243512401","mid_cost_bps":4.56865368393,"side":"buy","target_ltc":null,"vwap":"62.65761302115708519847003380"},{"budget_eur":1000,"eur":"999.9650648017923506014280922","filled_fraction":1.0,"full":true,"impact_bps":0.349351982076494,"ltc":"15.97418571588313285730259900","mid_cost_bps":4.81996812067845,"side":"sell","target_ltc":"15.97418571588313285730259900","vwap":"62.59881302165700294000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.4468709778784445,"ltc":"159.4962619110223998216929616","mid_cost_bps":10.920525553033414,"side":"buy","target_ltc":null,"vwap":"62.69739415948609297028212770"},{"budget_eur":10000,"eur":"9993.678890028595180428427661","filled_fraction":1.0,"full":true,"impact_bps":6.32110997140482,"ltc":"159.7418571588313285730259900","mid_cost_bps":10.789056272971198,"side":"sell","target_ltc":"159.7418571588313285730259900","vwap":"62.56142921946800868900000000"}],"spread_bps":8.941544651838605},"raw_file":"1791099001-coinbase.json","request_at":1791099001.783073,"response_at":1791099001.8832886,"sequence":10020398461,"sha256":"2b9e763a59a78cbae2e4653adbc1ef1c59c88777ffdd37eeda48994eeaa63cdf","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791099001.907,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 07:30:02 GMT"},"metrics":{"ask":"62.66","ask_levels":100,"bid":"62.63","bid_levels":100,"depth_1pct_eur":{"buy":"70734.45128571","sell":"81627.10060029"},"mid":"62.645","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595914458984998404085541015","mid_cost_bps":2.3944448878601645,"side":"buy","target_ltc":null,"vwap":"62.66000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596678907871627015807121188","mid_cost_bps":2.3944448878601645,"side":"sell","target_ltc":"1.596678907871627015807121188","vwap":"62.63000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7000010491297008,"ltc":"15.95643199473684210526315790","mid_cost_bps":4.09485299287201,"side":"buy","target_ltc":null,"vwap":"62.67065220657384670516165738"},{"budget_eur":1000,"eur":"999.7980684076385118952578637","filled_fraction":1.0,"full":true,"impact_bps":2.019315923614881,"ltc":"15.96678907871627015807121188","mid_cost_bps":4.413277297406018,"side":"sell","target_ltc":"15.96678907871627015807121188","vwap":"62.61735302437040000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.476142344363,"ltc":"159.4085064274334873347140354","mid_cost_bps":13.873335131260045,"side":"buy","target_ltc":null,"vwap":"62.73190950792977855184133037"},{"budget_eur":10000,"eur":"9989.888728703412102826121667","filled_fraction":1.0,"full":true,"impact_bps":10.111271296587898,"ltc":"159.6678907871627015807121188","mid_cost_bps":12.503295096261473,"side":"sell","target_ltc":"159.6678907871627015807121188","vwap":"62.56667310786947000000000000"}],"spread_bps":4.788889775720329},"raw_file":"1791099001-okx.json","request_at":1791099001.7833245,"response_at":1791099002.0359077,"sequence":null,"sha256":"2c5c4717cdd4a82ce9e616f6c5bb8820c952330bc5fd1082493f541f28ffcd20","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791099901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 07:45:01 GMT"},"metrics":{"ask":"62.71000","ask_levels":100,"bid":"62.66000","bid_levels":100,"depth_1pct_eur":{"buy":"249475.12613000","sell":"456125.22199000"},"mid":"62.68500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594642002870355605166640089","mid_cost_bps":3.9881949429688124,"side":"buy","target_ltc":null,"vwap":"62.71000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595914458984998404085541015","mid_cost_bps":3.9881949429688124,"side":"sell","target_ltc":"1.595914458984998404085541015","vwap":"62.66000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.94642002870355605166640089","mid_cost_bps":3.9881949429688124,"side":"buy","target_ltc":null,"vwap":"62.71000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.95914458984998404085541015","mid_cost_bps":3.9881949429688124,"side":"sell","target_ltc":"15.95914458984998404085541015","vwap":"62.66000000000000000000000000"},{"budget_eur":10000,"eur":"9999.999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"159.4642002870355605166640089","mid_cost_bps":3.9881949429688124,"side":"buy","target_ltc":null,"vwap":"62.71000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"159.5914458984998404085541015","mid_cost_bps":3.9881949429688124,"side":"sell","target_ltc":"159.5914458984998404085541015","vwap":"62.66000000000000000000000000"}],"spread_bps":7.976389885937625},"raw_file":"1791099901-kraken.json","request_at":1791099901.463278,"response_at":1791099901.6607363,"sequence":null,"sha256":"dea8d45e3bb43c1cbd144a38e1ce9e7daf2ca84c8829a318e81aa6ca0c4484a1","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 07:45:01 GMT"},"metrics":{"ask":"62.715","ask_levels":627,"bid":"62.676","bid_levels":230,"depth_1pct_eur":{"buy":"50936.38335061448","sell":"78360.46325743833"},"mid":"62.6955","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594514868851152036992744957","mid_cost_bps":3.110271072086513,"side":"buy","target_ltc":null,"vwap":"62.71500000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.595507052141170463973450763","mid_cost_bps":3.110271072086513,"side":"sell","target_ltc":"1.595507052141170463973450763","vwap":"62.67599999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.6267600279881966,"ltc":"15.94414937296079588029909284","mid_cost_bps":3.7372260394331294,"side":"buy","target_ltc":null,"vwap":"62.71893072551552797520796375"},{"budget_eur":1000,"eur":"999.6346514248891786329695579","filled_fraction":1.0,"full":true,"impact_bps":3.6534857511082137,"ltc":"15.95507052141170463973450763","mid_cost_bps":6.762620490090332,"side":"sell","target_ltc":"15.95507052141170463973450763","vwap":"62.65310141270635416000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.788405725895222,"ltc":"159.3592432894820869178049517","mid_cost_bps":8.90047714907001,"side":"buy","target_ltc":null,"vwap":"62.75130198650995188359234099"},{"budget_eur":10000,"eur":"9990.830308547027135107537178","filled_fraction":1.0,"full":true,"impact_bps":9.169691452972865,"ltc":"159.5507052141170463973450763","mid_cost_bps":12.277110502452764,"side":"sell","target_ltc":"159.5507052141170463973450763","vwap":"62.61852804184934727200000000"}],"spread_bps":6.220542144173026},"raw_file":"1791099901-coinbase.json","request_at":1791099901.464267,"response_at":1791099901.5678732,"sequence":10020417932,"sha256":"6ee3ac2ea5668a2812b3ab832f35b05f8e70e89171edf034746e5f121526b4c6","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791099901.557,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 07:45:01 GMT"},"metrics":{"ask":"62.72","ask_levels":100,"bid":"62.69","bid_levels":100,"depth_1pct_eur":{"buy":"78833.44823395","sell":"85235.23008908"},"mid":"62.705","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594387755102040816326530612","mid_cost_bps":2.3921537357467506,"side":"buy","target_ltc":null,"vwap":"62.72000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595150741745094911469133833","mid_cost_bps":2.3921537357467506,"side":"sell","target_ltc":"1.595150741745094911469133833","vwap":"62.69000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8338932701319406,"ltc":"15.93936050637348629700446144","mid_cost_bps":5.226724916715977,"side":"buy","target_ltc":null,"vwap":"62.73777417859026753100882550"},{"budget_eur":1000,"eur":"999.7341174274764715265592598","filled_fraction":1.0,"full":true,"impact_bps":2.658825725235285,"ltc":"15.95150741745094911469133833","mid_cost_bps":5.050343428992903,"side":"sell","target_ltc":"15.95150741745094911469133833","vwap":"62.67333182152850000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.867238328222268,"ltc":"159.2656976807833147587963700","mid_cost_bps":13.26199167444543,"side":"buy","target_ltc":null,"vwap":"62.78815931879461006187412414"},{"budget_eur":10000,"eur":"9991.064287366039240708246928","filled_fraction":1.0,"full":true,"impact_bps":8.93571263396076,"ltc":"159.5150741745094911469133833","mid_cost_bps":11.32572880987162,"side":"sell","target_ltc":"159.5150741745094911469133833","vwap":"62.63398201749770000000000000"}],"spread_bps":4.784307471493501},"raw_file":"1791099901-okx.json","request_at":1791099901.4645035,"response_at":1791099901.684481,"sequence":null,"sha256":"37efeba18ca4282dddaef1e047dd504b395c24cb73cab832c05d5541f398f975","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791100801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 08:00:01 GMT"},"metrics":{"ask":"62.78000","ask_levels":100,"bid":"62.76000","bid_levels":100,"depth_1pct_eur":{"buy":"239792.05912000","sell":"353905.68614000"},"mid":"62.77000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.592863969417011787193373686","mid_cost_bps":1.5931177314003504,"side":"buy","target_ltc":null,"vwap":"62.78000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.593371574251115360101975781","mid_cost_bps":1.5931177314003504,"side":"sell","target_ltc":"1.593371574251115360101975781","vwap":"62.75999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.4131385753168133,"ltc":"15.92638907469342251950947603","mid_cost_bps":3.00648143632929,"side":"buy","target_ltc":null,"vwap":"62.78887168397583895417399349"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"15.93371574251115360101975781","mid_cost_bps":1.5931177314003504,"side":"sell","target_ltc":"15.93371574251115360101975781","vwap":"62.75999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.32224212550954,"ltc":"159.2175792488860598345003183","mid_cost_bps":5.916048440966845,"side":"buy","target_ltc":null,"vwap":"62.80713503606394888959244073"},{"budget_eur":10000,"eur":"9998.460846851497769279796050","filled_fraction":1.0,"full":true,"impact_bps":1.5391531485022307,"ltc":"159.3371574251115360101975781","mid_cost_bps":3.132025674685359,"side":"sell","target_ltc":"159.3371574251115360101975781","vwap":"62.75034027484000000000000000"}],"spread_bps":3.186235462800701},"raw_file":"1791100801-kraken.json","request_at":1791100801.5105772,"response_at":1791100801.7035723,"sequence":null,"sha256":"f2cb6ba239d98c75cedeb04a9483b20f9bcd6947a760b9ffb96c1c9767cf24fb","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 08:00:01 GMT"},"metrics":{"ask":"62.791","ask_levels":629,"bid":"62.717","bid_levels":226,"depth_1pct_eur":{"buy":"50844.96517586805","sell":"85057.91132331793"},"mid":"62.754","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.592584924591103820611234094","mid_cost_bps":5.896038499537878,"side":"buy","target_ltc":null,"vwap":"62.79100000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.594464020919367954462107563","mid_cost_bps":5.896038499537878,"side":"sell","target_ltc":"1.594464020919367954462107563","vwap":"62.71699999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.14146130250130456,"ltc":"15.92562395996018601095680978","mid_cost_bps":6.0375832081677565,"side":"buy","target_ltc":null,"vwap":"62.79188824966453594140831191"},{"budget_eur":1000,"eur":"999.9864531544216126409107581","filled_fraction":1.0,"full":true,"impact_bps":0.1354684557838736,"ltc":"15.94464020919367954462107563","mid_cost_bps":6.031427082598674,"side":"sell","target_ltc":"15.94464020919367954462107563","vwap":"62.71615038248586028000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.41223230432529,"ltc":"159.1246331211947795952755655","mid_cost_bps":14.313230688416503,"side":"buy","target_ltc":null,"vwap":"62.84382124786208892585762431"},{"budget_eur":10000,"eur":"9994.111023257571539455012201","filled_fraction":1.0,"full":true,"impact_bps":5.8889767424284605,"ltc":"159.4464020919367954462107563","mid_cost_bps":11.781543078606715,"side":"sell","target_ltc":"159.4464020919367954462107563","vwap":"62.68006610456451142400000000"}],"spread_bps":11.792076999075755},"raw_file":"1791100801-coinbase.json","request_at":1791100801.51164,"response_at":1791100801.6123862,"sequence":10020434785,"sha256":"3e79e236f385a8651dff1c1a6b5f7fdff073ed5277cb2eed4538f7cce5b41aa8","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791100801.657,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 08:00:01 GMT"},"metrics":{"ask":"62.78","ask_levels":100,"bid":"62.75","bid_levels":100,"depth_1pct_eur":{"buy":"77236.29598208","sell":"77503.97453406"},"mid":"62.765","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.592863969417011787193373686","mid_cost_bps":2.389866964072333,"side":"buy","target_ltc":null,"vwap":"62.78000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.593625498007968127490039841","mid_cost_bps":2.389866964072333,"side":"sell","target_ltc":"1.593625498007968127490039841","vwap":"62.74999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.539117034438136,"ltc":"15.92300435657433938236230500","mid_cost_bps":5.929829800398728,"side":"buy","target_ltc":null,"vwap":"62.80221857674220261776152754"},{"budget_eur":1000,"eur":"999.8228886403984063745019923","filled_fraction":1.0,"full":true,"impact_bps":1.7711135960159363,"ltc":"15.93625498007968127490039841","mid_cost_bps":4.160557287500996,"side":"sell","target_ltc":"15.93625498007968127490039841","vwap":"62.73888626218500000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.855183566236745,"ltc":"159.1136761254770992366412214","mid_cost_bps":13.247644774768467,"side":"buy","target_ltc":null,"vwap":"62.84814884242883428109196004"},{"budget_eur":10000,"eur":"9991.580317831912350597609564","filled_fraction":1.0,"full":true,"impact_bps":8.419682168087649,"ltc":"159.3625498007968127490039841","mid_cost_bps":10.807536940133833,"side":"sell","target_ltc":"159.3625498007968127490039841","vwap":"62.69716649439525000000000000"}],"spread_bps":4.779733928144666},"raw_file":"1791100801-okx.json","request_at":1791100801.5119576,"response_at":1791100801.7865152,"sequence":null,"sha256":"fda6a842191f339dc90675204778daef8b7bf1e0a296ce742b7308db885f6cbf","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791101701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 08:15:01 GMT"},"metrics":{"ask":"62.54000","ask_levels":100,"bid":"62.51000","bid_levels":100,"depth_1pct_eur":{"buy":"265404.39063000","sell":"776499.64549000"},"mid":"62.52500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598976654940837863767188999","mid_cost_bps":2.3990403838464616,"side":"buy","target_ltc":null,"vwap":"62.54000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.599744040953447448408254679","mid_cost_bps":2.3990403838464616,"side":"sell","target_ltc":"1.599744040953447448408254679","vwap":"62.51000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.98976654940837863767188999","mid_cost_bps":2.3990403838464616,"side":"buy","target_ltc":null,"vwap":"62.54000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.99744040953447448408254679","mid_cost_bps":2.3990403838464616,"side":"sell","target_ltc":"15.99744040953447448408254679","vwap":"62.51000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.768418543384008,"ltc":"159.8534113792552341377657024","mid_cost_bps":5.168123082018966,"side":"buy","target_ltc":null,"vwap":"62.55731368957032358622833083"},{"budget_eur":10000,"eur":"9998.609825959046552551591744","filled_fraction":1.0,"full":true,"impact_bps":1.3901740409534475,"ltc":"159.9744040953447448408254679","mid_cost_bps":3.7888809164334267,"side":"sell","target_ltc":"159.9744040953447448408254679","vwap":"62.50131002207000000000000000"}],"spread_bps":4.798080767692923},"raw_file":"1791101701-kraken.json","request_at":1791101701.315339,"response_at":1791101701.5365791,"sequence":null,"sha256":"18a7f165b058bcf3dc52f90dfe741379b32fbf4be519152f7adcf66d84b33ded","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 08:15:01 GMT"},"metrics":{"ask":"62.552","ask_levels":625,"bid":"62.497","bid_levels":227,"depth_1pct_eur":{"buy":"49835.14284333153","sell":"94191.30208813364"},"mid":"62.5245","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598669906637677452359636782","mid_cost_bps":4.3982758758566645,"side":"buy","target_ltc":null,"vwap":"62.55200000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.600076803686576955693873306","mid_cost_bps":4.3982758758566645,"side":"sell","target_ltc":"1.600076803686576955693873306","vwap":"62.49700000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.98669906637677452359636782","mid_cost_bps":4.3982758758566645,"side":"buy","target_ltc":null,"vwap":"62.55200000000000000000000000"},{"budget_eur":1000,"eur":"999.7355703489858188393042867","filled_fraction":1.0,"full":true,"impact_bps":2.6442965101418117,"ltc":"16.00076803686576955693873306","mid_cost_bps":7.0414093514435585,"side":"sell","target_ltc":"16.00076803686576955693873306","vwap":"62.48047394010056672000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.413979219809017,"ltc":"159.7485534182240188808623961","mid_cost_bps":11.815515968260339,"side":"buy","target_ltc":null,"vwap":"62.59837592281574936171712316"},{"budget_eur":10000,"eur":"9996.404462881030269132918381","filled_fraction":1.0,"full":true,"impact_bps":3.5955371189697307,"ltc":"160.0076803686576955693873306","mid_cost_bps":7.992231578409283,"side":"sell","target_ltc":"160.0076803686576955693873306","vwap":"62.47452897166757487300000000"}],"spread_bps":8.796551751713329},"raw_file":"1791101701-coinbase.json","request_at":1791101701.3164415,"response_at":1791101701.43406,"sequence":10020458998,"sha256":"ebf52a8769aec9ed0e8fc941967ef0ed7e7993231175ed26ae2727f7e3a8cbe9","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791101701.406,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 08:15:01 GMT"},"metrics":{"ask":"62.54","ask_levels":100,"bid":"62.51","bid_levels":100,"depth_1pct_eur":{"buy":"74170.26683127","sell":"86102.79278661"},"mid":"62.525","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598976654940837863767188999","mid_cost_bps":2.3990403838464616,"side":"buy","target_ltc":null,"vwap":"62.54000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.599744040953447448408254679","mid_cost_bps":2.3990403838464616,"side":"sell","target_ltc":"1.599744040953447448408254679","vwap":"62.51000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":4.974172576310508,"ltc":"15.98181691786513263023330137","mid_cost_bps":7.374406284245649,"side":"buy","target_ltc":null,"vwap":"62.57110847529224591905999267"},{"budget_eur":1000,"eur":"999.8500324118093105103183489","filled_fraction":1.0,"full":true,"impact_bps":1.499675881906895,"ltc":"15.99744040953447448408254679","mid_cost_bps":3.898356487453019,"side":"sell","target_ltc":"15.99744040953447448408254679","vwap":"62.50062552606220000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":16.428034229381556,"ltc":"159.6354158864433811802232855","mid_cost_bps":18.831015764982368,"side":"buy","target_ltc":null,"vwap":"62.64274092607055224617462259"},{"budget_eur":10000,"eur":"9994.796735994279315309550470","filled_fraction":1.0,"full":true,"impact_bps":5.203264005720684,"ltc":"159.9744040953447448408254679","mid_cost_bps":7.601056105519392,"side":"sell","target_ltc":"159.9744040953447448408254679","vwap":"62.47747439670024000000000000"}],"spread_bps":4.798080767692923},"raw_file":"1791101701-okx.json","request_at":1791101701.3167596,"response_at":1791101701.530233,"sequence":null,"sha256":"ef5c11189ed65ac3bd82491e6e4e97b800938cf4ce0feb8eead4447f40f36110","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791102601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 08:30:01 GMT"},"metrics":{"ask":"62.67000","ask_levels":100,"bid":"62.65000","bid_levels":100,"depth_1pct_eur":{"buy":"237885.35872000","sell":"395246.94571000"},"mid":"62.66000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595659805329503749800542524","mid_cost_bps":1.5959144589849985,"side":"buy","target_ltc":null,"vwap":"62.67000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596169193934557063048683160","mid_cost_bps":1.5959144589849985,"side":"sell","target_ltc":"1.596169193934557063048683160","vwap":"62.65000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8674966428989342,"ltc":"15.95521394384173580089342693","mid_cost_bps":2.463549546927485,"side":"buy","target_ltc":null,"vwap":"62.67543660146104762112270606"},{"budget_eur":1000,"eur":"999.8802930806065442936951314","filled_fraction":1.0,"full":true,"impact_bps":1.197069193934557,"ltc":"15.96169193934557063048683160","mid_cost_bps":2.792792610916055,"side":"sell","target_ltc":"15.96169193934557063048683160","vwap":"62.64250036150000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5529942071645997,"ltc":"159.5093069685855525434539946","mid_cost_bps":5.149475693632389,"side":"buy","target_ltc":null,"vwap":"62.69226661469630054564245738"},{"budget_eur":10000,"eur":"9998.023541612130885873902631","filled_fraction":1.0,"full":true,"impact_bps":1.9764583878691142,"ltc":"159.6169193934557063048683160","mid_cost_bps":3.5720574210022344,"side":"sell","target_ltc":"159.6169193934557063048683160","vwap":"62.63761748820000000000000000"}],"spread_bps":3.191828917969997},"raw_file":"1791102601-kraken.json","request_at":1791102601.7446384,"response_at":1791102601.927339,"sequence":null,"sha256":"f33c796a1f621321d6231079a75949d42017019528756d3e0aecd4d0395914aa","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 08:30:01 GMT"},"metrics":{"ask":"62.686","ask_levels":626,"bid":"62.611","bid_levels":226,"depth_1pct_eur":{"buy":"52122.22620025175","sell":"86031.10477495784"},"mid":"62.6485","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595252528475257633283348754","mid_cost_bps":5.985777791966288,"side":"buy","target_ltc":null,"vwap":"62.68600000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597163437734583379917266934","mid_cost_bps":5.985777791966288,"side":"sell","target_ltc":"1.597163437734583379917266934","vwap":"62.61100000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0501659734388073,"ltc":"15.95244525775806786096000766","mid_cost_bps":6.035973793642068,"side":"buy","target_ltc":null,"vwap":"62.68631447042109850745256831"},{"budget_eur":1000,"eur":"999.9876321981826541662008274","filled_fraction":1.0,"full":true,"impact_bps":0.12367801817345833,"ltc":"15.97163437734583379917266934","mid_cost_bps":6.109381779226292,"side":"sell","target_ltc":"15.97163437734583379917266934","vwap":"62.61022563956041416000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.240880180445145,"ltc":"159.4416913675033033511104036","mid_cost_bps":11.22979504683088,"side":"buy","target_ltc":null,"vwap":"62.71885298149913843366367050"},{"budget_eur":10000,"eur":"9997.029014777466333072463306","filled_fraction":1.0,"full":true,"impact_bps":2.970985222533667,"ltc":"159.7163437734583379917266934","mid_cost_bps":8.954984648763425,"side":"sell","target_ltc":"159.7163437734583379917266934","vwap":"62.59239836442319445800000000"}],"spread_bps":11.971555583932576},"raw_file":"1791102601-coinbase.json","request_at":1791102601.745684,"response_at":1791102601.8443236,"sequence":10020477471,"sha256":"2bd3f8a49dbfe5e7fadbcf768ac2d36f12607de456cf4bf190a03b9ddec74414","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791102601.856,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 08:30:01 GMT"},"metrics":{"ask":"62.67","ask_levels":100,"bid":"62.64","bid_levels":100,"depth_1pct_eur":{"buy":"57645.17186539","sell":"85844.26175274"},"mid":"62.655","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595659805329503749800542524","mid_cost_bps":2.3940627244433803,"side":"buy","target_ltc":null,"vwap":"62.67000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596424010217113665389527458","mid_cost_bps":2.3940627244433803,"side":"sell","target_ltc":"1.596424010217113665389527458","vwap":"62.64000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":6.9139756644926145,"ltc":"15.94557332270408163265306122","mid_cost_bps":9.3096936380776,"side":"buy","target_ltc":null,"vwap":"62.71332988548937521263963390"},{"budget_eur":1000,"eur":"999.8225836979565772669220942","filled_fraction":1.0,"full":true,"impact_bps":1.7741630204342274,"ltc":"15.96424010217113665389527458","mid_cost_bps":4.167800999122177,"side":"sell","target_ltc":"15.96424010217113665389527458","vwap":"62.62888664284000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":16.262830276022612,"ltc":"159.3069024213626233683540274","mid_cost_bps":18.66078642404177,"side":"buy","target_ltc":null,"vwap":"62.77191915733983371289869622"},{"budget_eur":10000,"eur":"9994.175898028697318007662832","filled_fraction":1.0,"full":true,"impact_bps":5.824101971302682,"ltc":"159.6424010217113665389527458","mid_cost_bps":8.216770369202777,"side":"sell","target_ltc":"159.6424010217113665389527458","vwap":"62.60351782525176000000000000"}],"spread_bps":4.788125448886761},"raw_file":"1791102601-okx.json","request_at":1791102601.7458951,"response_at":1791102601.979938,"sequence":null,"sha256":"8a3649eda1fa6e687fd19613a032547e998fb3dd34d9c1ecfc2e918e44b23351","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791103502,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 08:45:02 GMT"},"metrics":{"ask":"62.61000","ask_levels":100,"bid":"62.59000","bid_levels":100,"depth_1pct_eur":{"buy":"258296.98787000","sell":"420607.22447000"},"mid":"62.60000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597188947452483628813288612","mid_cost_bps":1.597444089456869,"side":"buy","target_ltc":null,"vwap":"62.61000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.597699312989295414602971721","mid_cost_bps":1.597444089456869,"side":"sell","target_ltc":"1.597699312989295414602971721","vwap":"62.58999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.17756374050388168,"ltc":"15.97160587671670392845736186","mid_cost_bps":1.7750361947755278,"side":"buy","target_ltc":null,"vwap":"62.61111172657929480330972217"},{"budget_eur":1000,"eur":"999.8771000687010704585397030","filled_fraction":1.0,"full":true,"impact_bps":1.2289993129892953,"ltc":"15.97699312989295414602971721","mid_cost_bps":2.8262470766773164,"side":"sell","target_ltc":"15.97699312989295414602971721","vwap":"62.58230769330000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.385919397753278,"ltc":"159.6648335195530726256983240","mid_cost_bps":4.983904368903079,"side":"buy","target_ltc":null,"vwap":"62.63119924134933327443901236"},{"budget_eur":10000,"eur":"9997.056342061032113756191087","filled_fraction":1.0,"full":true,"impact_bps":2.943657938967886,"ltc":"159.7699312989295414602971721","mid_cost_bps":4.5406317955271565,"side":"sell","target_ltc":"159.7699312989295414602971721","vwap":"62.57157564496000000000000000"}],"spread_bps":3.194888178913738},"raw_file":"1791103502-kraken.json","request_at":1791103502.1087549,"response_at":1791103502.2933106,"sequence":null,"sha256":"38c3ab4abc6bd7a6bf78d127b32b73c5580a74e403aaede714f94f6ccbe7debb","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 08:45:02 GMT"},"metrics":{"ask":"62.633","ask_levels":624,"bid":"62.555","bid_levels":226,"depth_1pct_eur":{"buy":"46892.40240987554","sell":"94173.21662987353"},"mid":"62.594","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596602430028898503983523063","mid_cost_bps":6.230629133782791,"side":"buy","target_ltc":null,"vwap":"62.63300000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.598593237950603468947326353","mid_cost_bps":6.230629133782791,"side":"sell","target_ltc":"1.598593237950603468947326353","vwap":"62.55499999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.96602430028898503983523063","mid_cost_bps":6.230629133782791,"side":"buy","target_ltc":null,"vwap":"62.63300000000000000000000000"},{"budget_eur":1000,"eur":"999.9879228497109879306210536","filled_fraction":1.0,"full":true,"impact_bps":0.12077150289012069,"ltc":"15.98593237950603468947326353","mid_cost_bps":6.351325388428467,"side":"sell","target_ltc":"15.98593237950603468947326353","vwap":"62.55424451386367085000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.923968929182427,"ltc":"159.5497712370195216712843540","mid_cost_bps":13.158912131218376,"side":"buy","target_ltc":null,"vwap":"62.67636689459414829589052196"},{"budget_eur":10000,"eur":"9996.632578688842887858684359","filled_fraction":1.0,"full":true,"impact_bps":3.3674213111571123,"ltc":"159.8593237950603468947326353","mid_cost_bps":9.5959523296072,"side":"sell","target_ltc":"159.8593237950603468947326353","vwap":"62.53393509598805668500000000"}],"spread_bps":12.461258267565581},"raw_file":"1791103502-coinbase.json","request_at":1791103502.1103919,"response_at":1791103502.2341287,"sequence":10020493200,"sha256":"6ef40c74bf0a8c5b94b401dca65b8125d54ec5ef91912346094b7ebc20d45ee2","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791103502.256,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 08:45:02 GMT"},"metrics":{"ask":"62.61","ask_levels":100,"bid":"62.58","bid_levels":100,"depth_1pct_eur":{"buy":"61359.84357907","sell":"80972.39574462"},"mid":"62.595","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597188947452483628813288612","mid_cost_bps":2.3963575365444525,"side":"buy","target_ltc":null,"vwap":"62.61000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597954618088846276765739853","mid_cost_bps":2.3963575365444525,"side":"sell","target_ltc":"1.597954618088846276765739853","vwap":"62.58000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5485758879379006,"ltc":"15.96622373886671987230646448","mid_cost_bps":5.945783790139659,"side":"buy","target_ltc":null,"vwap":"62.63221763363437919588958963"},{"budget_eur":1000,"eur":"999.8224200363822307446468520","filled_fraction":1.0,"full":true,"impact_bps":1.7757996361776927,"ltc":"15.97954618088846276765739853","mid_cost_bps":4.17173162763799,"side":"sell","target_ltc":"15.97954618088846276765739853","vwap":"62.56888704587680000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.015779825209014,"ltc":"159.5272103616648062509966512","mid_cost_bps":14.415016772207625,"side":"buy","target_ltc":null,"vwap":"62.68523079748563363471567022"},{"budget_eur":10000,"eur":"9992.346709492933844678811122","filled_fraction":1.0,"full":true,"impact_bps":7.653290507066155,"ltc":"159.7954618088846276765739853","mid_cost_bps":10.04781404157201,"side":"sell","target_ltc":"159.7954618088846276765739853","vwap":"62.53210570800678000000000000"}],"spread_bps":4.792715073088905},"raw_file":"1791103502-okx.json","request_at":1791103502.1108298,"response_at":1791103502.3820941,"sequence":null,"sha256":"fadee6c0b3c94d75fdec4eaf912baf5d9f4933f8e4df790fbb053035bf5a7037","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791104401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 09:00:01 GMT"},"metrics":{"ask":"62.62000","ask_levels":100,"bid":"62.60000","bid_levels":100,"depth_1pct_eur":{"buy":"247914.68139000","sell":"404850.23662000"},"mid":"62.61000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596933886937080804854679016","mid_cost_bps":1.5971889474524836,"side":"buy","target_ltc":null,"vwap":"62.62000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.597444089456869009584664537","mid_cost_bps":1.5971889474524836,"side":"sell","target_ltc":"1.597444089456869009584664537","vwap":"62.59999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.96933886937080804854679016","mid_cost_bps":1.5971889474524836,"side":"buy","target_ltc":null,"vwap":"62.62000000000000000000000000"},{"budget_eur":1000,"eur":"999.8801955910543130990415337","filled_fraction":1.0,"full":true,"impact_bps":1.198044089456869,"ltc":"15.97444089456869009584664537","mid_cost_bps":2.7950416866315284,"side":"sell","target_ltc":"15.97444089456869009584664537","vwap":"62.59250024400000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.984864830801339,"ltc":"159.6616980047885075818036712","mid_cost_bps":3.582370798670817,"side":"buy","target_ltc":null,"vwap":"62.63242922357047798524697478"},{"budget_eur":10000,"eur":"9997.439911821086261980830673","filled_fraction":1.0,"full":true,"impact_bps":2.560088178913738,"ltc":"159.7444089456869009584664537","mid_cost_bps":4.156868231911835,"side":"sell","target_ltc":"159.7444089456869009584664537","vwap":"62.58397384800000000000000000"}],"spread_bps":3.1943778949049673},"raw_file":"1791104401-kraken.json","request_at":1791104401.3941555,"response_at":1791104401.5747733,"sequence":null,"sha256":"7c9056af1e9719a9e40a58d7e08673a7a7e70b82c404c556c24787d98edb7cbc","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 09:00:01 GMT"},"metrics":{"ask":"62.634","ask_levels":627,"bid":"62.562","bid_levels":224,"depth_1pct_eur":{"buy":"47612.41542881995","sell":"82540.47271709695"},"mid":"62.598","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596576939042692467350001597","mid_cost_bps":5.750982459503499,"side":"buy","target_ltc":null,"vwap":"62.63399999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598414372942041494837121575","mid_cost_bps":5.750982459503499,"side":"sell","target_ltc":"1.598414372942041494837121575","vwap":"62.56200000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.2784672457374938,"ltc":"15.96532480842425403515494037","mid_cost_bps":6.029609851265571,"side":"buy","target_ltc":null,"vwap":"62.63574415174695221889336571"},{"budget_eur":1000,"eur":"999.9792393776611591701032573","filled_fraction":1.0,"full":true,"impact_bps":0.2076062233884083,"ltc":"15.98414372942041494837121575","mid_cost_bps":5.958469288916988,"side":"sell","target_ltc":"15.98414372942041494837121575","vwap":"62.56070117394523744000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.670162252911293,"ltc":"159.5353277194013282581343866","mid_cost_bps":13.425555809272595,"side":"buy","target_ltc":null,"vwap":"62.68204129425488459356595654"},{"budget_eur":10000,"eur":"9993.359027068901747706275372","filled_fraction":1.0,"full":true,"impact_bps":6.640972931098252,"ltc":"159.8414372942041494837121575","mid_cost_bps":12.388136178717673,"side":"sell","target_ltc":"159.8414372942041494837121575","vwap":"62.52045274514846311400000000"}],"spread_bps":11.501964919006998},"raw_file":"1791104401-coinbase.json","request_at":1791104401.395157,"response_at":1791104401.4993188,"sequence":10020508010,"sha256":"d5c58659066cca415b46c203132451f6510176582b32d39fc659bdd19870afff","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791104401.506,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 09:00:01 GMT"},"metrics":{"ask":"62.62","ask_levels":100,"bid":"62.59","bid_levels":100,"depth_1pct_eur":{"buy":"73033.84902251","sell":"85507.89947536"},"mid":"62.605","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596933886937080804854679016","mid_cost_bps":2.3959747623991694,"side":"buy","target_ltc":null,"vwap":"62.62000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.597699312989295414602971721","mid_cost_bps":2.3959747623991694,"side":"sell","target_ltc":"1.597699312989295414602971721","vwap":"62.58999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.54823038326368,"ltc":"15.96367458984998404085541015","mid_cost_bps":5.945055292707797,"side":"buy","target_ltc":null,"vwap":"62.64221901865999716353712942"},{"budget_eur":1000,"eur":"999.8224386374021409170794058","filled_fraction":1.0,"full":true,"impact_bps":1.7756136259785908,"ltc":"15.97699312989295414602971721","mid_cost_bps":4.171162955834198,"side":"sell","target_ltc":"15.97699312989295414602971721","vwap":"62.57888643431500000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.234136601015065,"ltc":"159.4664020387189292543021032","mid_cost_bps":16.633521826620292,"side":"buy","target_ltc":null,"vwap":"62.70913416339555632997192943"},{"budget_eur":10000,"eur":"9994.450424992064227512382171","filled_fraction":1.0,"full":true,"impact_bps":5.549575007935773,"ltc":"159.7699312989295414602971721","mid_cost_bps":7.944220106168836,"side":"sell","target_ltc":"159.7699312989295414602971721","vwap":"62.55526521002533000000000000"}],"spread_bps":4.791949524798339},"raw_file":"1791104401-okx.json","request_at":1791104401.395381,"response_at":1791104401.6298957,"sequence":null,"sha256":"5d7a00d40f41850413c0f094847d14cfafafb8ae227205baeae8233440840650","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791105301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 09:15:01 GMT"},"metrics":{"ask":"62.76000","ask_levels":100,"bid":"62.74000","bid_levels":100,"depth_1pct_eur":{"buy":"251458.38533000","sell":"373505.73751000"},"mid":"62.75000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.593371574251115360101975781","mid_cost_bps":1.593625498007968,"side":"buy","target_ltc":null,"vwap":"62.75999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.593879502709595154606311763","mid_cost_bps":1.593625498007968,"side":"sell","target_ltc":"1.593879502709595154606311763","vwap":"62.73999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.13465193257371083,"ltc":"15.93350119483829855026286443","mid_cost_bps":1.7282988890569895,"side":"buy","target_ltc":null,"vwap":"62.76084507552883260918729783"},{"budget_eur":1000,"eur":"999.9822520497290404845393689","filled_fraction":1.0,"full":true,"impact_bps":0.17747950270959514,"ltc":"15.93879502709595154606311763","mid_cost_bps":1.771076717131474,"side":"sell","target_ltc":"15.93879502709595154606311763","vwap":"62.73888649360000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.540952715725715,"ltc":"159.2966808917197452229299363","mid_cost_bps":4.134983146437384,"side":"buy","target_ltc":null,"vwap":"62.77594701924389458632588172"},{"budget_eur":10000,"eur":"9998.443350994580809690787378","filled_fraction":1.0,"full":true,"impact_bps":1.5566490054191904,"ltc":"159.3879502709595154606311763","mid_cost_bps":3.1500264318725097,"side":"sell","target_ltc":"159.3879502709595154606311763","vwap":"62.73023358414000000000000000"}],"spread_bps":3.187250996015936},"raw_file":"1791105301-kraken.json","request_at":1791105301.7990308,"response_at":1791105302.0066793,"sequence":null,"sha256":"c2e465c662a1e833eb49c1c413af4521beb6d33548ed328555e178250987ed65","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 09:15:01 GMT"},"metrics":{"ask":"62.784","ask_levels":629,"bid":"62.713","bid_levels":224,"depth_1pct_eur":{"buy":"48738.19300937527","sell":"77105.25549767922"},"mid":"62.7485","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.592762487257900101936799185","mid_cost_bps":5.657505757109732,"side":"buy","target_ltc":null,"vwap":"62.78399999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594565720026150877808428874","mid_cost_bps":5.657505757109732,"side":"sell","target_ltc":"1.594565720026150877808428874","vwap":"62.71300000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.7726813787210219,"ltc":"15.92639426975076045930149225","mid_cost_bps":6.430624280765606,"side":"buy","target_ltc":null,"vwap":"62.78885120276816206401531478"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.94565720026150877808428874","mid_cost_bps":5.657505757109732,"side":"sell","target_ltc":"15.94565720026150877808428874","vwap":"62.71300000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.929548794502154,"ltc":"159.1659539013916927625617956","mid_cost_bps":12.590974947831793,"side":"buy","target_ltc":null,"vwap":"62.82750647915140232727346267"},{"budget_eur":10000,"eur":"9996.936299676924162454355554","filled_fraction":1.0,"full":true,"impact_bps":3.0637003230758375,"ltc":"159.4565720026150877808428874","mid_cost_bps":8.719472789963984,"side":"sell","target_ltc":"159.4565720026150877808428874","vwap":"62.69378661616389450000000000"}],"spread_bps":11.315011514219464},"raw_file":"1791105301-coinbase.json","request_at":1791105301.8003945,"response_at":1791105301.9140255,"sequence":10020527254,"sha256":"357b61fe79ca902866e96ff54f2dd09be4ce067d85644d836fb5fe5612ad9da9","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791105301.903,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 09:15:02 GMT"},"metrics":{"ask":"62.77","ask_levels":100,"bid":"62.74","bid_levels":100,"depth_1pct_eur":{"buy":"71594.70854192","sell":"79829.36465095"},"mid":"62.755","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.593117731400350485900908077","mid_cost_bps":2.3902477890207954,"side":"buy","target_ltc":null,"vwap":"62.77000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.593879502709595154606311763","mid_cost_bps":2.3902477890207954,"side":"sell","target_ltc":"1.593879502709595154606311763","vwap":"62.73999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.655044630504822,"ltc":"15.92694863805732484076433121","mid_cost_bps":5.0459270409813985,"side":"buy","target_ltc":null,"vwap":"62.78666571514567876549938681"},{"budget_eur":1000,"eur":"999.7994845991871214536181066","filled_fraction":1.0,"full":true,"impact_bps":2.0051540081287853,"ltc":"15.93879502709595154606311763","mid_cost_bps":4.394922515656123,"side":"sell","target_ltc":"15.93879502709595154606311763","vwap":"62.72741966375300000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.423698468531747,"ltc":"159.1140945867111746940073120","mid_cost_bps":14.816915829332128,"side":"buy","target_ltc":null,"vwap":"62.84798355528697376819381935"},{"budget_eur":10000,"eur":"9992.210573311032833917755819","filled_fraction":1.0,"full":true,"impact_bps":7.789426688967166,"ltc":"159.3879502709595154606311763","mid_cost_bps":10.177812611995856,"side":"sell","target_ltc":"159.3879502709595154606311763","vwap":"62.69112913695342000000000000"}],"spread_bps":4.780495578041591},"raw_file":"1791105301-okx.json","request_at":1791105301.8006926,"response_at":1791105302.031768,"sequence":null,"sha256":"d15b7512dba933e4b8a22cb0615cbb976bc2ceb24ef7798c9ad09b36f76ad7e7","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791106201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 09:30:01 GMT"},"metrics":{"ask":"62.59000","ask_levels":100,"bid":"62.55000","bid_levels":100,"depth_1pct_eur":{"buy":"247355.92473000","sell":"404016.72794000"},"mid":"62.57000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597699312989295414602971721","mid_cost_bps":3.19642000958926,"side":"buy","target_ltc":null,"vwap":"62.58999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598721023181454836131095124","mid_cost_bps":3.19642000958926,"side":"sell","target_ltc":"1.598721023181454836131095124","vwap":"62.55000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.97699312989295414602971721","mid_cost_bps":3.19642000958926,"side":"buy","target_ltc":null,"vwap":"62.58999999999999999999999999"},{"budget_eur":1000,"eur":"999.9822178976818545163868905","filled_fraction":1.0,"full":true,"impact_bps":0.17782102318145485,"ltc":"15.98721023181454836131095124","mid_cost_bps":3.374184193703053,"side":"sell","target_ltc":"15.98721023181454836131095124","vwap":"62.54888772950000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.9044328170260316,"ltc":"159.7395099824309215780226801","mid_cost_bps":5.101461563331617,"side":"buy","target_ltc":null,"vwap":"62.60191984500176593206761616"},{"budget_eur":10000,"eur":"9998.543368976818545163868905","filled_fraction":1.0,"full":true,"impact_bps":1.4566310231814548,"ltc":"159.8721023181454836131095124","mid_cost_bps":4.6525854323158065,"side":"sell","target_ltc":"159.8721023181454836131095124","vwap":"62.54088877295000000000000000"}],"spread_bps":6.39284001917852},"raw_file":"1791106201-kraken.json","request_at":1791106201.8028471,"response_at":1791106201.9851243,"sequence":null,"sha256":"04369d274944998c2006252247bc4da03fadb1ebd4138d16181f7df66ce13968","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 09:30:01 GMT"},"metrics":{"ask":"62.598","ask_levels":629,"bid":"62.526","bid_levels":224,"depth_1pct_eur":{"buy":"50349.49547293335","sell":"86823.30897600118"},"mid":"62.562","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597495127639860698424869804","mid_cost_bps":5.75429174259135,"side":"buy","target_ltc":null,"vwap":"62.59800000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.599334676774461823881265394","mid_cost_bps":5.75429174259135,"side":"sell","target_ltc":"1.599334676774461823881265394","vwap":"62.52599999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.18150564298848001,"ltc":"15.97466132728103384929953196","mid_cost_bps":5.9359018292220975,"side":"buy","target_ltc":null,"vwap":"62.59913618902397928714304051"},{"budget_eur":1000,"eur":"999.9936724760922553817611876","filled_fraction":1.0,"full":true,"impact_bps":0.06327523907744619,"ltc":"15.99334676774461823881265394","mid_cost_bps":5.817530571250222,"side":"sell","target_ltc":"15.99334676774461823881265394","vwap":"62.52560436524014436000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.687469002542526,"ltc":"159.5630239743208873165367883","mid_cost_bps":17.448486055771188,"side":"buy","target_ltc":null,"vwap":"62.67116121846211570252252342"},{"budget_eur":10000,"eur":"9996.039717415255998144771778","filled_fraction":1.0,"full":true,"impact_bps":3.960282584744002,"ltc":"159.9334676774461823881265394","mid_cost_bps":9.71229546519778,"side":"sell","target_ltc":"159.9334676774461823881265394","vwap":"62.50123793711062965400000000"}],"spread_bps":11.5085834851827},"raw_file":"1791106201-coinbase.json","request_at":1791106201.8038695,"response_at":1791106201.927507,"sequence":10020542155,"sha256":"eaf56ec6073b4a0046d6026670f265c6d8b4a46a2edb012f95223645c72e0bf4","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791106201.903,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 09:30:02 GMT"},"metrics":{"ask":"62.58","ask_levels":100,"bid":"62.56","bid_levels":100,"depth_1pct_eur":{"buy":"62055.10131888","sell":"79034.74773285"},"mid":"62.57","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597954618088846276765739853","mid_cost_bps":1.59821000479463,"side":"buy","target_ltc":null,"vwap":"62.58000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.598465473145780051150895141","mid_cost_bps":1.59821000479463,"side":"sell","target_ltc":"1.598465473145780051150895141","vwap":"62.55999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5501755972626228,"ltc":"15.97387517470456723091664005","mid_cost_bps":5.148952994673085,"side":"buy","target_ltc":null,"vwap":"62.60221699888766949243039717"},{"budget_eur":1000,"eur":"999.7335567480562659846547317","filled_fraction":1.0,"full":true,"impact_bps":2.66443251943734,"ltc":"15.98465473145780051150895141","mid_cost_bps":4.262216691961004,"side":"sell","target_ltc":"15.98465473145780051150895141","vwap":"62.54333131015840000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.933793104418294,"ltc":"159.5731159306441326530612245","mid_cost_bps":15.534230021967346,"side":"buy","target_ltc":null,"vwap":"62.66719767724744968386506830"},{"budget_eur":10000,"eur":"9988.949348765396419437340156","filled_fraction":1.0,"full":true,"impact_bps":11.050651234603581,"ltc":"159.8465473145780051150895141","mid_cost_bps":12.647095113261946,"side":"sell","target_ltc":"159.8465473145780051150895141","vwap":"62.49086712587632000000000000"}],"spread_bps":3.19642000958926},"raw_file":"1791106201-okx.json","request_at":1791106201.8041246,"response_at":1791106202.0321038,"sequence":null,"sha256":"34ecaf5d9ffb1db9acba160dcd471569fd65c7b39c86fad80cde10751c956bca","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791107101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 09:45:02 GMT"},"metrics":{"ask":"62.59000","ask_levels":100,"bid":"62.56000","bid_levels":100,"depth_1pct_eur":{"buy":"266137.86198000","sell":"808666.37068000"},"mid":"62.57500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597699312989295414602971721","mid_cost_bps":2.397123451857771,"side":"buy","target_ltc":null,"vwap":"62.58999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.598465473145780051150895141","mid_cost_bps":2.397123451857771,"side":"sell","target_ltc":"1.598465473145780051150895141","vwap":"62.55999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7680355967561885,"ltc":"15.97576613418530351437699680","mid_cost_bps":3.165343156228044,"side":"buy","target_ltc":null,"vwap":"62.59480713480009698395421118"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"15.98465473145780051150895141","mid_cost_bps":2.397123451857771,"side":"sell","target_ltc":"15.98465473145780051150895141","vwap":"62.55999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8492742480510853,"ltc":"159.7244214308527626956244012","mid_cost_bps":5.247080706120934,"side":"buy","target_ltc":null,"vwap":"62.60783360751855174239555548"},{"budget_eur":10000,"eur":"9998.958154526854219948849107","filled_fraction":1.0,"full":true,"impact_bps":1.04184547314578,"ltc":"159.8465473145780051150895141","mid_cost_bps":3.438719181781862,"side":"sell","target_ltc":"159.8465473145780051150895141","vwap":"62.55348221472000000000000000"}],"spread_bps":4.794246903715542},"raw_file":"1791107101-kraken.json","request_at":1791107101.8308363,"response_at":1791107102.0270236,"sequence":null,"sha256":"d275867c9e2d3ce5289a38ccbfab1241342fd71d2b0cd41fa580d791cd76d65a","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 09:45:01 GMT"},"metrics":{"ask":"62.61","ask_levels":627,"bid":"62.542","bid_levels":229,"depth_1pct_eur":{"buy":"49784.02349527848","sell":"78322.37000301438"},"mid":"62.576","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597188947452483628813288612","mid_cost_bps":5.433392994119151,"side":"buy","target_ltc":null,"vwap":"62.61000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.598925522049182949058232868","mid_cost_bps":5.433392994119151,"side":"sell","target_ltc":"1.598925522049182949058232868","vwap":"62.54199999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.1641053265735037,"ltc":"15.97003039478002586991584293","mid_cost_bps":6.598130824865237,"side":"buy","target_ltc":null,"vwap":"62.61728846344967670664073692"},{"budget_eur":1000,"eur":"999.9610195932785245115282533","filled_fraction":1.0,"full":true,"impact_bps":0.3898040672147549,"ltc":"15.98925522049182949058232868","mid_cost_bps":5.8229852654651175,"side":"sell","target_ltc":"15.98925522049182949058232868","vwap":"62.53956208740282548000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.4209078056668,"ltc":"159.6004567177438936953300511","mid_cost_bps":12.858332870634083,"side":"buy","target_ltc":null,"vwap":"62.65646230377127983216120571"},{"budget_eur":10000,"eur":"9994.572534275745229126027313","filled_fraction":1.0,"full":true,"impact_bps":5.427465724254771,"ltc":"159.8925522049182949058232868","mid_cost_bps":10.857909762949724,"side":"sell","target_ltc":"159.8925522049182949058232868","vwap":"62.50805554386736581200000000"}],"spread_bps":10.866785988238302},"raw_file":"1791107101-coinbase.json","request_at":1791107101.831869,"response_at":1791107101.9354613,"sequence":10020553252,"sha256":"2af39605d453fac7760415be56bd3006d4bf21fb3c76b35748aa809292771bbe","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791107102.003,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 09:45:02 GMT"},"metrics":{"ask":"62.6","ask_levels":100,"bid":"62.57","bid_levels":100,"depth_1pct_eur":{"buy":"67606.95474631","sell":"82972.69366489"},"mid":"62.585","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597444089456869009584664537","mid_cost_bps":2.396740433011105,"side":"buy","target_ltc":null,"vwap":"62.59999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598210004794630014383890043","mid_cost_bps":2.396740433011105,"side":"sell","target_ltc":"1.598210004794630014383890043","vwap":"62.57000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5489141178901846,"ltc":"15.96877371392081736909323116","mid_cost_bps":5.9465051334972525,"side":"buy","target_ltc":null,"vwap":"62.62221620237799255673745820"},{"budget_eur":1000,"eur":"999.8223990190410739971232219","filled_fraction":1.0,"full":true,"impact_bps":1.77600980958926,"ltc":"15.98210004794630014383890043","mid_cost_bps":4.172324579148358,"side":"sell","target_ltc":"15.98210004794630014383890043","vwap":"62.55888750662140000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.062795559656344,"ltc":"159.5519446966847306343640421","mid_cost_bps":14.462427131652747,"side":"buy","target_ltc":null,"vwap":"62.67551310020344871770541106"},{"budget_eur":10000,"eur":"9991.468808846848329870544989","filled_fraction":1.0,"full":true,"impact_bps":8.53119115315167,"ltc":"159.8210004794630014383890043","mid_cost_bps":10.925886881084924,"side":"sell","target_ltc":"159.8210004794630014383890043","vwap":"62.51662033695473000000000000"}],"spread_bps":4.79348086602221},"raw_file":"1791107101-okx.json","request_at":1791107101.8321066,"response_at":1791107102.1475475,"sequence":null,"sha256":"441658d8cfcfbfc7fdcf9cc9effb3805040b35185d58abe534ae8415e441ed1c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791108001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 10:00:01 GMT"},"metrics":{"ask":"62.63000","ask_levels":100,"bid":"62.59000","bid_levels":100,"depth_1pct_eur":{"buy":"246920.29831000","sell":"816836.80559000"},"mid":"62.61000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596678907871627015807121188","mid_cost_bps":3.1943778949049673,"side":"buy","target_ltc":null,"vwap":"62.63000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.597699312989295414602971721","mid_cost_bps":3.1943778949049673,"side":"sell","target_ltc":"1.597699312989295414602971721","vwap":"62.58999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.96678907871627015807121188","mid_cost_bps":3.1943778949049673,"side":"buy","target_ltc":null,"vwap":"62.63000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"15.97699312989295414602971721","mid_cost_bps":3.1943778949049673,"side":"sell","target_ltc":"15.97699312989295414602971721","vwap":"62.58999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.3391195443188568,"ltc":"159.6465122106943335993615323","mid_cost_bps":4.533925204610925,"side":"buy","target_ltc":null,"vwap":"62.63838690570606900051337383"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"159.7699312989295414602971721","mid_cost_bps":3.1943778949049673,"side":"sell","target_ltc":"159.7699312989295414602971721","vwap":"62.58999999999999999999999999"}],"spread_bps":6.3887557898099345},"raw_file":"1791108001-kraken.json","request_at":1791108001.603316,"response_at":1791108001.78703,"sequence":null,"sha256":"f13d8d825948c5cb7a24fc22e3c71527205408e729016f4008d530c7cfb3a3a6","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 10:00:01 GMT"},"metrics":{"ask":"62.647","ask_levels":621,"bid":"62.576","bid_levels":227,"depth_1pct_eur":{"buy":"47207.65742004397","sell":"76525.20927011624"},"mid":"62.6115","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596245630277587115105272399","mid_cost_bps":5.669884925293276,"side":"buy","target_ltc":null,"vwap":"62.64700000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.598056762976220915366913833","mid_cost_bps":5.669884925293276,"side":"sell","target_ltc":"1.598056762976220915366913833","vwap":"62.57599999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.03884529305896747,"ltc":"15.96239429638743455497382199","mid_cost_bps":5.708752243186398,"side":"buy","target_ltc":null,"vwap":"62.64724335410742651352713220"},{"budget_eur":1000,"eur":"999.9857991261902377908463310","filled_fraction":1.0,"full":true,"impact_bps":0.1420087380976221,"ltc":"15.98056762976220915366913833","mid_cost_bps":5.811813146070559,"side":"sell","target_ltc":"15.98056762976220915366913833","vwap":"62.57511136612048032000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.608429801359283,"ltc":"159.5032061330631964342566062","mid_cost_bps":13.282628618796148,"side":"buy","target_ltc":null,"vwap":"62.69466453017657549931187072"},{"budget_eur":10000,"eur":"9993.338418484644564050115061","filled_fraction":1.0,"full":true,"impact_bps":6.661581515355436,"ltc":"159.8056762976220915366913833","mid_cost_bps":12.32768940058746,"side":"sell","target_ltc":"159.8056762976220915366913833","vwap":"62.53431448750951182400000000"}],"spread_bps":11.339769850586553},"raw_file":"1791108001-coinbase.json","request_at":1791108001.6043725,"response_at":1791108001.7056606,"sequence":10020563299,"sha256":"7662e806d4f67cc9c557b2180205eb5435a3527480c8f7477d2c0c9bd204ca30","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791108001.703,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 10:00:01 GMT"},"metrics":{"ask":"62.63","ask_levels":100,"bid":"62.6","bid_levels":100,"depth_1pct_eur":{"buy":"68298.98945037","sell":"82683.85512886"},"mid":"62.615","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596678907871627015807121188","mid_cost_bps":2.3955921105166493,"side":"buy","target_ltc":null,"vwap":"62.63000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.597444089456869009584664537","mid_cost_bps":2.3955921105166493,"side":"sell","target_ltc":"1.597444089456869009584664537","vwap":"62.59999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.434145448219419,"ltc":"15.95971231014677728142948309","mid_cost_bps":6.8307997991213325,"side":"buy","target_ltc":null,"vwap":"62.65777105294219822339756098"},{"budget_eur":1000,"eur":"999.9112337010543130990415337","filled_fraction":1.0,"full":true,"impact_bps":0.8876629894568691,"ltc":"15.97444089456869009584664537","mid_cost_bps":3.2830424521280843,"side":"sell","target_ltc":"15.97444089456869009584664537","vwap":"62.59444322968600000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":15.181443373953035,"ltc":"159.4258593215992354252946798","mid_cost_bps":17.580672339066975,"side":"buy","target_ltc":null,"vwap":"62.72508137985106786378054742"},{"budget_eur":10000,"eur":"9993.414050663801916932907350","filled_fraction":1.0,"full":true,"impact_bps":6.585949336198083,"ltc":"159.7444089456869009584664537","mid_cost_bps":8.979963721887726,"side":"sell","target_ltc":"159.7444089456869009584664537","vwap":"62.55877195715540000000000000"}],"spread_bps":4.791184221033299},"raw_file":"1791108001-okx.json","request_at":1791108001.6046615,"response_at":1791108001.825765,"sequence":null,"sha256":"83f1550f0f43d5d91bb4c43438f10b86df97e1d476c930b72d69f39bf730c6db","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791108902,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 10:15:02 GMT"},"metrics":{"ask":"62.69000","ask_levels":100,"bid":"62.67000","bid_levels":100,"depth_1pct_eur":{"buy":"252240.29795000","sell":"806004.04445000"},"mid":"62.68000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595150741745094911469133833","mid_cost_bps":1.595405232929164,"side":"buy","target_ltc":null,"vwap":"62.69000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595659805329503749800542524","mid_cost_bps":1.595405232929164,"side":"sell","target_ltc":"1.595659805329503749800542524","vwap":"62.67000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.3638191966070774,"ltc":"15.94933221690590111642743222","mid_cost_bps":2.959442013964545,"side":"buy","target_ltc":null,"vwap":"62.69854978254352976815646253"},{"budget_eur":1000,"eur":"999.9822440194670496250199455","filled_fraction":1.0,"full":true,"impact_bps":0.17755980532950374,"ltc":"15.95659805329503749800542524","mid_cost_bps":1.7729367102744098,"side":"sell","target_ltc":"15.95659805329503749800542524","vwap":"62.66888723270000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.152137544217065,"ltc":"159.4648086734693877551020408","mid_cost_bps":4.748045670819525,"side":"buy","target_ltc":null,"vwap":"62.70976075026469678030971104"},{"budget_eur":10000,"eur":"9997.191180389340992500398913","filled_fraction":1.0,"full":true,"impact_bps":2.8088196106590075,"ltc":"159.5659805329503749800542524","mid_cost_bps":4.403776723037652,"side":"sell","target_ltc":"159.5659805329503749800542524","vwap":"62.65239712750000000000000000"}],"spread_bps":3.190810465858328},"raw_file":"1791108902-kraken.json","request_at":1791108902.1548128,"response_at":1791108902.3509178,"sequence":null,"sha256":"3d5050c1e311770ad6d3426b44dd95194bcc94d767833a48fa7301d68cc61333","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 10:15:02 GMT"},"metrics":{"ask":"62.702","ask_levels":626,"bid":"62.646","bid_levels":231,"depth_1pct_eur":{"buy":"46322.97964828156","sell":"78113.27780214992"},"mid":"62.674","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594845459474976874740837613","mid_cost_bps":4.467562306538596,"side":"buy","target_ltc":null,"vwap":"62.70199999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596271110685438814928327427","mid_cost_bps":4.467562306538596,"side":"sell","target_ltc":"1.596271110685438814928327427","vwap":"62.64600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.1086756072347212,"ltc":"15.94668662450208858135901279","mid_cost_bps":5.576733221508624,"side":"buy","target_ltc":null,"vwap":"62.70895161779248314923878961"},{"budget_eur":1000,"eur":"999.9610228315720192829550170","filled_fraction":1.0,"full":true,"impact_bps":0.3897716842798072,"ltc":"15.96271110685438814928327427","mid_cost_bps":4.857159857889919,"side":"sell","target_ltc":"15.96271110685438814928327427","vwap":"62.64355823630666072000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.41330774373311,"ltc":"159.3027288406302293767696370","mid_cost_bps":15.88596901661859,"side":"buy","target_ltc":null,"vwap":"62.77356372221475535181886530"},{"budget_eur":10000,"eur":"9996.815731261950771318200682","filled_fraction":1.0,"full":true,"impact_bps":3.1842687380492287,"ltc":"159.6271110685438814928327427","mid_cost_bps":7.6504084526890255,"side":"sell","target_ltc":"159.6271110685438814928327427","vwap":"62.62605183006361680200000000"}],"spread_bps":8.935124613077193},"raw_file":"1791108902-coinbase.json","request_at":1791108902.155829,"response_at":1791108902.2741249,"sequence":10020575583,"sha256":"71eb783f970dca6aceb04b08048e0f6c578ae5dbaa674e3c5386b4fc2206046a","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791108902.25,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 10:15:02 GMT"},"metrics":{"ask":"62.71","ask_levels":100,"bid":"62.68","bid_levels":100,"depth_1pct_eur":{"buy":"79216.52302550","sell":"73388.82688340"},"mid":"62.695","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594642002870355605166640089","mid_cost_bps":2.392535289895526,"side":"buy","target_ltc":null,"vwap":"62.71000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595405232929164007657945118","mid_cost_bps":2.392535289895526,"side":"sell","target_ltc":"1.595405232929164007657945118","vwap":"62.68000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.7195865305739106,"ltc":"15.94049082520713830465264500","mid_cost_bps":6.113011744673258,"side":"buy","target_ltc":null,"vwap":"62.73332552713322899234422574"},{"budget_eur":1000,"eur":"999.7340804701212507977026164","filled_fraction":1.0,"full":true,"impact_bps":2.659195298787492,"ltc":"15.95405232929164007657945118","mid_cost_bps":5.05109436682351,"side":"sell","target_ltc":"15.95405232929164007657945118","vwap":"62.66333216386720000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.205162498472198,"ltc":"159.2698088971665074816937281","mid_cost_bps":14.600617916567375,"side":"buy","target_ltc":null,"vwap":"62.78653857402791915637098658"},{"budget_eur":10000,"eur":"9986.554704171920867900446713","filled_fraction":1.0,"full":true,"impact_bps":13.445295828079132,"ltc":"159.5405232929164007657945118","mid_cost_bps":15.834614283499482,"side":"sell","target_ltc":"159.5405232929164007657945118","vwap":"62.59572488574960000000000000"}],"spread_bps":4.785070579791052},"raw_file":"1791108902-okx.json","request_at":1791108902.1560683,"response_at":1791108902.3724,"sequence":null,"sha256":"b146dc49997ce1ffdcea0a9caf6e5801c9bd69a1bfc3ce844464eca16e5db25a","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791109801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 10:30:01 GMT"},"metrics":{"ask":"62.71000","ask_levels":100,"bid":"62.69000","bid_levels":100,"depth_1pct_eur":{"buy":"312199.34039000","sell":"453609.18587000"},"mid":"62.70000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594642002870355605166640089","mid_cost_bps":1.594896331738437,"side":"buy","target_ltc":null,"vwap":"62.71000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595150741745094911469133833","mid_cost_bps":1.594896331738437,"side":"sell","target_ltc":"1.595150741745094911469133833","vwap":"62.69000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.4189170724973919,"ltc":"15.94415768494897959183673469","mid_cost_bps":3.0140397067992257,"side":"buy","target_ltc":null,"vwap":"62.71889802896163114414079745"},{"budget_eur":1000,"eur":"999.9645298516509810177061731","filled_fraction":1.0,"full":true,"impact_bps":0.3547014834901898,"ltc":"15.95150741745094911469133833","mid_cost_bps":1.9495412440191389,"side":"sell","target_ltc":"15.95150741745094911469133833","vwap":"62.68777637640000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.9048992387423813,"ltc":"159.4178909960159362549800797","mid_cost_bps":4.500258871794812,"side":"buy","target_ltc":null,"vwap":"62.72821662312615347318797990"},{"budget_eur":10000,"eur":"9995.514377033019620354123464","filled_fraction":1.0,"full":true,"impact_bps":4.4856229669803795,"ltc":"159.5150741745094911469133833","mid_cost_bps":6.079803888357257,"side":"sell","target_ltc":"159.5150741745094911469133833","vwap":"62.66187962962000000000000000"}],"spread_bps":3.189792663476874},"raw_file":"1791109801-kraken.json","request_at":1791109801.6575844,"response_at":1791109801.8532517,"sequence":null,"sha256":"0d03f23c7d9edb802db0f37dddade0fd4ad1b6f1ff4d2854c96c20e8100fa0bf","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 10:30:01 GMT"},"metrics":{"ask":"62.718","ask_levels":628,"bid":"62.642","bid_levels":228,"depth_1pct_eur":{"buy":"49582.02027937576","sell":"77198.00114900974"},"mid":"62.680","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594438598169584489301317006","mid_cost_bps":6.062539885130823,"side":"buy","target_ltc":null,"vwap":"62.71800000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.596373040452092845056032694","mid_cost_bps":6.062539885130823,"side":"sell","target_ltc":"1.596373040452092845056032694","vwap":"62.64199999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.14164666952925606,"ltc":"15.94416013797764632726924855","mid_cost_bps":6.204272428518441,"side":"buy","target_ltc":null,"vwap":"62.71888837958195358818301558"},{"budget_eur":1000,"eur":"999.9777107454409581430988795","filled_fraction":1.0,"full":true,"impact_bps":0.22289254559041857,"ltc":"15.96373040452092845056032694","mid_cost_bps":6.285297301226468,"side":"sell","target_ltc":"15.96373040452092845056032694","vwap":"62.64060375651591250000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.75773497972057,"ltc":"159.3521090956951956729239580","mid_cost_bps":11.82376551464765,"side":"buy","target_ltc":null,"vwap":"62.75411136224581146842196130"},{"budget_eur":10000,"eur":"9998.634897855997488585932763","filled_fraction":1.0,"full":true,"impact_bps":1.3651021440025115,"ltc":"159.6373040452092845056032694","mid_cost_bps":7.426814430513805,"side":"sell","target_ltc":"159.6373040452092845056032694","vwap":"62.63344872714953946800000000"}],"spread_bps":12.125079770261646},"raw_file":"1791109801-coinbase.json","request_at":1791109801.6586003,"response_at":1791109801.7605555,"sequence":10020588855,"sha256":"6e86efc5c96361971d8db2cbe1737e1dc6677f6249af808d50ed339d789e0c77","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791109801.75,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 10:30:01 GMT"},"metrics":{"ask":"62.72","ask_levels":100,"bid":"62.69","bid_levels":100,"depth_1pct_eur":{"buy":"77258.38507394","sell":"81429.85935203"},"mid":"62.705","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594387755102040816326530612","mid_cost_bps":2.3921537357467506,"side":"buy","target_ltc":null,"vwap":"62.72000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595150741745094911469133833","mid_cost_bps":2.3921537357467506,"side":"sell","target_ltc":"1.595150741745094911469133833","vwap":"62.69000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5417866087657854,"ltc":"15.93823256915232632249840663","mid_cost_bps":5.934787594319274,"side":"buy","target_ltc":null,"vwap":"62.74221408561017900547183770"},{"budget_eur":1000,"eur":"999.7341156574764715265592598","filled_fraction":1.0,"full":true,"impact_bps":2.658843425235285,"ltc":"15.95150741745094911469133833","mid_cost_bps":5.050361124758791,"side":"sell","target_ltc":"15.95150741745094911469133833","vwap":"62.67333171056720000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.472650372332264,"ltc":"159.2401608250835588094859144","mid_cost_bps":14.8677877577973,"side":"buy","target_ltc":null,"vwap":"62.79822846313526796698270009"},{"budget_eur":10000,"eur":"9990.623670127313766150901259","filled_fraction":1.0,"full":true,"impact_bps":9.376329872686235,"ltc":"159.5150741745094911469133833","mid_cost_bps":11.76624064617973,"side":"sell","target_ltc":"159.5150741745094911469133833","vwap":"62.63121978802813000000000000"}],"spread_bps":4.784307471493501},"raw_file":"1791109801-okx.json","request_at":1791109801.6588268,"response_at":1791109801.8740747,"sequence":null,"sha256":"dfc0e97d0b1540fbf18c4f62744094cd8ef6d719748026c441e6b9d921670bee","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791110701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 10:45:01 GMT"},"metrics":{"ask":"62.95000","ask_levels":100,"bid":"62.92000","bid_levels":100,"depth_1pct_eur":{"buy":"293119.79388000","sell":"812093.40637000"},"mid":"62.93500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.588562351072279586973788721","mid_cost_bps":2.3834114562643998,"side":"buy","target_ltc":null,"vwap":"62.95000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.589319771137952956134774317","mid_cost_bps":2.3834114562643998,"side":"sell","target_ltc":"1.589319771137952956134774317","vwap":"62.91999999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.88562351072279586973788721","mid_cost_bps":2.3834114562643998,"side":"buy","target_ltc":null,"vwap":"62.95000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"15.89319771137952956134774317","mid_cost_bps":2.3834114562643998,"side":"sell","target_ltc":"15.89319771137952956134774317","vwap":"62.91999999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.43255686083933,"ltc":"158.8017255119860295284965868","mid_cost_bps":5.81678643663837,"side":"buy","target_ltc":null,"vwap":"62.97160794543898358150433359"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"158.9319771137952956134774317","mid_cost_bps":2.3834114562643998,"side":"sell","target_ltc":"158.9319771137952956134774317","vwap":"62.91999999999999999999999998"}],"spread_bps":4.7668229125287995},"raw_file":"1791110701-kraken.json","request_at":1791110701.3845286,"response_at":1791110701.5645218,"sequence":null,"sha256":"4402aedce8c160d15f90b956591866067c0fed1ccad5cb622aa0c54cc0043987","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 10:45:01 GMT"},"metrics":{"ask":"62.97","ask_levels":631,"bid":"62.913","bid_levels":227,"depth_1pct_eur":{"buy":"52785.87050968785","sell":"76889.13014244746"},"mid":"62.9415","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.588057805304113069715737653","mid_cost_bps":4.528014108338695,"side":"buy","target_ltc":null,"vwap":"62.96999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.589496606424745283168820435","mid_cost_bps":4.528014108338695,"side":"sell","target_ltc":"1.589496606424745283168820435","vwap":"62.91299999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.158991285642968,"ltc":"15.87873772117654530731490450","mid_cost_bps":5.687530186870947,"side":"buy","target_ltc":null,"vwap":"62.97729816812569377038114988"},{"budget_eur":1000,"eur":"999.9475389110230101886732475","filled_fraction":1.0,"full":true,"impact_bps":0.5246108897698981,"ltc":"15.89496606424745283168820435","mid_cost_bps":5.052387453557567,"side":"sell","target_ltc":"15.89496606424745283168820435","vwap":"62.90969951550919064000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.260654905156823,"ltc":"158.7064199177774957564604915","mid_cost_bps":10.791503846869317,"side":"buy","target_ltc":null,"vwap":"63.00942334393777251279375383"},{"budget_eur":10000,"eur":"9991.493689655805123583361152","filled_fraction":1.0,"full":true,"impact_bps":8.506310344194876,"ltc":"158.9496606424745283168820435","mid_cost_bps":13.03047278320873,"side":"sell","target_ltc":"158.9496606424745283168820435","vwap":"62.85948424973156677400000000"}],"spread_bps":9.05602821667739},"raw_file":"1791110701-coinbase.json","request_at":1791110701.3857434,"response_at":1791110701.4843504,"sequence":10020608554,"sha256":"213a8cf129ea7027905fab4e165490b192cd7cb22a80e38c4ab187d133cbb1ca","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791110701.45,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 10:45:01 GMT"},"metrics":{"ask":"62.96","ask_levels":100,"bid":"62.93","bid_levels":100,"depth_1pct_eur":{"buy":"75880.01237669","sell":"65279.00034343"},"mid":"62.945","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.588310038119440914866581957","mid_cost_bps":2.3830328064183015,"side":"buy","target_ltc":null,"vwap":"62.95999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.589067217543302081678054982","mid_cost_bps":2.3830328064183015,"side":"sell","target_ltc":"1.589067217543302081678054982","vwap":"62.92999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8823149526129429,"ltc":"15.88169911513419088454819755","mid_cost_bps":3.2655580175790115,"side":"buy","target_ltc":null,"vwap":"62.96555505494165108864103728"},{"budget_eur":1000,"eur":"999.7351419947370093754965837","filled_fraction":1.0,"full":true,"impact_bps":2.648580052629906,"ltc":"15.89067217543302081678054982","mid_cost_bps":5.030981693732624,"side":"sell","target_ltc":"15.89067217543302081678054982","vwap":"62.91333248572880000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.53959206735666,"ltc":"158.6637786616481774960380349","mid_cost_bps":12.925136493141238,"side":"buy","target_ltc":null,"vwap":"63.02635727165607752636894935"},{"budget_eur":10000,"eur":"9990.453572587023677101541397","filled_fraction":1.0,"full":true,"impact_bps":9.546427412976323,"ltc":"158.9067217543302081678054982","mid_cost_bps":11.927185274423703,"side":"sell","target_ltc":"158.9067217543302081678054982","vwap":"62.86992433229014000000000000"}],"spread_bps":4.766065612836603},"raw_file":"1791110701-okx.json","request_at":1791110701.3863094,"response_at":1791110701.5822895,"sequence":null,"sha256":"5f5da58203696426e7d6561cbbb9ec55ea16e3ca39b352201a1841731e37e796","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791111601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 11:00:01 GMT"},"metrics":{"ask":"62.96000","ask_levels":100,"bid":"62.94000","bid_levels":100,"depth_1pct_eur":{"buy":"283371.08715000","sell":"800904.45647000"},"mid":"62.95000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.588310038119440914866581957","mid_cost_bps":1.5885623510722795,"side":"buy","target_ltc":null,"vwap":"62.95999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.588814744200826183666984430","mid_cost_bps":1.5885623510722795,"side":"sell","target_ltc":"1.588814744200826183666984430","vwap":"62.93999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.18928355734976768,"ltc":"15.88279974591075115134190884","mid_cost_bps":1.7778759772953356,"side":"buy","target_ltc":null,"vwap":"62.96119172927707413732818781"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"15.88814744200826183666984430","mid_cost_bps":1.5885623510722795,"side":"sell","target_ltc":"15.88814744200826183666984430","vwap":"62.93999999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.220950503308439,"ltc":"158.7639903174603174603174603","mid_cost_bps":5.810183378686248,"side":"buy","target_ltc":null,"vwap":"62.98657510436882993195713260"},{"budget_eur":10000,"eur":"9999.001580511598347632666034","filled_fraction":1.0,"full":true,"impact_bps":0.9984194884016524,"ltc":"158.8814744200826183666984430","mid_cost_bps":2.5868232343129467,"side":"sell","target_ltc":"158.8814744200826183666984430","vwap":"62.93371594774000000000000000"}],"spread_bps":3.177124702144559},"raw_file":"1791111601-kraken.json","request_at":1791111601.3069422,"response_at":1791111601.4901206,"sequence":null,"sha256":"92340661fbbf4b7f2bb9fc54ca98f839c03a20f1b5a296e4c81f89865ad310fe","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 11:00:01 GMT"},"metrics":{"ask":"62.987","ask_levels":632,"bid":"62.926","bid_levels":230,"depth_1pct_eur":{"buy":"54010.34563340930","sell":"73508.43610460914"},"mid":"62.9565","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.587629193325606871259148713","mid_cost_bps":4.844614932532781,"side":"buy","target_ltc":null,"vwap":"62.98700000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.589168229348758859612878619","mid_cost_bps":4.844614932532781,"side":"sell","target_ltc":"1.589168229348758859612878619","vwap":"62.92600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.36945791659349053,"ltc":"15.87570539275218288617240832","mid_cost_bps":5.214251837260238,"side":"buy","target_ltc":null,"vwap":"62.98932710457924741895586278"},{"budget_eur":1000,"eur":"999.6272195092958351079045226","filled_fraction":1.0,"full":true,"impact_bps":3.727804907041649,"ltc":"15.89168229348758859612878619","mid_cost_bps":8.570613861642608,"side":"sell","target_ltc":"15.89168229348758859612878619","vwap":"62.90254241484194972000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.1716841265526075,"ltc":"158.6967160754219007740134501","mid_cost_bps":9.018320079406719,"side":"buy","target_ltc":null,"vwap":"63.01327618680791690732320301"},{"budget_eur":10000,"eur":"9990.090124790739361790039091","filled_fraction":1.0,"full":true,"impact_bps":9.909875209260639,"ltc":"158.9168229348758859612878619","mid_cost_bps":14.749689188851587,"side":"sell","target_ltc":"158.9168229348758859612878619","vwap":"62.86364111925820650800000000"}],"spread_bps":9.689229865065561},"raw_file":"1791111601-coinbase.json","request_at":1791111601.3079393,"response_at":1791111601.4165597,"sequence":10020627293,"sha256":"4051f6bd241c594619d141e916c0e17e50dd60cb36a11c4299ef57aafad29a9a","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791111601.4,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 11:00:01 GMT"},"metrics":{"ask":"62.97","ask_levels":100,"bid":"62.95","bid_levels":100,"depth_1pct_eur":{"buy":"69380.16341435","sell":"80405.77452531"},"mid":"62.96","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.588057805304113069715737653","mid_cost_bps":1.5883100381194408,"side":"buy","target_ltc":null,"vwap":"62.96999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.588562351072279586973788721","mid_cost_bps":1.5883100381194408,"side":"sell","target_ltc":"1.588562351072279586973788721","vwap":"62.95000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.478116918227501,"ltc":"15.87505652277416283129661958","mid_cost_bps":5.06697938914844,"side":"buy","target_ltc":null,"vwap":"62.99190170223407857353392013"},{"budget_eur":1000,"eur":"999.7352167146783161239078633","filled_fraction":1.0,"full":true,"impact_bps":2.6478328532168387,"ltc":"15.88562351072279586973788721","mid_cost_bps":4.235722333386277,"side":"sell","target_ltc":"15.88562351072279586973788721","vwap":"62.93333189218900000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.697654854375601,"ltc":"158.6360771303520456707897241","mid_cost_bps":12.287664011753998,"side":"buy","target_ltc":null,"vwap":"63.03736313261800316690144613"},{"budget_eur":10000,"eur":"9987.277006853915806195393168","filled_fraction":1.0,"full":true,"impact_bps":12.722993146084194,"ltc":"158.8562351072279586973788721","mid_cost_bps":14.30928237843075,"side":"sell","target_ltc":"158.8562351072279586973788721","vwap":"62.86990875814540000000000000"}],"spread_bps":3.1766200762388817},"raw_file":"1791111601-okx.json","request_at":1791111601.3081894,"response_at":1791111601.5306156,"sequence":null,"sha256":"21e889514a098fdd88dbf7025ffdf5e5b7c81e959e1139e6f92eb1b0ab52d226","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791112501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 11:15:01 GMT"},"metrics":{"ask":"62.85000","ask_levels":100,"bid":"62.83000","bid_levels":100,"depth_1pct_eur":{"buy":"266208.85969000","sell":"408717.09520000"},"mid":"62.84000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.591089896579156722354813047","mid_cost_bps":1.5913430935709738,"side":"buy","target_ltc":null,"vwap":"62.85000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.591596371160273754575839567","mid_cost_bps":1.5913430935709738,"side":"sell","target_ltc":"1.591596371160273754575839567","vwap":"62.83000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.91089896579156722354813047","mid_cost_bps":1.5913430935709738,"side":"buy","target_ltc":null,"vwap":"62.85000000000000000000000000"},{"budget_eur":1000,"eur":"999.9103807257679452490848320","filled_fraction":1.0,"full":true,"impact_bps":0.8961927423205475,"ltc":"15.91596371160273754575839567","mid_cost_bps":2.4873932208784213,"side":"sell","target_ltc":"15.91596371160273754575839567","vwap":"62.82436922100000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.732157567934522,"ltc":"159.0337323898871044681189378","mid_cost_bps":6.3242537101318375,"side":"buy","target_ltc":null,"vwap":"62.87974161031446846667094191"},{"budget_eur":10000,"eur":"9995.719634515358904981696641","filled_fraction":1.0,"full":true,"impact_bps":4.280365484641095,"ltc":"159.1596371160273754575839567","mid_cost_bps":5.871027425206875,"side":"sell","target_ltc":"159.1596371160273754575839567","vwap":"62.80310646366000000000000000"}],"spread_bps":3.1826861871419476},"raw_file":"1791112501-kraken.json","request_at":1791112501.4629927,"response_at":1791112501.65066,"sequence":null,"sha256":"1075ddb5c9fd6021450d89096ad8f7c932c730441385cb7dff7a234d455da8d9","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 11:15:01 GMT"},"metrics":{"ask":"62.883","ask_levels":627,"bid":"62.833","bid_levels":223,"depth_1pct_eur":{"buy":"50009.00675904262","sell":"84255.89632873649"},"mid":"62.858","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.590254917863333492358825120","mid_cost_bps":3.9772184924751026,"side":"buy","target_ltc":null,"vwap":"62.88299999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.591520379418458453360495281","mid_cost_bps":3.9772184924751026,"side":"sell","target_ltc":"1.591520379418458453360495281","vwap":"62.83300000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.4906555182851933,"ltc":"15.90176894956477491373415809","mid_cost_bps":4.4680691551803715,"side":"buy","target_ltc":null,"vwap":"62.88608538909563278105548421"},{"budget_eur":1000,"eur":"999.9982791806558154154663950","filled_fraction":1.0,"full":true,"impact_bps":0.017208193441845845,"ltc":"15.91520379418458453360495281","mid_cost_bps":3.9944198418424306,"side":"sell","target_ltc":"15.91520379418458453360495281","vwap":"62.83289187575814685000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.175977145062877,"ltc":"158.9114572877747784940772968","mid_cost_bps":11.156049680438272,"side":"buy","target_ltc":null,"vwap":"62.92812469708129889117909365"},{"budget_eur":10000,"eur":"9993.490269453616794837107888","filled_fraction":1.0,"full":true,"impact_bps":6.509730546383206,"ltc":"159.1520379418458453360495281","mid_cost_bps":10.484359976787298,"side":"sell","target_ltc":"159.1520379418458453360495281","vwap":"62.79209741005791040700000000"}],"spread_bps":7.954436984950205},"raw_file":"1791112501-coinbase.json","request_at":1791112501.4640543,"response_at":1791112501.5719247,"sequence":10020649086,"sha256":"2cbb4618c3d5f6ee588536961fbcc5009d2ddf4a0e403416b273d9f7fbbe5917","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791112501.559,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 11:15:01 GMT"},"metrics":{"ask":"62.89","ask_levels":100,"bid":"62.8","bid_levels":100,"depth_1pct_eur":{"buy":"73997.49018782","sell":"75996.79600325"},"mid":"62.845","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.590077913817777071076482748","mid_cost_bps":7.160474182512531,"side":"buy","target_ltc":null,"vwap":"62.88999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.592356687898089171974522293","mid_cost_bps":7.160474182512531,"side":"sell","target_ltc":"1.592356687898089171974522293","vwap":"62.80000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.11868003745171256,"ltc":"15.90059042991099809281627463","mid_cost_bps":7.279239200498659,"side":"buy","target_ltc":null,"vwap":"62.89074637875553382025683762"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.92356687898089171974522293","mid_cost_bps":7.160474182512531,"side":"sell","target_ltc":"15.92356687898089171974522293","vwap":"62.80000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.884638333203961,"ltc":"158.8825182623809523809523810","mid_cost_bps":15.050758290638827,"side":"buy","target_ltc":null,"vwap":"62.93958649047751971154676760"},{"budget_eur":10000,"eur":"9989.588883417324840764331210","filled_fraction":1.0,"full":true,"impact_bps":10.41111658267516,"ltc":"159.2356687898089171974522293","mid_cost_bps":17.564135912037553,"side":"sell","target_ltc":"159.2356687898089171974522293","vwap":"62.73461818786080000000000000"}],"spread_bps":14.320948365025062},"raw_file":"1791112501-okx.json","request_at":1791112501.4643097,"response_at":1791112501.6842577,"sequence":null,"sha256":"2953e7ec21d12bbb2423dcd4aaa87e5eef58ee24b532600eb38372766569600e","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791113401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 11:30:01 GMT"},"metrics":{"ask":"63.11000","ask_levels":100,"bid":"63.10000","bid_levels":100,"depth_1pct_eur":{"buy":"281813.20232000","sell":"461652.84756000"},"mid":"63.10500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":4.0093065245807855,"ltc":"1.583899904973075704783021856","mid_cost_bps":4.801954437307557,"side":"buy","target_ltc":null,"vwap":"63.13530273347662933877719498"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.584786053882725832012678288","mid_cost_bps":0.7923302432453847,"side":"sell","target_ltc":"1.584786053882725832012678288","vwap":"63.10000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":4.679170003961385,"ltc":"15.83793854925562242635413367","mid_cost_bps":5.471870991997513,"side":"buy","target_ltc":null,"vwap":"63.13953024189500030119775909"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.84786053882725832012678288","mid_cost_bps":0.7923302432453847,"side":"sell","target_ltc":"15.84786053882725832012678288","vwap":"63.10000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.678140940332443,"ltc":"158.3635728309056364787840405","mid_cost_bps":6.470921079857072,"side":"buy","target_ltc":null,"vwap":"63.14583474747443804921017289"},{"budget_eur":10000,"eur":"9998.238221838351822503961962","filled_fraction":1.0,"full":true,"impact_bps":1.7617781616481776,"ltc":"158.4786053882725832012678288","mid_cost_bps":2.553968813881626,"side":"sell","target_ltc":"158.4786053882725832012678288","vwap":"63.08888317980000000000000000"}],"spread_bps":1.5846604864907694},"raw_file":"1791113401-kraken.json","request_at":1791113401.4814506,"response_at":1791113401.6777012,"sequence":null,"sha256":"409760866a8b97966267c0b3396aa8b2e9a006848730c2fac424c707ace6d7bb","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 11:30:01 GMT"},"metrics":{"ask":"63.159","ask_levels":627,"bid":"63.104","bid_levels":222,"depth_1pct_eur":{"buy":"49966.49722206360","sell":"76193.94121180284"},"mid":"63.1315","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.583305625484887347804746750","mid_cost_bps":4.355987106278166,"side":"buy","target_ltc":null,"vwap":"63.15900000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.584685598377281947261663286","mid_cost_bps":4.355987106278166,"side":"sell","target_ltc":"1.584685598377281947261663286","vwap":"63.10400000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.064807299693257,"ltc":"15.83137051895959979736575481","mid_cost_bps":5.421258234658236,"side":"buy","target_ltc":null,"vwap":"63.16572521642413264134169975"},{"budget_eur":1000,"eur":"999.9859328378362271805273834","filled_fraction":1.0,"full":true,"impact_bps":0.1406716216377282,"ltc":"15.84685598377281947261663286","mid_cost_bps":4.496597451538887,"side":"sell","target_ltc":"15.84685598377281947261663286","vwap":"63.10311230579881728000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.900185419003639,"ltc":"158.2055772090615265413260385","mid_cost_bps":12.259613835864045,"side":"buy","target_ltc":null,"vwap":"63.20889678108788508734213024"},{"budget_eur":10000,"eur":"9994.647609216618580121703854","filled_fraction":1.0,"full":true,"impact_bps":5.35239078338142,"ltc":"158.4685598377281947261663286","mid_cost_bps":9.706046395135568,"side":"sell","target_ltc":"158.4685598377281947261663286","vwap":"63.07022427320054988800000000"}],"spread_bps":8.711974212556331},"raw_file":"1791113401-coinbase.json","request_at":1791113401.4824567,"response_at":1791113401.6039557,"sequence":10020669023,"sha256":"a76330146fa6cc99a37ab7f3445b522dc97706b6348d9282caf121cee8ec3ca4","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791113401.609,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 11:30:01 GMT"},"metrics":{"ask":"63.12","ask_levels":100,"bid":"63.08","bid_levels":100,"depth_1pct_eur":{"buy":"74839.51720225","sell":"66176.20782284"},"mid":"63.10","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.257196626584024,"ltc":"1.583293205984800506649778341","mid_cost_bps":9.428751997939518,"side":"buy","target_ltc":null,"vwap":"63.15949542510699836270078021"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.585288522511097019657577679","mid_cost_bps":3.1695721077654517,"side":"sell","target_ltc":"1.585288522511097019657577679","vwap":"63.08000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.391932091938583,"ltc":"15.83271887037037037037037037","mid_cost_bps":9.563530168671369,"side":"buy","target_ltc":null,"vwap":"63.16034587536431633143882278"},{"budget_eur":1000,"eur":"999.9921050554977805960684844","filled_fraction":1.0,"full":true,"impact_bps":0.07894944502219405,"ltc":"15.85288522511097019657577679","mid_cost_bps":3.248496529191759,"side":"sell","target_ltc":"15.85288522511097019657577679","vwap":"63.07950198690080000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":15.348591131252567,"ltc":"158.1855977612648221343873518","mid_cost_bps":18.52302808565233,"side":"buy","target_ltc":null,"vwap":"63.21688030722046620358841739"},{"budget_eur":10000,"eur":"9987.911475217355738744451489","filled_fraction":1.0,"full":true,"impact_bps":12.088524782644262,"ltc":"158.5288522511097019657577679","mid_cost_bps":15.254265345312202,"side":"sell","target_ltc":"158.5288522511097019657577679","vwap":"63.00374558567108000000000000"}],"spread_bps":6.3391442155309035},"raw_file":"1791113401-okx.json","request_at":1791113401.4826984,"response_at":1791113401.756561,"sequence":null,"sha256":"4a175badaa99a7ab38a1af14d36ddc3d5d09f4c374fcda46053f33cc56cd1e5e","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791114301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 11:45:01 GMT"},"metrics":{"ask":"62.95000","ask_levels":100,"bid":"62.94000","bid_levels":100,"depth_1pct_eur":{"buy":"308698.93045000","sell":"769672.62662000"},"mid":"62.94500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.1235101078522645,"ltc":"1.588383894536213468869123253","mid_cost_bps":1.917943622039877,"side":"buy","target_ltc":null,"vwap":"62.95707249612893000475477890"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.588814744200826183666984430","mid_cost_bps":0.7943442688061005,"side":"sell","target_ltc":"1.588814744200826183666984430","vwap":"62.93999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.0328921392838253,"ltc":"15.88239479117039860250913133","mid_cost_bps":2.8273978897119196,"side":"buy","target_ltc":null,"vwap":"62.96279705601679167903191876"},{"budget_eur":1000,"eur":"999.9823185255799173816333018","filled_fraction":1.0,"full":true,"impact_bps":0.17681474420082618,"ltc":"15.88814744200826183666984430","mid_cost_bps":0.9711449678290571,"side":"sell","target_ltc":"15.88814744200826183666984430","vwap":"62.93888712800000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.223399024390988,"ltc":"158.7733014764248293379901572","mid_cost_bps":6.018158210904959,"side":"buy","target_ltc":null,"vwap":"62.98288129685854126651481088"},{"budget_eur":10000,"eur":"9997.144500511598347632666034","filled_fraction":1.0,"full":true,"impact_bps":2.8554994884016525,"ltc":"158.8814744200826183666984430","mid_cost_bps":3.649616932242434,"side":"sell","target_ltc":"158.8814744200826183666984430","vwap":"62.92202748622000000000000000"}],"spread_bps":1.588688537612201},"raw_file":"1791114301-kraken.json","request_at":1791114301.392293,"response_at":1791114301.5859814,"sequence":null,"sha256":"f41b29269b129ad05ad492432eb70af1a4b5050b8787b6daf084eae5345f1330","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 11:45:01 GMT"},"metrics":{"ask":"62.979","ask_levels":634,"bid":"62.95","bid_levels":223,"depth_1pct_eur":{"buy":"54316.58081608372","sell":"87523.66083490451"},"mid":"62.9645","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.587830864256339414725543435","mid_cost_bps":2.3028849589848246,"side":"buy","target_ltc":null,"vwap":"62.97900000000000000000000000"},{"budget_eur":100,"eur":"99.96187452637426528991262906","filled_fraction":1.0,"full":true,"impact_bps":3.812547362573471,"ltc":"1.588562351072279586973788721","mid_cost_bps":6.114554335760627,"side":"sell","target_ltc":"1.588562351072279586973788721","vwap":"62.92600001435260000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.6668770380989046,"ltc":"15.87724982522973359159178230","mid_cost_bps":2.9699155711937824,"side":"buy","target_ltc":null,"vwap":"62.98319992489824309175092629"},{"budget_eur":1000,"eur":"999.5937767782412073073868148","filled_fraction":1.0,"full":true,"impact_bps":4.062232217587927,"ltc":"15.88562351072279586973788721","mid_cost_bps":6.364181691225373,"side":"sell","target_ltc":"15.88562351072279586973788721","vwap":"62.92442824819028400000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.4506176767842645,"ltc":"158.7124495822702831310968356","mid_cost_bps":6.754527561819695,"side":"buy","target_ltc":null,"vwap":"63.00702954506661961686871802"},{"budget_eur":10000,"eur":"9992.056725952043343923749006","filled_fraction":1.0,"full":true,"impact_bps":7.943274047956656,"ltc":"158.8562351072279586973788721","mid_cost_bps":10.244329762308467,"side":"sell","target_ltc":"158.8562351072279586973788721","vwap":"62.89999708986811285000000000"}],"spread_bps":4.605769917969649},"raw_file":"1791114301-coinbase.json","request_at":1791114301.3932486,"response_at":1791114301.511138,"sequence":10020691693,"sha256":"431249bee871130d4bd2a7d7363bb712f0ba4701521dd300a59f64a85b2de52b","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791114301.559,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 11:45:01 GMT"},"metrics":{"ask":"62.97","ask_levels":100,"bid":"62.94","bid_levels":100,"depth_1pct_eur":{"buy":"72552.53244004","sell":"82814.51181396"},"mid":"62.955","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.588057805304113069715737653","mid_cost_bps":2.382654276864427,"side":"buy","target_ltc":null,"vwap":"62.96999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.588814744200826183666984430","mid_cost_bps":2.382654276864427,"side":"sell","target_ltc":"1.588814744200826183666984430","vwap":"62.93999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6465011219840027,"ltc":"15.87637636825396825396825397","mid_cost_bps":5.029785968570132,"side":"buy","target_ltc":null,"vwap":"62.98666501756513326455840042"},{"budget_eur":1000,"eur":"999.7351309767397521448999049","filled_fraction":1.0,"full":true,"impact_bps":2.6486902326024784,"ltc":"15.88814744200826183666984430","mid_cost_bps":5.030713418155826,"side":"sell","target_ltc":"15.88814744200826183666984430","vwap":"62.92332914367600000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.22996795456411,"ltc":"158.6117988087466328632546348","mid_cost_bps":14.615536209973822,"side":"buy","target_ltc":null,"vwap":"63.04701210820989019616564930"},{"budget_eur":10000,"eur":"9989.450164587991738163330158","filled_fraction":1.0,"full":true,"impact_bps":10.549835412008262,"ltc":"158.8814744200826183666984430","mid_cost_bps":12.929976027826225,"side":"sell","target_ltc":"158.8814744200826183666984430","vwap":"62.87359933591682000000000000"}],"spread_bps":4.765308553728854},"raw_file":"1791114301-okx.json","request_at":1791114301.3934608,"response_at":1791114301.6843781,"sequence":null,"sha256":"89f1b79f79e6ae33cba85f12753bae0cf31d9be332a689f75b2a99313d4cf24d","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791115201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 12:00:01 GMT"},"metrics":{"ask":"63.28000","ask_levels":100,"bid":"63.26000","bid_levels":100,"depth_1pct_eur":{"buy":"297868.00127000","sell":"818517.53373000"},"mid":"63.27000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580278128950695322376738306","mid_cost_bps":1.58052789631737,"side":"buy","target_ltc":null,"vwap":"63.28000000000000000000000000"},{"budget_eur":100,"eur":"99.98538222257350616503319630","filled_fraction":1.0,"full":true,"impact_bps":1.4617777426493834,"ltc":"1.580777742649383496680366740","mid_cost_bps":3.042074600916706,"side":"sell","target_ltc":"1.580777742649383496680366740","vwap":"63.25075279400000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.043771403474551454,"ltc":"15.80271211881813872649707695","mid_cost_bps":1.6243062179843466,"side":"buy","target_ltc":null,"vwap":"63.28027698544118696162334656"},{"budget_eur":1000,"eur":"999.8267244514701233006639264","filled_fraction":1.0,"full":true,"impact_bps":1.732755485298767,"ltc":"15.80777742649383496680366740","mid_cost_bps":3.313009514777936,"side":"sell","target_ltc":"15.80777742649383496680366740","vwap":"63.24903858880000000000000000"},{"budget_eur":10000,"eur":"9999.999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":2.7127148042341753,"ltc":"157.9849560821484992101105845","mid_cost_bps":4.29367145269383,"side":"buy","target_ltc":null,"vwap":"63.29716605928119386238839315"},{"budget_eur":10000,"eur":"9995.802011286753082516598164","filled_fraction":1.0,"full":true,"impact_bps":4.197988713246917,"ltc":"158.0777742649383496680366740","mid_cost_bps":5.777853105737316,"side":"sell","target_ltc":"158.0777742649383496680366740","vwap":"63.23344352340000000000000000"}],"spread_bps":3.16105579263474},"raw_file":"1791115201-kraken.json","request_at":1791115201.7800202,"response_at":1791115201.979525,"sequence":null,"sha256":"1c3ccdc013eb3028ccc61ad6e2ff83213b5dcc2cadc6e76075cc28b0b8447efe","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 12:00:01 GMT"},"metrics":{"ask":"63.307","ask_levels":633,"bid":"63.243","bid_levels":228,"depth_1pct_eur":{"buy":"56155.51499329055","sell":"80200.13450185014"},"mid":"63.275","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.579604151199709352836179253","mid_cost_bps":5.057289608850257,"side":"buy","target_ltc":null,"vwap":"63.30700000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.581202662745284063058362190","mid_cost_bps":5.057289608850257,"side":"sell","target_ltc":"1.581202662745284063058362190","vwap":"63.24300000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.79604151199709352836179253","mid_cost_bps":5.057289608850257,"side":"buy","target_ltc":null,"vwap":"63.30700000000000000000000000"},{"budget_eur":1000,"eur":"999.9528333989801886374776653","filled_fraction":1.0,"full":true,"impact_bps":0.4716660101981136,"ltc":"15.81202662745284063058362190","mid_cost_bps":5.528717083887148,"side":"sell","target_ltc":"15.81202662745284063058362190","vwap":"63.24001704265170407000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.9740891871983597,"ltc":"157.9134502514803239096462566","mid_cost_bps":8.032882879082837,"side":"buy","target_ltc":null,"vwap":"63.32582806641739665627459339"},{"budget_eur":10000,"eur":"9993.597913659283954745979790","filled_fraction":1.0,"full":true,"impact_bps":6.402086340716045,"ltc":"158.1202662745284063058362190","mid_cost_bps":11.456138229093716,"side":"sell","target_ltc":"158.1202662745284063058362190","vwap":"63.20251128535540951500000000"}],"spread_bps":10.114579217700514},"raw_file":"1791115201-coinbase.json","request_at":1791115201.7813385,"response_at":1791115201.905324,"sequence":10020721823,"sha256":"6fc425a2556f66aeb1140aefef98d60e9caa8fe8645b3afe70f8084ffbb433e9","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791115201.909,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 12:00:02 GMT"},"metrics":{"ask":"63.29","ask_levels":100,"bid":"63.26","bid_levels":100,"depth_1pct_eur":{"buy":"69741.01795270","sell":"74884.38564940"},"mid":"63.275","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580028440511929214725865066","mid_cost_bps":2.3706045041485577,"side":"buy","target_ltc":null,"vwap":"63.28999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580777742649383496680366740","mid_cost_bps":2.3706045041485577,"side":"sell","target_ltc":"1.580777742649383496680366740","vwap":"63.26000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.633166780790814,"ltc":"15.79612502195198989260897031","mid_cost_bps":5.004395504642443,"side":"buy","target_ltc":null,"vwap":"63.30666531255562506146285993"},{"budget_eur":1000,"eur":"999.7364747372051849509958897","filled_fraction":1.0,"full":true,"impact_bps":2.6352526279481503,"ltc":"15.80777742649383496680366740","mid_cost_bps":5.00523241792177,"side":"sell","target_ltc":"15.80777742649383496680366740","vwap":"63.24332939187560000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.964187174866186,"ltc":"157.8297965081243098280485881","mid_cost_bps":13.33739085416485,"side":"buy","target_ltc":null,"vwap":"63.35939234062972808881392345"},{"budget_eur":10000,"eur":"9988.548661565558014543155230","filled_fraction":1.0,"full":true,"impact_bps":11.451338434441986,"ltc":"158.0777742649383496680366740","mid_cost_bps":13.819228279143422,"side":"sell","target_ltc":"158.0777742649383496680366740","vwap":"63.18755883306372000000000000"}],"spread_bps":4.7412090082971154},"raw_file":"1791115201-okx.json","request_at":1791115201.7816648,"response_at":1791115202.036401,"sequence":null,"sha256":"cebe198fea446d20aa3d3980b4d4e5cf286d18049eed76e9dd60ffef7fe1a78c","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791116102,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 12:15:02 GMT"},"metrics":{"ask":"63.11000","ask_levels":100,"bid":"63.07000","bid_levels":100,"depth_1pct_eur":{"buy":"667165.92153000","sell":"449168.59949000"},"mid":"63.09000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.584534938995404848676913326","mid_cost_bps":3.1700744967506735,"side":"buy","target_ltc":null,"vwap":"63.11000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.585539876327889646424607579","mid_cost_bps":3.1700744967506735,"side":"sell","target_ltc":"1.585539876327889646424607579","vwap":"63.07000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.84534938995404848676913326","mid_cost_bps":3.1700744967506735,"side":"buy","target_ltc":null,"vwap":"63.11000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.85539876327889646424607579","mid_cost_bps":3.1700744967506735,"side":"sell","target_ltc":"15.85539876327889646424607579","vwap":"63.07000000000000000000000000"},{"budget_eur":10000,"eur":"9999.999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.2042891519218488,"ltc":"158.4344138149556400506970849","mid_cost_bps":4.3747454173052445,"side":"buy","target_ltc":null,"vwap":"63.11760026883777878765049353"},{"budget_eur":10000,"eur":"9997.389720371016331060726178","filled_fraction":1.0,"full":true,"impact_bps":2.610279628983669,"ltc":"158.5539876327889646424607579","mid_cost_bps":5.77952664764622,"side":"sell","target_ltc":"158.5539876327889646424607579","vwap":"63.05353696638000000000000000"}],"spread_bps":6.340148993501347},"raw_file":"1791116102-kraken.json","request_at":1791116102.1883593,"response_at":1791116102.382932,"sequence":null,"sha256":"a65e54a817026804ddb584d9d37f060061b908274e9b9d2bd0b7cef4fbfaff1e","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 12:15:02 GMT"},"metrics":{"ask":"63.123","ask_levels":630,"bid":"63.061","bid_levels":228,"depth_1pct_eur":{"buy":"52436.91197254572","sell":"85343.88019419181"},"mid":"63.092","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.584208608589579075772697749","mid_cost_bps":4.913459709630381,"side":"buy","target_ltc":null,"vwap":"63.12299999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.585766162921615578566784542","mid_cost_bps":4.913459709630381,"side":"sell","target_ltc":"1.585766162921615578566784542","vwap":"63.06100000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.21526476796042796,"ltc":"15.84174506893815543516142319","mid_cost_bps":5.128830247067237,"side":"buy","target_ltc":null,"vwap":"63.12435881579479660932782613"},{"budget_eur":1000,"eur":"999.9323517728147030652859930","filled_fraction":1.0,"full":true,"impact_bps":0.6764822718529694,"ltc":"15.85766162921615578566784542","mid_cost_bps":5.589609594644648,"side":"sell","target_ltc":"15.85766162921615578566784542","vwap":"63.05673403514546799000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.203949082306972,"ltc":"158.2909997287616848298878573","mid_cost_bps":13.12143976926493,"side":"buy","target_ltc":null,"vwap":"63.17478578779224629520007221"},{"budget_eur":10000,"eur":"9993.731978165374106024325653","filled_fraction":1.0,"full":true,"impact_bps":6.268021834625894,"ltc":"158.5766162921615578566784542","mid_cost_bps":11.178401776981923,"side":"sell","target_ltc":"158.5766162921615578566784542","vwap":"63.02147322750866565000000000"}],"spread_bps":9.826919419260761},"raw_file":"1791116102-coinbase.json","request_at":1791116102.1901157,"response_at":1791116102.3263552,"sequence":10020749455,"sha256":"4d081710ebec783dd22cdab1ad848344f739236acc4d03325141444e912c8ead","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791116102.351,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 12:15:02 GMT"},"metrics":{"ask":"63.1","ask_levels":100,"bid":"63.07","bid_levels":100,"depth_1pct_eur":{"buy":"72191.45197227","sell":"78891.85118718"},"mid":"63.085","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.584786053882725832012678288","mid_cost_bps":2.377744313228184,"side":"buy","target_ltc":null,"vwap":"63.10000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.585539876327889646424607579","mid_cost_bps":2.377744313228184,"side":"sell","target_ltc":"1.585539876327889646424607579","vwap":"63.07000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8805400476614336,"ltc":"15.84646519410553002693709396","mid_cost_bps":3.2584937307987074,"side":"buy","target_ltc":null,"vwap":"63.10555620770074364595364179"},{"budget_eur":1000,"eur":"999.7725250271016331060726178","filled_fraction":1.0,"full":true,"impact_bps":2.274749728983669,"ltc":"15.85539876327889646424607579","mid_cost_bps":4.651953164888642,"side":"sell","target_ltc":"15.85539876327889646424607579","vwap":"63.05565315345930000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.361148820973865,"ltc":"158.3303899539484095584744422","mid_cost_bps":11.741118976039484,"side":"buy","target_ltc":null,"vwap":"63.15906884906034508792053124"},{"budget_eur":10000,"eur":"9987.935185200393213889329317","filled_fraction":1.0,"full":true,"impact_bps":12.064814799606786,"ltc":"158.5539876327889646424607579","mid_cost_bps":14.439690408356979,"side":"sell","target_ltc":"158.5539876327889646424607579","vwap":"62.99390721305888000000000000"}],"spread_bps":4.755488626456368},"raw_file":"1791116102-okx.json","request_at":1791116102.190698,"response_at":1791116102.472992,"sequence":null,"sha256":"4226d2c4ba138ad501dff4382e4587b3163c128796b36726d51f12f68f8d999d","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791117001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 12:30:01 GMT"},"metrics":{"ask":"63.04000","ask_levels":100,"bid":"63.01000","bid_levels":100,"depth_1pct_eur":{"buy":"301767.56086000","sell":"421916.48952000"},"mid":"63.02500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.586294416243654822335025381","mid_cost_bps":2.380007933359778,"side":"buy","target_ltc":null,"vwap":"63.03999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.587049674654816695762577369","mid_cost_bps":2.380007933359778,"side":"sell","target_ltc":"1.587049674654816695762577369","vwap":"63.00999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.17646953756824846,"ltc":"15.86266423473433782712133228","mid_cost_bps":2.556519470817967,"side":"buy","target_ltc":null,"vwap":"63.04111246396483023823301389"},{"budget_eur":1000,"eur":"999.8635550325345183304237425","filled_fraction":1.0,"full":true,"impact_bps":1.3644496746548167,"ltc":"15.87049674654816695762577369","mid_cost_bps":3.74413286790956,"side":"sell","target_ltc":"15.87049674654816695762577369","vwap":"63.00140260260000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.589318854291407,"ltc":"158.5725248890298034242232086","mid_cost_bps":5.970181048386042,"side":"buy","target_ltc":null,"vwap":"63.06262706605745303043700401"},{"budget_eur":10000,"eur":"9995.939731301380733216949693","filled_fraction":1.0,"full":true,"impact_bps":4.060268698619267,"ltc":"158.7049674654816695762577369","mid_cost_bps":6.4393102848076165,"side":"sell","target_ltc":"158.7049674654816695762577369","vwap":"62.98441624693000000000000000"}],"spread_bps":4.760015866719556},"raw_file":"1791117001-kraken.json","request_at":1791117001.5530794,"response_at":1791117001.750831,"sequence":null,"sha256":"84018f5657a348644b7eb1ad764ccade90377c756c873e34347ca3697b9c1880","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 12:30:01 GMT"},"metrics":{"ask":"63.054","ask_levels":636,"bid":"62.991","bid_levels":226,"depth_1pct_eur":{"buy":"48474.08256407382","sell":"85758.65716500904"},"mid":"63.0225","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.585942208265930789482031275","mid_cost_bps":4.998214923241699,"side":"buy","target_ltc":null,"vwap":"63.05399999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.587528377069740121604673684","mid_cost_bps":4.998214923241699,"side":"sell","target_ltc":"1.587528377069740121604673684","vwap":"62.99099999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.2120783231009746,"ltc":"15.85908574582821891304692580","mid_cost_bps":5.210399247646616,"side":"buy","target_ltc":null,"vwap":"63.05533723865848088523535057"},{"budget_eur":1000,"eur":"999.9722869883702363829753460","filled_fraction":1.0,"full":true,"impact_bps":0.2771301162976362,"ltc":"15.87528377069740121604673684","mid_cost_bps":5.27520652395104,"side":"sell","target_ltc":"15.87528377069740121604673684","vwap":"62.98925432968442956000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.67169083007843,"ltc":"158.4251543998468184767300176","mid_cost_bps":15.675239693756442,"side":"buy","target_ltc":null,"vwap":"63.12128927935997653187439514"},{"budget_eur":10000,"eur":"9996.492383120494727659506917","filled_fraction":1.0,"full":true,"impact_bps":3.5076168795052722,"ltc":"158.7528377069740121604673684","mid_cost_bps":8.504078620443757,"side":"sell","target_ltc":"158.7528377069740121604673684","vwap":"62.96890517051430833900000000"}],"spread_bps":9.996429846483398},"raw_file":"1791117001-coinbase.json","request_at":1791117001.5541458,"response_at":1791117001.6684158,"sequence":10020768145,"sha256":"61d98b5cb56dd166ce0cd737cbec29f8daf1791577929eee98d01af3566eea3a","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791117001.751,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 12:30:01 GMT"},"metrics":{"ask":"63.06","ask_levels":100,"bid":"63","bid_levels":100,"depth_1pct_eur":{"buy":"67798.68381671","sell":"81476.67358879"},"mid":"63.03","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.2068137912965525,"ltc":"1.585758514190581893134612336","mid_cost_bps":4.966550494671753,"side":"buy","target_ltc":null,"vwap":"63.06130416776791605999169903"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.587301587301587301587301587","mid_cost_bps":4.75963826749167,"side":"sell","target_ltc":"1.587301587301587301587301587","vwap":"63.00000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.447876444385871,"ltc":"15.85561740114158871095608055","mid_cost_bps":6.208203848690672,"side":"buy","target_ltc":null,"vwap":"63.06913030885829730159794257"},{"budget_eur":1000,"eur":"999.7739971138095238095238093","filled_fraction":1.0,"full":true,"impact_bps":2.260028861904762,"ltc":"15.87301587301587301587301587","mid_cost_bps":7.018591437410757,"side":"sell","target_ltc":"15.87301587301587301587301587","vwap":"62.98576181817000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.793859796350793,"ltc":"158.3923252986231998733976895","mid_cost_bps":16.559111514483277,"side":"buy","target_ltc":null,"vwap":"63.13437207987578809459229754"},{"budget_eur":10000,"eur":"9989.385402316984126984126982","filled_fraction":1.0,"full":true,"impact_bps":10.614597683015873,"ltc":"158.7301587301587301587301587","mid_cost_bps":15.369183785974933,"side":"sell","target_ltc":"158.7301587301587301587301587","vwap":"62.93312803459700000000000000"}],"spread_bps":9.51927653498334},"raw_file":"1791117001-okx.json","request_at":1791117001.5543885,"response_at":1791117001.8753915,"sequence":null,"sha256":"1cae2536e30789c9515c8c9444e32750eb18835a63d11f111167cbdcceea71ea","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791117901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 12:45:01 GMT"},"metrics":{"ask":"63.33000","ask_levels":100,"bid":"63.32000","bid_levels":100,"depth_1pct_eur":{"buy":"289980.10074000","sell":"377375.66856000"},"mid":"63.32500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.579030475288173061740091584","mid_cost_bps":0.7895775759968416,"side":"buy","target_ltc":null,"vwap":"63.32999999999999999999999999"},{"budget_eur":100,"eur":"99.97241440303221730890713833","filled_fraction":1.0,"full":true,"impact_bps":2.7585596967782693,"ltc":"1.579279848389134554643082754","mid_cost_bps":3.5479194630872484,"side":"sell","target_ltc":"1.579279848389134554643082754","vwap":"63.30253280000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.79030475288173061740091584","mid_cost_bps":0.7895775759968416,"side":"buy","target_ltc":null,"vwap":"63.32999999999999999999999999"},{"budget_eur":1000,"eur":"999.5879960454832596336070750","filled_fraction":1.0,"full":true,"impact_bps":4.120039545167404,"ltc":"15.79279848389134554643082754","mid_cost_bps":4.909291812080537,"side":"sell","target_ltc":"15.79279848389134554643082754","vwap":"63.29391190960000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.136669583824464,"ltc":"157.8535340909090909090909091","mid_cost_bps":3.9264948242179756,"side":"buy","target_ltc":null,"vwap":"63.34986452847436033014205991"},{"budget_eur":10000,"eur":"9994.553240606443461781427667","filled_fraction":1.0,"full":true,"impact_bps":5.446759393556539,"ltc":"157.9279848389134554643082754","mid_cost_bps":6.2359069056454794,"side":"sell","target_ltc":"157.9279848389134554643082754","vwap":"63.28551111952000000000000000"}],"spread_bps":1.5791551519936833},"raw_file":"1791117901-kraken.json","request_at":1791117901.579048,"response_at":1791117901.9429202,"sequence":null,"sha256":"d67f72a1f5d3e0ccb1a3943445e9c34e01c07d72a9a8aae64c41fb48e08fb118","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 12:45:01 GMT"},"metrics":{"ask":"63.354","ask_levels":630,"bid":"63.28","bid_levels":228,"depth_1pct_eur":{"buy":"54003.56816654566","sell":"75823.62148424636"},"mid":"63.317","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.578432301038608454083404363","mid_cost_bps":5.843612300014215,"side":"buy","target_ltc":null,"vwap":"63.35399999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580278128950695322376738306","mid_cost_bps":5.843612300014215,"side":"sell","target_ltc":"1.580278128950695322376738306","vwap":"63.28000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7195089801454353,"ltc":"15.78318739587941919191919192","mid_cost_bps":6.5635417333122845,"side":"buy","target_ltc":null,"vwap":"63.35855837719281339057839580"},{"budget_eur":1000,"eur":"999.5730367944672566371681416","filled_fraction":1.0,"full":true,"impact_bps":4.269632055327434,"ltc":"15.80278128950695322376738306","mid_cost_bps":10.110749347902143,"side":"sell","target_ltc":"15.80278128950695322376738306","vwap":"63.25298176835388800000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.851623474823655,"ltc":"157.7509202050761397313828110","mid_cost_bps":11.698655236729122,"side":"buy","target_ltc":null,"vwap":"63.39107237536239778397476243"},{"budget_eur":10000,"eur":"9989.107702865087003792667510","filled_fraction":1.0,"full":true,"impact_bps":10.892297134912996,"ltc":"158.0278128950695322376738306","mid_cost_bps":16.72954439877591,"side":"sell","target_ltc":"158.0278128950695322376738306","vwap":"63.21107354373027056000000000"}],"spread_bps":11.68722460002843},"raw_file":"1791117901-coinbase.json","request_at":1791117901.580067,"response_at":1791117901.70127,"sequence":10020791732,"sha256":"53e18af8630d03c0ad571a3df76a825ea50be670867723e8527ae5c551d9245e","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791117901.701,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 12:45:01 GMT"},"metrics":{"ask":"63.33","ask_levels":100,"bid":"63.3","bid_levels":100,"depth_1pct_eur":{"buy":"69441.03904553","sell":"82835.22041314"},"mid":"63.315","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.579030475288173061740091584","mid_cost_bps":2.369106846718787,"side":"buy","target_ltc":null,"vwap":"63.32999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.579778830963665086887835703","mid_cost_bps":2.369106846718787,"side":"sell","target_ltc":"1.579778830963665086887835703","vwap":"63.30000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.424205270673816,"ltc":"15.78647778661616161616161616","mid_cost_bps":4.793886437523064,"side":"buy","target_ltc":null,"vwap":"63.34535249197917727537192193"},{"budget_eur":1000,"eur":"999.7366337407109004739336493","filled_fraction":1.0,"full":true,"impact_bps":2.633662592890995,"ltc":"15.79778830963665086887835703","mid_cost_bps":5.002145496801706,"side":"sell","target_ltc":"15.79778830963665086887835703","vwap":"63.28332891578700000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.686165307500806,"ltc":"157.7344898454989752483052184","mid_cost_bps":13.05780382095911,"side":"buy","target_ltc":null,"vwap":"63.39767548489240260193743651"},{"budget_eur":10000,"eur":"9987.731477106508688783570300","filled_fraction":1.0,"full":true,"impact_bps":12.268522893491312,"ltc":"157.9778830963665086887835703","mid_cost_bps":14.634723196051489,"side":"sell","target_ltc":"157.9778830963665086887835703","vwap":"63.22234025008420000000000000"}],"spread_bps":4.738213693437574},"raw_file":"1791117901-okx.json","request_at":1791117901.5806146,"response_at":1791117901.8269913,"sequence":null,"sha256":"7299abbc4c6f8b1420df87eb76e8aee8a9e383d58b3f6e46fa4dc0d96d86d530","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791118802,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 13:00:02 GMT"},"metrics":{"ask":"63.28000","ask_levels":100,"bid":"63.23000","bid_levels":100,"depth_1pct_eur":{"buy":"308808.06982000","sell":"783342.58649000"},"mid":"63.25500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580278128950695322376738306","mid_cost_bps":3.952256738597739,"side":"buy","target_ltc":null,"vwap":"63.28000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.581527755812114502609520797","mid_cost_bps":3.952256738597739,"side":"sell","target_ltc":"1.581527755812114502609520797","vwap":"63.23000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.80278128950695322376738306","mid_cost_bps":3.952256738597739,"side":"buy","target_ltc":null,"vwap":"63.28000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.81527755812114502609520797","mid_cost_bps":3.952256738597739,"side":"sell","target_ltc":"15.81527755812114502609520797","vwap":"63.23000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8602944159067338,"ltc":"157.9984205371248025276461295","mid_cost_bps":5.813286390618577,"side":"buy","target_ltc":null,"vwap":"63.29177194306385781235667802"},{"budget_eur":10000,"eur":"9999.999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"158.1527755812114502609520797","mid_cost_bps":3.952256738597739,"side":"sell","target_ltc":"158.1527755812114502609520797","vwap":"63.23000000000000000000000000"}],"spread_bps":7.904513477195478},"raw_file":"1791118802-kraken.json","request_at":1791118802.1603117,"response_at":1791118802.3616567,"sequence":null,"sha256":"b1a769cc67429018301fbf0acd0f5aee29c079c1c0d003613603b8f4e30c5664","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 13:00:02 GMT"},"metrics":{"ask":"63.29","ask_levels":627,"bid":"63.219","bid_levels":230,"depth_1pct_eur":{"buy":"46781.30638733938","sell":"86735.80693768439"},"mid":"63.2545","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580028440511929214725865066","mid_cost_bps":5.612248930906102,"side":"buy","target_ltc":null,"vwap":"63.28999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.581802938989860643161074993","mid_cost_bps":5.612248930906102,"side":"sell","target_ltc":"1.581802938989860643161074993","vwap":"63.21900000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.023845644445467596,"ltc":"15.80024672841272850800271761","mid_cost_bps":5.6361079581208235,"side":"buy","target_ltc":null,"vwap":"63.29015091908369536442467633"},{"budget_eur":1000,"eur":"999.9705323067903041807051676","filled_fraction":1.0,"full":true,"impact_bps":0.29467693209695817,"ltc":"15.81802938989860643161074993","mid_cost_bps":5.906760482973348,"side":"sell","target_ltc":"15.81802938989860643161074993","vwap":"63.21713708190297624000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7734042028006365,"ltc":"157.9590356258654104130170604","mid_cost_bps":8.387209637183952,"side":"buy","target_ltc":null,"vwap":"63.30755287519952522829397458"},{"budget_eur":10000,"eur":"9995.701924239583877948085226","filled_fraction":1.0,"full":true,"impact_bps":4.298075760416122,"ltc":"158.1802938989860643161074993","mid_cost_bps":9.907912504213089,"side":"sell","target_ltc":"158.1802938989860643161074993","vwap":"63.19182799485022531800000000"}],"spread_bps":11.224497861812203},"raw_file":"1791118802-coinbase.json","request_at":1791118802.161317,"response_at":1791118802.3195698,"sequence":10020816514,"sha256":"6c3547c1031dafacfce31f4b8732d66cd86414e2b2bd0fad51b31fc4b4ce1ffa","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791118802.351,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 13:00:02 GMT"},"metrics":{"ask":"63.27","ask_levels":100,"bid":"63.24","bid_levels":100,"depth_1pct_eur":{"buy":"68031.50599570","sell":"74038.56760061"},"mid":"63.255","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580527896317370001580527896","mid_cost_bps":2.3713540431586435,"side":"buy","target_ltc":null,"vwap":"63.27000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.581277672359266287160025300","mid_cost_bps":2.3713540431586435,"side":"sell","target_ltc":"1.581277672359266287160025300","vwap":"63.24000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5122142356196453,"ltc":"15.79972975959564049913125888","mid_cost_bps":5.884401149121096,"side":"buy","target_ltc":null,"vwap":"63.29222177946876549663338393"},{"budget_eur":1000,"eur":"999.8068319582922201138519921","filled_fraction":1.0,"full":true,"impact_bps":1.9316804170777988,"ltc":"15.81277672359266287160025300","mid_cost_bps":4.30257639041973,"side":"sell","target_ltc":"15.81277672359266287160025300","vwap":"63.22778405304240000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.431757568434655,"ltc":"157.8565462004415707301687431","mid_cost_bps":14.806059621450647,"side":"buy","target_ltc":null,"vwap":"63.34865573013548606218039592"},{"budget_eur":10000,"eur":"9990.945142468766603415559770","filled_fraction":1.0,"full":true,"impact_bps":9.054857531233397,"ltc":"158.1277672359266287160025300","mid_cost_bps":11.424064347090349,"side":"sell","target_ltc":"158.1277672359266287160025300","vwap":"63.18273708097248000000000000"}],"spread_bps":4.742708086317287},"raw_file":"1791118802-okx.json","request_at":1791118802.1615992,"response_at":1791118802.4858484,"sequence":null,"sha256":"717cd2d9ac6444ce5142046f3fd188cade733b073cad77a3e30621849da9eb31","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791119702,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 13:15:02 GMT"},"metrics":{"ask":"63.17000","ask_levels":100,"bid":"63.16000","bid_levels":100,"depth_1pct_eur":{"buy":"324333.66136000","sell":"387623.74232000"},"mid":"63.16500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.583029919265474117460820009","mid_cost_bps":0.7915776141850709,"side":"buy","target_ltc":null,"vwap":"63.17000000000000000000000000"},{"budget_eur":100,"eur":"99.97637438885370487650411656","filled_fraction":1.0,"full":true,"impact_bps":2.3625611146295125,"ltc":"1.583280557314756174794173528","mid_cost_bps":3.153951713765535,"side":"sell","target_ltc":"1.583280557314756174794173528","vwap":"63.14507806400000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7829672818829235,"ltc":"15.82905982905982905982905983","mid_cost_bps":1.574606874005292,"side":"buy","target_ltc":null,"vwap":"63.17494600431965442764578833"},{"budget_eur":1000,"eur":"999.6778158328055731475617482","filled_fraction":1.0,"full":true,"impact_bps":3.2218416719442686,"ltc":"15.83280557314756174794173528","mid_cost_bps":4.013164252354944,"side":"sell","target_ltc":"15.83280557314756174794173528","vwap":"63.13965084800000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5493240731630316,"ltc":"158.246825","mid_cost_bps":4.341182643896283,"side":"buy","target_ltc":null,"vwap":"63.19242108017017087072679025"},{"budget_eur":10000,"eur":"9993.615176656111462951234962","filled_fraction":1.0,"full":true,"impact_bps":6.384823343888537,"ltc":"158.3280557314756174794173528","mid_cost_bps":7.175895549750653,"side":"sell","target_ltc":"158.3280557314756174794173528","vwap":"63.11967345576000000000000000"}],"spread_bps":1.5831552283701418},"raw_file":"1791119702-kraken.json","request_at":1791119702.2049327,"response_at":1791119702.401344,"sequence":null,"sha256":"348e6333fcdae32524c62a7b861b97c21678af3dad70b5c17b70ff0b85658ff8","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 13:15:02 GMT"},"metrics":{"ask":"63.189","ask_levels":627,"bid":"63.149","bid_levels":228,"depth_1pct_eur":{"buy":"52730.82507232710","sell":"94517.94485997076"},"mid":"63.169","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.582553925525012264792922819","mid_cost_bps":3.166109958998876,"side":"buy","target_ltc":null,"vwap":"63.18899999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.583556350852745094934203234","mid_cost_bps":3.166109958998876,"side":"sell","target_ltc":"1.583556350852745094934203234","vwap":"63.14899999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.9831969319409832,"ltc":"15.82398344605259826571301981","mid_cost_bps":4.149618181899647,"side":"buy","target_ltc":null,"vwap":"63.19521272309324187910300797"},{"budget_eur":1000,"eur":"999.6882053427571215696210552","filled_fraction":1.0,"full":true,"impact_bps":3.1179465724287843,"ltc":"15.83556350852745094934203234","mid_cost_bps":6.283069355258201,"side":"sell","target_ltc":"15.83556350852745094934203234","vwap":"63.12931047918976947000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.244405511416344,"ltc":"158.1724405106244172263927301","mid_cost_bps":8.412175906867093,"side":"buy","target_ltc":null,"vwap":"63.22213887398608873748665918"},{"budget_eur":10000,"eur":"9991.365986494479470617111912","filled_fraction":1.0,"full":true,"impact_bps":8.63401350552053,"ltc":"158.3556350852745094934203234","mid_cost_bps":11.79738984090481,"side":"sell","target_ltc":"158.3556350852745094934203234","vwap":"63.09447706811398840900000000"}],"spread_bps":6.332219917997752},"raw_file":"1791119702-coinbase.json","request_at":1791119702.2059815,"response_at":1791119702.349435,"sequence":10020832574,"sha256":"55f0dbfa349b451231c8170061bb1344c4ce7709e0c6136e0f4440966b9b534f","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791119702.302,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 13:15:02 GMT"},"metrics":{"ask":"63.18","ask_levels":100,"bid":"63.15","bid_levels":100,"depth_1pct_eur":{"buy":"78141.48362800","sell":"75074.09029798"},"mid":"63.165","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.582779360557138334916112694","mid_cost_bps":2.3747328425552126,"side":"buy","target_ltc":null,"vwap":"63.18000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.583531274742676167854315123","mid_cost_bps":2.3747328425552126,"side":"sell","target_ltc":"1.583531274742676167854315123","vwap":"63.14999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.637976320055662,"ltc":"15.82361937225122607182407847","mid_cost_bps":5.013335611511386,"side":"buy","target_ltc":null,"vwap":"63.19666673439011167235650815"},{"budget_eur":1000,"eur":"999.6911910601029295328582741","filled_fraction":1.0,"full":true,"impact_bps":3.0880893989707046,"ltc":"15.83531274742676167854315123","mid_cost_bps":5.462088902794269,"side":"sell","target_ltc":"15.83531274742676167854315123","vwap":"63.13049871544550000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.215633929517562,"ltc":"158.1164101193109987357774968","mid_cost_bps":12.59279271221277,"side":"buy","target_ltc":null,"vwap":"63.24454237516669196215408945"},{"budget_eur":10000,"eur":"9988.727119137830562153602535","filled_fraction":1.0,"full":true,"impact_bps":11.272880862169437,"ltc":"158.3531274742676167854315123","mid_cost_bps":13.64493669668329,"side":"sell","target_ltc":"158.3531274742676167854315123","vwap":"63.07881175735540000000000000"}],"spread_bps":4.749465685110425},"raw_file":"1791119702-okx.json","request_at":1791119702.2062392,"response_at":1791119702.4275088,"sequence":null,"sha256":"04262abab0de3c0e601c9dcd18a877a16cfa4f731da996e292edc8d91680302d","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791120602,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 13:30:02 GMT"},"metrics":{"ask":"63.27000","ask_levels":100,"bid":"63.24000","bid_levels":100,"depth_1pct_eur":{"buy":"308466.65856000","sell":"773820.39173000"},"mid":"63.25500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580527896317370001580527896","mid_cost_bps":2.3713540431586435,"side":"buy","target_ltc":null,"vwap":"63.27000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.581277672359266287160025300","mid_cost_bps":2.3713540431586435,"side":"sell","target_ltc":"1.581277672359266287160025300","vwap":"63.24000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.17600317667120652,"ltc":"15.80500079013906447534766119","mid_cost_bps":2.547398956414311,"side":"buy","target_ltc":null,"vwap":"63.27111357209879872371925362"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.81277672359266287160025300","mid_cost_bps":2.3713540431586435,"side":"sell","target_ltc":"15.81277672359266287160025300","vwap":"63.24000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5670960429712757,"ltc":"158.0280251224522041396745141","mid_cost_bps":3.938821700083671,"side":"buy","target_ltc":null,"vwap":"63.27991501666387926089831139"},{"budget_eur":10000,"eur":"9997.536146982922201138519921","filled_fraction":1.0,"full":true,"impact_bps":2.463853017077799,"ltc":"158.1277672359266287160025300","mid_cost_bps":4.834622793455063,"side":"sell","target_ltc":"158.1277672359266287160025300","vwap":"63.22441859352000000000000000"}],"spread_bps":4.742708086317287},"raw_file":"1791120602-kraken.json","request_at":1791120602.2433767,"response_at":1791120602.4318302,"sequence":null,"sha256":"46a0a0348d4ce429de529d153af29edaf34432e6c2d94e32d9cbdf7d038d9c57","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 13:30:02 GMT"},"metrics":{"ask":"63.293","ask_levels":627,"bid":"63.221","bid_levels":229,"depth_1pct_eur":{"buy":"52380.92114798222","sell":"86132.13601972224"},"mid":"63.257","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.579953549365648649929692067","mid_cost_bps":5.691069763030178,"side":"buy","target_ltc":null,"vwap":"63.29300000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.581752898562186615206972367","mid_cost_bps":5.691069763030178,"side":"sell","target_ltc":"1.581752898562186615206972367","vwap":"63.22099999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.4523208429410932,"ltc":"15.79724122738693626095885001","mid_cost_bps":7.14421713189482,"side":"buy","target_ltc":null,"vwap":"63.30219217431122706053068985"},{"budget_eur":1000,"eur":"999.9737484684087562676958607","filled_fraction":1.0,"full":true,"impact_bps":0.2625153159124373,"ltc":"15.81752898562186615206972367","mid_cost_bps":5.953435679644944,"side":"sell","target_ltc":"15.81752898562186615206972367","vwap":"63.21934035192126998000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.076292827349603,"ltc":"157.8836318553994381667824001","mid_cost_bps":12.77138975799419,"side":"buy","target_ltc":null,"vwap":"63.33778798019214383926131476"},{"budget_eur":10000,"eur":"9995.726908494127381724427011","filled_fraction":1.0,"full":true,"impact_bps":4.273091505872618,"ltc":"158.1752898562186615206972367","mid_cost_bps":9.961729422716424,"side":"sell","target_ltc":"158.1752898562186615206972367","vwap":"63.19398508819072272000000000"}],"spread_bps":11.382139526060357},"raw_file":"1791120602-coinbase.json","request_at":1791120602.2444835,"response_at":1791120602.391429,"sequence":10020849550,"sha256":"0cdddcfe6a3a3e4340b354fd8c31fc093024239d0ba15a638cc7cd72c88061b4","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791120602.354,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 13:30:02 GMT"},"metrics":{"ask":"63.27","ask_levels":100,"bid":"63.24","bid_levels":100,"depth_1pct_eur":{"buy":"71139.34883260","sell":"75687.97754322"},"mid":"63.255","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580527896317370001580527896","mid_cost_bps":2.3713540431586435,"side":"buy","target_ltc":null,"vwap":"63.27000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.581277672359266287160025300","mid_cost_bps":2.3713540431586435,"side":"sell","target_ltc":"1.581277672359266287160025300","vwap":"63.24000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5123250434112867,"ltc":"15.79972958458379402937924498","mid_cost_bps":5.8845119831891886,"side":"buy","target_ltc":null,"vwap":"63.29222248054966321059740742"},{"budget_eur":1000,"eur":"999.8242322455281467425679947","filled_fraction":1.0,"full":true,"impact_bps":1.7576775447185327,"ltc":"15.81277672359266287160025300","mid_cost_bps":4.128614780301953,"side":"sell","target_ltc":"15.81277672359266287160025300","vwap":"63.22888444720720000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.670147053622705,"ltc":"157.9000979150749802683504341","mid_cost_bps":12.043794231012702,"side":"buy","target_ltc":null,"vwap":"63.33118302040827085260505889"},{"budget_eur":10000,"eur":"9988.831628779329538266919668","filled_fraction":1.0,"full":true,"impact_bps":11.168371220670462,"ltc":"158.1277672359266287160025300","mid_cost_bps":13.537076847604142,"side":"sell","target_ltc":"158.1277672359266287160025300","vwap":"63.16937122040048000000000000"}],"spread_bps":4.742708086317287},"raw_file":"1791120602-okx.json","request_at":1791120602.2450135,"response_at":1791120602.4826303,"sequence":null,"sha256":"145c0b908ee2b7dd79977e5ff42eef4d9dbf29002a996c56b1457b0531c1f76e","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791121501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 13:45:01 GMT"},"metrics":{"ask":"63.11000","ask_levels":100,"bid":"63.08000","bid_levels":100,"depth_1pct_eur":{"buy":"312151.62583000","sell":"448801.87549000"},"mid":"63.09500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.584534938995404848676913326","mid_cost_bps":2.3773674617640066,"side":"buy","target_ltc":null,"vwap":"63.11000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.585288522511097019657577679","mid_cost_bps":2.3773674617640066,"side":"sell","target_ltc":"1.585288522511097019657577679","vwap":"63.08000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.84534938995404848676913326","mid_cost_bps":2.3773674617640066,"side":"buy","target_ltc":null,"vwap":"63.11000000000000000000000000"},{"budget_eur":1000,"eur":"999.9809611477488902980342421","filled_fraction":1.0,"full":true,"impact_bps":0.19038852251109703,"ltc":"15.85288522511097019657577679","mid_cost_bps":2.5677107219272526,"side":"sell","target_ltc":"15.85288522511097019657577679","vwap":"63.07879902920000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.8209408934440252,"ltc":"158.4246457079505859993664872","mid_cost_bps":4.198741259771019,"side":"buy","target_ltc":null,"vwap":"63.12149195797852524267801864"},{"budget_eur":10000,"eur":"9997.488642954977805960684844","filled_fraction":1.0,"full":true,"impact_bps":2.5113570450221943,"ltc":"158.5288522511097019657577679","mid_cost_bps":4.88812746493383,"side":"sell","target_ltc":"158.5288522511097019657577679","vwap":"63.06415835976000000000000000"}],"spread_bps":4.754734923528013},"raw_file":"1791121501-kraken.json","request_at":1791121501.7128127,"response_at":1791121501.9066517,"sequence":null,"sha256":"0828121a685428329ca67ae95098bb6ffc5bb7b10d53605f839871dfc6a74d71","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 13:45:01 GMT"},"metrics":{"ask":"63.132","ask_levels":631,"bid":"63.034","bid_levels":226,"depth_1pct_eur":{"buy":"51572.89521553043","sell":"84218.84694946195"},"mid":"63.083","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.583982766267503009567255908","mid_cost_bps":7.767544346337365,"side":"buy","target_ltc":null,"vwap":"63.13200000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.586445410413427673953739252","mid_cost_bps":7.767544346337365,"side":"sell","target_ltc":"1.586445410413427673953739252","vwap":"63.03399999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.2126945007613556,"ltc":"15.83949076541696364932287954","mid_cost_bps":7.9804040584954095,"side":"buy","target_ltc":null,"vwap":"63.13334278292220659022433397"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"15.86445410413427673953739252","mid_cost_bps":7.767544346337365,"side":"sell","target_ltc":"15.86445410413427673953739252","vwap":"63.03399999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.849408155900534,"ltc":"158.3056771748311195445920304","mid_cost_bps":13.621496055962977,"side":"buy","target_ltc":null,"vwap":"63.16892848356983124986236765"},{"budget_eur":10000,"eur":"9998.889687857341201256464766","filled_fraction":1.0,"full":true,"impact_bps":1.1103121426587987,"ltc":"158.6445410413427673953739252","mid_cost_bps":8.876994049115526,"side":"sell","target_ltc":"158.6445410413427673953739252","vwap":"63.02700125843996452800000000"}],"spread_bps":15.53508869267473},"raw_file":"1791121501-coinbase.json","request_at":1791121501.7138698,"response_at":1791121501.847076,"sequence":10020879094,"sha256":"d6b2dd36df1cc81d51a43951db0beaf0f266029a18092ac00af86cbc9a32d6ed","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791121501.804,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 13:45:01 GMT"},"metrics":{"ask":"63.11","ask_levels":100,"bid":"63.08","bid_levels":100,"depth_1pct_eur":{"buy":"79204.67417245","sell":"80043.79609425"},"mid":"63.095","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.584534938995404848676913326","mid_cost_bps":2.3773674617640066,"side":"buy","target_ltc":null,"vwap":"63.11000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.585288522511097019657577679","mid_cost_bps":2.3773674617640066,"side":"sell","target_ltc":"1.585288522511097019657577679","vwap":"63.08000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8177101803816145,"ltc":"15.84088588741092636579572447","mid_cost_bps":5.195747515395573,"side":"buy","target_ltc":null,"vwap":"63.12778256894838836788341518"},{"budget_eur":1000,"eur":"999.6475690709955611921369688","filled_fraction":1.0,"full":true,"impact_bps":3.524309290044388,"ltc":"15.85288522511097019657577679","mid_cost_bps":5.90083889398526,"side":"sell","target_ltc":"15.85288522511097019657577679","vwap":"63.05776865699840000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.872371298419823,"ltc":"158.2655951086509568242922663","mid_cost_bps":14.252561259105715,"side":"buy","target_ltc":null,"vwap":"63.18492653526432750637254303"},{"budget_eur":10000,"eur":"9989.849816999911223842739378","filled_fraction":1.0,"full":true,"impact_bps":10.150183000088775,"ltc":"158.5288522511097019657577679","mid_cost_bps":12.525137390373247,"side":"sell","target_ltc":"158.5288522511097019657577679","vwap":"63.01597264563544000000000000"}],"spread_bps":4.754734923528013},"raw_file":"1791121501-okx.json","request_at":1791121501.71411,"response_at":1791121501.9388683,"sequence":null,"sha256":"82fec55e69e301d95526be3c7d75e2111fa5e4e8bf0b954cc4010c61078d5da8","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791122401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 14:00:02 GMT"},"metrics":{"ask":"63.19000","ask_levels":100,"bid":"63.16000","bid_levels":100,"depth_1pct_eur":{"buy":"316087.01519000","sell":"774460.05510000"},"mid":"63.17500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.582528881152081025478714987","mid_cost_bps":2.374356944994064,"side":"buy","target_ltc":null,"vwap":"63.18999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.583280557314756174794173528","mid_cost_bps":2.374356944994064,"side":"sell","target_ltc":"1.583280557314756174794173528","vwap":"63.15999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.82528881152081025478714987","mid_cost_bps":2.374356944994064,"side":"buy","target_ltc":null,"vwap":"63.18999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"15.83280557314756174794173528","mid_cost_bps":2.374356944994064,"side":"sell","target_ltc":"15.83280557314756174794173528","vwap":"63.15999999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.505825037948738,"ltc":"158.2132426447326795317937362","mid_cost_bps":4.880776955250981,"side":"buy","target_ltc":null,"vwap":"63.20583430841479807545532894"},{"budget_eur":10000,"eur":"9997.363348885370487650411656","filled_fraction":1.0,"full":true,"impact_bps":2.636651114629512,"ltc":"158.3280557314756174794173528","mid_cost_bps":5.010382024535022,"side":"sell","target_ltc":"158.3280557314756174794173528","vwap":"63.14334691156000000000000000"}],"spread_bps":4.748713889988128},"raw_file":"1791122401-kraken.json","request_at":1791122401.9793267,"response_at":1791122402.1738043,"sequence":null,"sha256":"cc5090976740128a252ed7005296f4caead596b05f0d18f90c0776763d4280b7","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 14:00:02 GMT"},"metrics":{"ask":"63.206","ask_levels":633,"bid":"63.142","bid_levels":230,"depth_1pct_eur":{"buy":"48915.79402912074","sell":"95092.04409142691"},"mid":"63.174","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.582128278960858146378508369","mid_cost_bps":5.065374996042676,"side":"buy","target_ltc":null,"vwap":"63.20600000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.583731905862975515504735358","mid_cost_bps":5.065374996042676,"side":"sell","target_ltc":"1.583731905862975515504735358","vwap":"63.14200000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7811211140598465,"ltc":"15.82004705233078188259109312","mid_cost_bps":5.846891777238526,"side":"buy","target_ltc":null,"vwap":"63.21093715411352666612884696"},{"budget_eur":1000,"eur":"999.9607135627295917139146683","filled_fraction":1.0,"full":true,"impact_bps":0.39286437270408286,"ltc":"15.83731905862975515504735358","mid_cost_bps":5.458040368209725,"side":"sell","target_ltc":"15.83731905862975515504735358","vwap":"63.13951937577787188000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.40209334928321,"ltc":"158.0642144461454367367572947","mid_cost_bps":14.472230858182076,"side":"buy","target_ltc":null,"vwap":"63.26542687122347945374036501"},{"budget_eur":10000,"eur":"9995.039893252701766494567797","filled_fraction":1.0,"full":true,"impact_bps":4.960106747298234,"ltc":"158.3731905862975515504735358","mid_cost_bps":10.022969263271362,"side":"sell","target_ltc":"158.3731905862975515504735358","vwap":"63.11068089397620949400000000"}],"spread_bps":10.130749992085352},"raw_file":"1791122401-coinbase.json","request_at":1791122401.980586,"response_at":1791122402.1435845,"sequence":10020897663,"sha256":"3c5d36d368bf8978323ab43d7f677cdbc4f8402b00dd4ce88165f9ebc3a55c67","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791122402.104,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 14:00:02 GMT"},"metrics":{"ask":"63.19","ask_levels":100,"bid":"63.17","bid_levels":100,"depth_1pct_eur":{"buy":"74653.80608617","sell":"86832.23733825"},"mid":"63.18","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.582528881152081025478714987","mid_cost_bps":1.5827793605571383,"side":"buy","target_ltc":null,"vwap":"63.18999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.583029919265474117460820009","mid_cost_bps":1.5827793605571383,"side":"sell","target_ltc":"1.583029919265474117460820009","vwap":"63.17000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.516854489467444,"ltc":"15.81972524434603827297169065","mid_cost_bps":5.100190490494583,"side":"buy","target_ltc":null,"vwap":"63.21222300351894477701340591"},{"budget_eur":1000,"eur":"999.7217102622938103530156717","filled_fraction":1.0,"full":true,"impact_bps":2.7828973770618965,"ltc":"15.83029919265474117460820009","mid_cost_bps":4.3652362663659385,"side":"sell","target_ltc":"15.83029919265474117460820009","vwap":"63.15242043726910000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.087565490947823,"ltc":"158.0460443196462413139608339","mid_cost_bps":14.672416324358862,"side":"buy","target_ltc":null,"vwap":"63.27270032633729929299375077"},{"budget_eur":10000,"eur":"9990.279329686610732942852617","filled_fraction":1.0,"full":true,"impact_bps":9.720670313389267,"ltc":"158.3029919265474117460820009","mid_cost_bps":11.301911106312124,"side":"sell","target_ltc":"158.3029919265474117460820009","vwap":"63.10859452563032000000000000"}],"spread_bps":3.1655587211142766},"raw_file":"1791122401-okx.json","request_at":1791122401.980886,"response_at":1791122402.2319884,"sequence":null,"sha256":"2ba8754e8dcc8ea496ed98e0bcad593fce0900b48442d420a028267c76caca95","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791123301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 14:15:01 GMT"},"metrics":{"ask":"63.19000","ask_levels":100,"bid":"63.16000","bid_levels":100,"depth_1pct_eur":{"buy":"288140.55696000","sell":"817923.84827000"},"mid":"63.17500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.582528881152081025478714987","mid_cost_bps":2.374356944994064,"side":"buy","target_ltc":null,"vwap":"63.18999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.583280557314756174794173528","mid_cost_bps":2.374356944994064,"side":"sell","target_ltc":"1.583280557314756174794173528","vwap":"63.15999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.82528881152081025478714987","mid_cost_bps":2.374356944994064,"side":"buy","target_ltc":null,"vwap":"63.18999999999999999999999998"},{"budget_eur":1000,"eur":"999.9823619442685243825205829","filled_fraction":1.0,"full":true,"impact_bps":0.1763805573147562,"ltc":"15.83280557314756174794173528","mid_cost_bps":2.550695623268698,"side":"sell","target_ltc":"15.83280557314756174794173528","vwap":"63.15888598040000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.460124037690064,"ltc":"158.2139655172413793103448276","mid_cost_bps":4.835065103943571,"side":"buy","target_ltc":null,"vwap":"63.20554552379416351274627005"},{"budget_eur":10000,"eur":"9998.507548885370487650411656","filled_fraction":1.0,"full":true,"impact_bps":1.4924511146295123,"ltc":"158.3280557314756174794173528","mid_cost_bps":3.866453698456668,"side":"sell","target_ltc":"158.3280557314756174794173528","vwap":"63.15057367876000000000000000"}],"spread_bps":4.748713889988128},"raw_file":"1791123301-kraken.json","request_at":1791123301.2703776,"response_at":1791123301.4634166,"sequence":null,"sha256":"5926b908f25d015a590fb6890d9e7605f893d4ecb6df649ab5c90a7ac04ce356","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 14:15:01 GMT"},"metrics":{"ask":"63.217","ask_levels":633,"bid":"63.151","bid_levels":230,"depth_1pct_eur":{"buy":"51564.10467297271","sell":"86246.41522116846"},"mid":"63.184","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.581852982583798661752376734","mid_cost_bps":5.222841225626741,"side":"buy","target_ltc":null,"vwap":"63.21700000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.583506199426770755807508986","mid_cost_bps":5.222841225626741,"side":"sell","target_ltc":"1.583506199426770755807508986","vwap":"63.15100000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.3767768696335716,"ltc":"15.81793384267825509300265722","mid_cost_bps":5.599814879837071,"side":"buy","target_ltc":null,"vwap":"63.21938187033676254959546046"},{"budget_eur":1000,"eur":"999.8685877129387875093030987","filled_fraction":1.0,"full":true,"impact_bps":1.3141228706121248,"ltc":"15.83506199426770755807508986","mid_cost_bps":6.536277750728448,"side":"sell","target_ltc":"15.83506199426770755807508986","vwap":"63.14270118265979737000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.24628296795374,"ltc":"158.0865529240806459258322931","mid_cost_bps":11.472386527999678,"side":"buy","target_ltc":null,"vwap":"63.25648712703851315984901289"},{"budget_eur":10000,"eur":"9995.790857178653625279092965","filled_fraction":1.0,"full":true,"impact_bps":4.209142821346375,"ltc":"158.3506199426770755807508986","mid_cost_bps":9.429785678507928,"side":"sell","target_ltc":"158.3506199426770755807508986","vwap":"63.12441884216891550900000000"}],"spread_bps":10.445682451253482},"raw_file":"1791123301-coinbase.json","request_at":1791123301.2713454,"response_at":1791123301.405027,"sequence":10020930001,"sha256":"e129f13507de35ebbbdedff755cb00fd68204cd4bb9fdce3f69b5425a73b4fd3","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791123301.407,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 14:15:01 GMT"},"metrics":{"ask":"63.19","ask_levels":100,"bid":"63.17","bid_levels":100,"depth_1pct_eur":{"buy":"73381.95280311","sell":"81431.98937117"},"mid":"63.18","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.582528881152081025478714987","mid_cost_bps":1.5827793605571383,"side":"buy","target_ltc":null,"vwap":"63.18999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.583029919265474117460820009","mid_cost_bps":1.5827793605571383,"side":"sell","target_ltc":"1.583029919265474117460820009","vwap":"63.17000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5166132724835086,"ltc":"15.81972562581053297485370868","mid_cost_bps":5.099949235331322,"side":"buy","target_ltc":null,"vwap":"63.21222147926882329081461166"},{"budget_eur":1000,"eur":"999.6618859322938103530156717","filled_fraction":1.0,"full":true,"impact_bps":3.3811406770618966,"ltc":"15.83029919265474117460820009","mid_cost_bps":4.963384877651156,"side":"sell","target_ltc":"15.83029919265474117460820009","vwap":"63.14864133434300000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.423357010140183,"ltc":"158.0407443818095689246802463","mid_cost_bps":15.008260991939826,"side":"buy","target_ltc":null,"vwap":"63.27482219294707581688609467"},{"budget_eur":10000,"eur":"9987.882380608814310590470157","filled_fraction":1.0,"full":true,"impact_bps":12.11761939118569,"ltc":"158.3029919265474117460820009","mid_cost_bps":13.698480799955682,"side":"sell","target_ltc":"158.3029919265474117460820009","vwap":"63.09345299830588000000000000"}],"spread_bps":3.1655587211142766},"raw_file":"1791123301-okx.json","request_at":1791123301.2715564,"response_at":1791123301.549846,"sequence":null,"sha256":"921b200caf6e3da64f43d61b79c0026f17fae2b7e748eab64745974ff686dd0e","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791124201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 14:30:02 GMT"},"metrics":{"ask":"63.07000","ask_levels":100,"bid":"63.03000","bid_levels":100,"depth_1pct_eur":{"buy":"292243.70680000","sell":"818873.69830000"},"mid":"63.05000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.585539876327889646424607579","mid_cost_bps":3.1720856463124503,"side":"buy","target_ltc":null,"vwap":"63.07000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.586546089163890211010629859","mid_cost_bps":3.1720856463124503,"side":"sell","target_ltc":"1.586546089163890211010629859","vwap":"63.02999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7854770381648365,"ltc":"15.85415345592897907419150285","mid_cost_bps":3.957811844521114,"side":"buy","target_ltc":null,"vwap":"63.07495400367970562355011600"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"15.86546089163890211010629859","mid_cost_bps":3.1720856463124503,"side":"sell","target_ltc":"15.86546089163890211010629859","vwap":"63.02999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.936965359741148,"ltc":"158.5074345483359746434231379","mid_cost_bps":6.109982636619733,"side":"buy","target_ltc":null,"vwap":"63.08852344052388741859190910"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"158.6546089163890211010629859","mid_cost_bps":3.1720856463124503,"side":"sell","target_ltc":"158.6546089163890211010629859","vwap":"63.02999999999999999999999999"}],"spread_bps":6.3441712926249005},"raw_file":"1791124201-kraken.json","request_at":1791124201.8403707,"response_at":1791124202.0253263,"sequence":null,"sha256":"2a4321df179f18f5d842eeba29556e421e102afda9df8169f5859f3c7f2ecdfb","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 14:30:01 GMT"},"metrics":{"ask":"63.101","ask_levels":633,"bid":"63.027","bid_levels":225,"depth_1pct_eur":{"buy":"48695.84716083714","sell":"64820.84400898213"},"mid":"63.064","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.584760938812380152454002314","mid_cost_bps":5.867055689458328,"side":"buy","target_ltc":null,"vwap":"63.10099999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.586621606613038856363145953","mid_cost_bps":5.867055689458328,"side":"sell","target_ltc":"1.586621606613038856363145953","vwap":"63.02700000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.5396230388688861,"ltc":"15.84675426075476182930307736","mid_cost_bps":6.40699532816925,"side":"buy","target_ltc":null,"vwap":"63.10440507533756655782556566"},{"budget_eur":1000,"eur":"999.9889134777538696114363683","filled_fraction":1.0,"full":true,"impact_bps":0.11086522246130388,"ltc":"15.86621606613038856363145953","mid_cost_bps":5.977855866676212,"side":"sell","target_ltc":"15.86621606613038856363145953","vwap":"63.02630124976239314000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.083468673022099,"ltc":"158.3797440600949307005885703","mid_cost_bps":11.954093567429396,"side":"buy","target_ltc":null,"vwap":"63.13938729567363674984138389"},{"budget_eur":10000,"eur":"9995.522238254524805718184268","filled_fraction":1.0,"full":true,"impact_bps":4.477761745475195,"ltc":"158.6621606613038856363145953","mid_cost_bps":10.34219030718104,"side":"sell","target_ltc":"158.6621606613038856363145953","vwap":"62.99877801104679349300000000"}],"spread_bps":11.734111378916657},"raw_file":"1791124201-coinbase.json","request_at":1791124201.841427,"response_at":1791124201.9707587,"sequence":10020958792,"sha256":"43049471bd4a47a20f27fdf79ca6b99771416311e8573935baf0b8731dc4912c","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791124202.007,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 14:30:02 GMT"},"metrics":{"ask":"63.1","ask_levels":100,"bid":"63","bid_levels":100,"depth_1pct_eur":{"buy":"76191.11338214","sell":"71479.39670724"},"mid":"63.05","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.584786053882725832012678288","mid_cost_bps":7.930214115781126,"side":"buy","target_ltc":null,"vwap":"63.10000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.587301587301587301587301587","mid_cost_bps":7.930214115781126,"side":"sell","target_ltc":"1.587301587301587301587301587","vwap":"63.00000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.880598048684563,"ltc":"15.84646510220250356520361274","mid_cost_bps":8.81151049757329,"side":"buy","target_ltc":null,"vwap":"63.10555657368719959268995976"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.87301587301587301587301587","mid_cost_bps":7.930214115781126,"side":"sell","target_ltc":"15.87301587301587301587301587","vwap":"63.00000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.639088617292863,"ltc":"158.3259935600379686758424300","mid_cost_bps":17.576946736735604,"side":"buy","target_ltc":null,"vwap":"63.16082264917511797106383028"},{"budget_eur":10000,"eur":"9995.635867453492063492063490","filled_fraction":1.0,"full":true,"impact_bps":4.364132546507936,"ltc":"158.7301587301587301587301587","mid_cost_bps":12.290885811736716,"side":"sell","target_ltc":"158.7301587301587301587301587","vwap":"62.97250596495700000000000000"}],"spread_bps":15.860428231562253},"raw_file":"1791124201-okx.json","request_at":1791124201.841765,"response_at":1791124202.1612983,"sequence":null,"sha256":"eac851308769f33ae2c6f35eb20e6f14096dda906b6225a3922ca57812d7704b","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791125101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 14:45:02 GMT"},"metrics":{"ask":"63.56000","ask_levels":100,"bid":"63.49000","bid_levels":100,"depth_1pct_eur":{"buy":"257506.69267000","sell":"487209.50282000"},"mid":"63.52500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.573316551290119572057898049","mid_cost_bps":5.509641873278237,"side":"buy","target_ltc":null,"vwap":"63.56000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.575051189163647818554103008","mid_cost_bps":5.509641873278237,"side":"sell","target_ltc":"1.575051189163647818554103008","vwap":"63.49000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.73316551290119572057898049","mid_cost_bps":5.509641873278237,"side":"buy","target_ltc":null,"vwap":"63.56000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.75051189163647818554103008","mid_cost_bps":5.509641873278237,"side":"sell","target_ltc":"15.75051189163647818554103008","vwap":"63.49000000000000000000000000"},{"budget_eur":10000,"eur":"9999.999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"157.3316551290119572057898049","mid_cost_bps":5.509641873278237,"side":"buy","target_ltc":null,"vwap":"63.56000000000000000000000000"},{"budget_eur":10000,"eur":"9999.035348810836352181445895","filled_fraction":1.0,"full":true,"impact_bps":0.9646511891636478,"ltc":"157.5051189163647818554103008","mid_cost_bps":6.473761574183392,"side":"sell","target_ltc":"157.5051189163647818554103008","vwap":"63.48387542960000000000000000"}],"spread_bps":11.019283746556473},"raw_file":"1791125101-kraken.json","request_at":1791125101.9217534,"response_at":1791125102.111527,"sequence":null,"sha256":"659d270386aa9a77f4539a3506275180c9d99825ef073499f277946304ceb910","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 14:45:02 GMT"},"metrics":{"ask":"63.494","ask_levels":632,"bid":"63.398","bid_levels":227,"depth_1pct_eur":{"buy":"53822.55609662136","sell":"86663.73651567259"},"mid":"63.446","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.574951963965099064478533405","mid_cost_bps":7.565488762096901,"side":"buy","target_ltc":null,"vwap":"63.49399999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.577336824505504905517524212","mid_cost_bps":7.565488762096901,"side":"sell","target_ltc":"1.577336824505504905517524212","vwap":"63.39800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.1641162047754823,"ltc":"15.74768642595537288989669942","mid_cost_bps":8.730485677678884,"side":"buy","target_ltc":null,"vwap":"63.50139143943060144773295846"},{"budget_eur":1000,"eur":"999.9798367898898899018896494","filled_fraction":1.0,"full":true,"impact_bps":0.20163210110110097,"ltc":"15.77336824505504905517524212","mid_cost_bps":7.766968318658506,"side":"sell","target_ltc":"15.77336824505504905517524212","vwap":"63.39672169280543924000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.2164081422661965,"ltc":"157.3973517785931481219439335","mid_cost_bps":13.78659992095719,"side":"buy","target_ltc":null,"vwap":"63.53347046185850498836572779"},{"budget_eur":10000,"eur":"9987.402190815660087699927442","filled_fraction":1.0,"full":true,"impact_bps":12.597809184339912,"ltc":"157.7336824505504905517524212","mid_cost_bps":20.153767088055698,"side":"sell","target_ltc":"157.7336824505504905517524212","vwap":"63.31813240933312182400000000"}],"spread_bps":15.130977524193803},"raw_file":"1791125101-coinbase.json","request_at":1791125101.9229772,"response_at":1791125102.0355217,"sequence":10020995968,"sha256":"b2140bacc69b5851362bc957095c7b5cf41b9bbd483ef6a021035397fb864536","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791125102.057,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 14:45:02 GMT"},"metrics":{"ask":"63.58","ask_levels":100,"bid":"63.47","bid_levels":100,"depth_1pct_eur":{"buy":"75171.48250155","sell":"60401.89671824"},"mid":"63.525","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.572821642025794274929223026","mid_cost_bps":8.658008658008658,"side":"buy","target_ltc":null,"vwap":"63.58000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.575547502757208129825114227","mid_cost_bps":8.658008658008658,"side":"sell","target_ltc":"1.575547502757208129825114227","vwap":"63.47000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.03917353420766761,"ltc":"15.72815480751690517376946061","mid_cost_bps":8.697216108696159,"side":"buy","target_ltc":null,"vwap":"63.58024906533049235065173124"},{"budget_eur":1000,"eur":"999.9921504994485583740349770","filled_fraction":1.0,"full":true,"impact_bps":0.07849500551441627,"ltc":"15.75547502757208129825114227","mid_cost_bps":8.736435702479339,"side":"sell","target_ltc":"15.75547502757208129825114227","vwap":"63.46950179220000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.445645293723844,"ltc":"157.1651446106486571383697189","mid_cost_bps":16.110100397874255,"side":"buy","target_ltc":null,"vwap":"63.62733941277749620043077895"},{"budget_eur":10000,"eur":"9988.845464496913502442098628","filled_fraction":1.0,"full":true,"impact_bps":11.154535503086498,"ltc":"157.5547502757208129825114227","mid_cost_bps":19.802886554598977,"side":"sell","target_ltc":"157.5547502757208129825114227","vwap":"63.39920216316191000000000000"}],"spread_bps":17.316017316017316},"raw_file":"1791125101-okx.json","request_at":1791125101.923208,"response_at":1791125102.1967936,"sequence":null,"sha256":"da55ba8b64460c3fa3d5eb70d86c5bff0c3a22c021abb3ef38731c453d0be239","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791126001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 15:00:01 GMT"},"metrics":{"ask":"64.11000","ask_levels":100,"bid":"64.08000","bid_levels":100,"depth_1pct_eur":{"buy":"346767.42695000","sell":"806459.39589000"},"mid":"64.09500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.559819060988925284666978630","mid_cost_bps":2.340276152586005,"side":"buy","target_ltc":null,"vwap":"64.11000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.560549313358302122347066167","mid_cost_bps":2.340276152586005,"side":"sell","target_ltc":"1.560549313358302122347066167","vwap":"64.08000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.5597630846804572,"ltc":"15.59731752963194011228945727","mid_cost_bps":2.90017023728628,"side":"buy","target_ltc":null,"vwap":"64.11358864113588641135886410"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.60549313358302122347066167","mid_cost_bps":2.340276152586005,"side":"sell","target_ltc":"15.60549313358302122347066167","vwap":"64.08000000000000000000000000"},{"budget_eur":10000,"eur":"9999.999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":3.8563498863544763,"ltc":"155.9217772061116308076083567","mid_cost_bps":6.197528531307988,"side":"buy","target_ltc":null,"vwap":"64.13472305912141854880322302"},{"budget_eur":10000,"eur":"9996.963832059925093632958800","filled_fraction":1.0,"full":true,"impact_bps":3.036167940074906,"ltc":"156.0549313358302122347066167","mid_cost_bps":5.375733545518371,"side":"sell","target_ltc":"156.0549313358302122347066167","vwap":"64.06054423584000000000000000"}],"spread_bps":4.68055230517201},"raw_file":"1791126001-kraken.json","request_at":1791126001.3080077,"response_at":1791126001.4995325,"sequence":null,"sha256":"09e495552379a4c2aa1c0822786358b659cf3d14a2897f77e78ee36836756b40","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 15:00:01 GMT"},"metrics":{"ask":"64.134","ask_levels":620,"bid":"64.032","bid_levels":229,"depth_1pct_eur":{"buy":"47733.46841351833","sell":"94233.43809723148"},"mid":"64.083","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.559235350983877506470826707","mid_cost_bps":7.958428912504096,"side":"buy","target_ltc":null,"vwap":"64.13399999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.561719140429785107446276862","mid_cost_bps":7.958428912504096,"side":"sell","target_ltc":"1.561719140429785107446276862","vwap":"64.03199999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.5241044621553078,"ltc":"15.59153635046146171114991270","mid_cost_bps":8.482950479469883,"side":"buy","target_ltc":null,"vwap":"64.13736129155758685126354858"},{"budget_eur":1000,"eur":"999.9879866411557021489255375","filled_fraction":1.0,"full":true,"impact_bps":0.12013358844297851,"ltc":"15.61719140429785107446276862","mid_cost_bps":8.078466893484713,"side":"sell","target_ltc":"15.61719140429785107446276862","vwap":"64.03123076060648192000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.960382081281093,"ltc":"155.8306540745617176309397770","mid_cost_bps":13.923554521493713,"side":"buy","target_ltc":null,"vwap":"64.17222631444008816002244958"},{"budget_eur":10000,"eur":"9997.283813996897666166916544","filled_fraction":1.0,"full":true,"impact_bps":2.716186003102334,"ltc":"156.1719140429785107446276862","mid_cost_bps":10.672453258284547,"side":"sell","target_ltc":"156.1719140429785107446276862","vwap":"64.01460771778493513600000000"}],"spread_bps":15.916857825008192},"raw_file":"1791126001-coinbase.json","request_at":1791126001.3090174,"response_at":1791126001.460129,"sequence":10021052939,"sha256":"614b82e57ae5580d2e2d0d7cc6d8f342eb9b1aa60c00d4fe03500b75aad4df5f","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791126001.457,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 15:00:01 GMT"},"metrics":{"ask":"64.13","ask_levels":100,"bid":"64.1","bid_levels":100,"depth_1pct_eur":{"buy":"70838.83258317","sell":"84842.62080451"},"mid":"64.115","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.559332605644784032434118197","mid_cost_bps":2.339546128051158,"side":"buy","target_ltc":null,"vwap":"64.13000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.560062402496099843993759750","mid_cost_bps":2.339546128051158,"side":"sell","target_ltc":"1.560062402496099843993759750","vwap":"64.10000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7724702666589174,"ltc":"15.58900405142589995324918186","mid_cost_bps":5.112665026917825,"side":"buy","target_ltc":null,"vwap":"64.14777985182008363826494308"},{"budget_eur":1000,"eur":"999.7399042292511700468018718","filled_fraction":1.0,"full":true,"impact_bps":2.6009577074882997,"ltc":"15.60062402496099843993759750","mid_cost_bps":4.93989532948608,"side":"sell","target_ltc":"15.60062402496099843993759750","vwap":"64.08332786109500000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.833854901727916,"ltc":"155.7489495175097276264591440","mid_cost_bps":14.1761696147206,"side":"buy","target_ltc":null,"vwap":"64.20589051148478112290345758"},{"budget_eur":10000,"eur":"9988.928715630046801872074880","filled_fraction":1.0,"full":true,"impact_bps":11.071284369953197,"ltc":"156.0062402496099843993759750","mid_cost_bps":13.40824031995633,"side":"sell","target_ltc":"156.0062402496099843993759750","vwap":"64.02903306718860000000000000"}],"spread_bps":4.679092256102316},"raw_file":"1791126001-okx.json","request_at":1791126001.309258,"response_at":1791126001.5842755,"sequence":null,"sha256":"f2d7b70422caa76f6fe39071f193eae891437069650dd7c97e28427ce4dabc23","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791126901,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 15:15:01 GMT"},"metrics":{"ask":"63.98000","ask_levels":100,"bid":"63.95000","bid_levels":100,"depth_1pct_eur":{"buy":"313591.64194000","sell":"474030.06695000"},"mid":"63.96500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.562988433885589246639574867","mid_cost_bps":2.3450324396154145,"side":"buy","target_ltc":null,"vwap":"63.98000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.563721657544956997654417514","mid_cost_bps":2.3450324396154145,"side":"sell","target_ltc":"1.563721657544956997654417514","vwap":"63.94999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.62988433885589246639574867","mid_cost_bps":2.3450324396154145,"side":"buy","target_ltc":null,"vwap":"63.98000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"15.63721657544956997654417514","mid_cost_bps":2.3450324396154145,"side":"sell","target_ltc":"15.63721657544956997654417514","vwap":"63.94999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9334296744875803,"ltc":"156.2842553523988123144241288","mid_cost_bps":3.278681006389672,"side":"buy","target_ltc":null,"vwap":"63.98597208305737153846165383"},{"budget_eur":10000,"eur":"9998.725218342455043002345585","filled_fraction":1.0,"full":true,"impact_bps":1.274781657544957,"ltc":"156.3721657544956997654417514","mid_cost_bps":3.619515156726335,"side":"sell","target_ltc":"156.3721657544956997654417514","vwap":"63.94184777130000000000000000"}],"spread_bps":4.690064879230829},"raw_file":"1791126901-kraken.json","request_at":1791126901.661465,"response_at":1791126901.8697522,"sequence":null,"sha256":"7594182f3911b022eca18245519dcb7050b73ceaa13741467559e6e567a9df19","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 15:15:01 GMT"},"metrics":{"ask":"63.991","ask_levels":621,"bid":"63.933","bid_levels":232,"depth_1pct_eur":{"buy":"50964.90327373328","sell":"75345.40237560795"},"mid":"63.962","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":2.340314166918759,"ltc":"1.562354117518396425390972862","mid_cost_bps":6.875317279873961,"side":"buy","target_ltc":null,"vwap":"64.00597590438552983152269564"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.564137456399668402859243270","mid_cost_bps":4.533942028079172,"side":"sell","target_ltc":"1.564137456399668402859243270","vwap":"63.93300000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.5646737733107745,"ltc":"15.62319073590535558055243095","mid_cost_bps":7.099778609610859,"side":"buy","target_ltc":null,"vwap":"64.00741160394279297695932323"},{"budget_eur":1000,"eur":"999.9741007772520066319428149","filled_fraction":1.0,"full":true,"impact_bps":0.25899222747993367,"ltc":"15.64137456399668402859243270","mid_cost_bps":4.792816829984594,"side":"sell","target_ltc":"15.64137456399668402859243270","vwap":"63.93134418499205254000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.334662789945286,"ltc":"156.1418367908838951310861423","mid_cost_bps":12.872383705815778,"side":"buy","target_ltc":null,"vwap":"64.04433434065913888435331737"},{"budget_eur":10000,"eur":"9996.252363281091061110850420","filled_fraction":1.0,"full":true,"impact_bps":3.747636718908939,"ltc":"156.4137456399668402859243270","mid_cost_bps":8.279879590225528,"side":"sell","target_ltc":"156.4137456399668402859243270","vwap":"63.90904023416499948100000000"}],"spread_bps":9.067884056158343},"raw_file":"1791126901-coinbase.json","request_at":1791126901.6625497,"response_at":1791126901.8099787,"sequence":10021084289,"sha256":"a6ee60507a4eb65d8511aa4197f31581d396dec972126ea47a5bcdd0f0f399ed","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791126901.856,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 15:15:01 GMT"},"metrics":{"ask":"63.99","ask_levels":100,"bid":"63.96","bid_levels":100,"depth_1pct_eur":{"buy":"78388.23616734","sell":"79604.38286515"},"mid":"63.975","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.562744178777934052195655571","mid_cost_bps":2.3446658851113718,"side":"buy","target_ltc":null,"vwap":"63.99000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.563477173233270794246404003","mid_cost_bps":2.3446658851113718,"side":"sell","target_ltc":"1.563477173233270794246404003","vwap":"63.95999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.604830786756938,"ltc":"15.62337216369884411121524524","mid_cost_bps":4.95010741765653,"side":"buy","target_ltc":null,"vwap":"64.00666831220445764731082881"},{"budget_eur":1000,"eur":"999.6350219233833646028767983","filled_fraction":1.0,"full":true,"impact_bps":3.649780766166354,"ltc":"15.63477173233270794246404003","mid_cost_bps":5.993590899632669,"side":"sell","target_ltc":"15.63477173233270794246404003","vwap":"63.93665600221960000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.923351475349504,"ltc":"156.1350930465043695380774032","mid_cost_bps":11.270109588239386,"side":"buy","target_ltc":null,"vwap":"64.04710052609076147469476044"},{"budget_eur":10000,"eur":"9987.833223331200750469043155","filled_fraction":1.0,"full":true,"impact_bps":12.16677666879925,"ltc":"156.3477173233270794246404003","mid_cost_bps":14.50858985129191,"side":"sell","target_ltc":"156.3477173233270794246404003","vwap":"63.88218129642636000000000000"}],"spread_bps":4.6893317702227435},"raw_file":"1791126901-okx.json","request_at":1791126901.6628563,"response_at":1791126901.9891472,"sequence":null,"sha256":"575a28af7e20d7a10674fcb7626aa2e8f1f02379dbcc351ba6b2fe6b02765914","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791127801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 15:30:02 GMT"},"metrics":{"ask":"63.67000","ask_levels":100,"bid":"63.64000","bid_levels":100,"depth_1pct_eur":{"buy":"281319.99446000","sell":"419565.62636000"},"mid":"63.65500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.570598397989634050573268415","mid_cost_bps":2.3564527531223,"side":"buy","target_ltc":null,"vwap":"63.67000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.571338780641106222501571339","mid_cost_bps":2.3564527531223,"side":"sell","target_ltc":"1.571338780641106222501571339","vwap":"63.63999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.70598397989634050573268415","mid_cost_bps":2.3564527531223,"side":"buy","target_ltc":null,"vwap":"63.67000000000000000000000000"},{"budget_eur":1000,"eur":"999.9810961219358893777498430","filled_fraction":1.0,"full":true,"impact_bps":0.1890387806411062,"ltc":"15.71338780641106222501571339","mid_cost_bps":2.5454469876678973,"side":"sell","target_ltc":"15.71338780641106222501571339","vwap":"63.63879695720000000000000000"},{"budget_eur":10000,"eur":"9999.999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":2.5234009406435702,"ltc":"157.0202173025592714711885696","mid_cost_bps":4.880448321275251,"side":"buy","target_ltc":null,"vwap":"63.68606649378907761141040885"},{"budget_eur":10000,"eur":"9995.686186096794468887492145","filled_fraction":1.0,"full":true,"impact_bps":4.313813903205531,"ltc":"157.1338780641106222501571339","mid_cost_bps":6.6692501264629644,"side":"sell","target_ltc":"157.1338780641106222501571339","vwap":"63.61254688832000000000000000"}],"spread_bps":4.7129055062446},"raw_file":"1791127801-kraken.json","request_at":1791127801.8435016,"response_at":1791127802.0365434,"sequence":null,"sha256":"65fe73c6846fbea41b2f392deb194ddf980d699243dc5e6191d1e1a4628d6fda","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 15:30:02 GMT"},"metrics":{"ask":"63.686","ask_levels":621,"bid":"63.621","bid_levels":236,"depth_1pct_eur":{"buy":"51158.55713607627","sell":"82250.88627353682"},"mid":"63.6535","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.570203812454856640391922872","mid_cost_bps":5.105767946774333,"side":"buy","target_ltc":null,"vwap":"63.68599999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.571808050800836201883026045","mid_cost_bps":5.105767946774333,"side":"sell","target_ltc":"1.571808050800836201883026045","vwap":"63.62099999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.028197354999649604,"ltc":"15.70199384907908992416034670","mid_cost_bps":5.133979698689116,"side":"buy","target_ltc":null,"vwap":"63.68617957767505076846113465"},{"budget_eur":1000,"eur":"999.9811457005139832759623396","filled_fraction":1.0,"full":true,"impact_bps":0.18854299486016723,"ltc":"15.71808050800836201883026045","mid_cost_bps":5.294214675956526,"side":"sell","target_ltc":"15.71808050800836201883026045","vwap":"63.61980047061240013000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.38715234869513,"ltc":"156.8731220558702739983698038","mid_cost_bps":14.497713157626809,"side":"buy","target_ltc":null,"vwap":"63.74578301844789980350290292"},{"budget_eur":10000,"eur":"9993.434716292404397447383726","filled_fraction":1.0,"full":true,"impact_bps":6.5652837075956025,"ltc":"157.1808050800836201883026045","mid_cost_bps":11.667699572858364,"side":"sell","target_ltc":"157.1808050800836201883026045","vwap":"63.57923100852390601700000000"}],"spread_bps":10.211535893548666},"raw_file":"1791127801-coinbase.json","request_at":1791127801.8447447,"response_at":1791127802.0166147,"sequence":10021110555,"sha256":"4f6e9cacf1270f20c232efeb947b498b79a839ef6c8ff99f8447df2a2245debc","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791127801.956,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 15:30:02 GMT"},"metrics":{"ask":"63.67","ask_levels":100,"bid":"63.64","bid_levels":100,"depth_1pct_eur":{"buy":"74953.72340272","sell":"74321.35833879"},"mid":"63.655","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.570598397989634050573268415","mid_cost_bps":2.3564527531223,"side":"buy","target_ltc":null,"vwap":"63.67000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.571338780641106222501571339","mid_cost_bps":2.3564527531223,"side":"sell","target_ltc":"1.571338780641106222501571339","vwap":"63.63999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6180169827476623,"ltc":"15.70187320282574568288854003","mid_cost_bps":4.975086659202634,"side":"buy","target_ltc":null,"vwap":"63.68666891412915436473832680"},{"budget_eur":1000,"eur":"999.6506508877435575109993716","filled_fraction":1.0,"full":true,"impact_bps":3.493491122564425,"ltc":"15.71338780641106222501571339","mid_cost_bps":5.849120651009347,"side":"sell","target_ltc":"15.71338780641106222501571339","vwap":"63.61776742249600000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.60012022919324,"ltc":"156.9092050755841304688725106","mid_cost_bps":11.95883520528998,"side":"buy","target_ltc":null,"vwap":"63.73112396549927336171141336"},{"budget_eur":10000,"eur":"9988.496852614230043997485859","filled_fraction":1.0,"full":true,"impact_bps":11.503147385769957,"ltc":"157.1338780641106222501571339","mid_cost_bps":13.856889476559578,"side":"sell","target_ltc":"157.1338780641106222501571339","vwap":"63.56679397003696000000000000"}],"spread_bps":4.7129055062446},"raw_file":"1791127801-okx.json","request_at":1791127801.8449867,"response_at":1791127802.089501,"sequence":null,"sha256":"d3e440b62507332bbdbaa3e7c50acfa46d2832727d7e0fc965702f1898f55517","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791128701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 15:45:01 GMT"},"metrics":{"ask":"63.71000","ask_levels":100,"bid":"63.67000","bid_levels":100,"depth_1pct_eur":{"buy":"290163.09525000","sell":"759210.58732000"},"mid":"63.69000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.569612305760477162140951185","mid_cost_bps":3.1402103940964046,"side":"buy","target_ltc":null,"vwap":"63.71000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.570598397989634050573268415","mid_cost_bps":3.1402103940964046,"side":"sell","target_ltc":"1.570598397989634050573268415","vwap":"63.67000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.69612305760477162140951185","mid_cost_bps":3.1402103940964046,"side":"buy","target_ltc":null,"vwap":"63.71000000000000000000000000"},{"budget_eur":1000,"eur":"999.9786201602010365949426730","filled_fraction":1.0,"full":true,"impact_bps":0.21379839798963404,"ltc":"15.70598397989634050573268415","mid_cost_bps":3.353941654890878,"side":"sell","target_ltc":"15.70598397989634050573268415","vwap":"63.66863874560000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.218220357790409,"ltc":"156.9264208379099325278518751","mid_cost_bps":5.359127319749207,"side":"buy","target_ltc":null,"vwap":"63.72413228189948269563338608"},{"budget_eur":10000,"eur":"9997.008124806031097848280193","filled_fraction":1.0,"full":true,"impact_bps":2.991875193968902,"ltc":"157.0598397989634050573268415","mid_cost_bps":6.131146076307113,"side":"sell","target_ltc":"157.0598397989634050573268415","vwap":"63.65095073064000000000000000"}],"spread_bps":6.280420788192809},"raw_file":"1791128701-kraken.json","request_at":1791128701.6786716,"response_at":1791128701.8622978,"sequence":null,"sha256":"28385b9287ac8212882968dc4807f8f767d5005bb8383004684833582b786138","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 15:45:01 GMT"},"metrics":{"ask":"63.726","ask_levels":618,"bid":"63.652","bid_levels":243,"depth_1pct_eur":{"buy":"51597.73232843590","sell":"84886.69913359152"},"mid":"63.689","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.569218215485045350406427518","mid_cost_bps":5.8094804440327215,"side":"buy","target_ltc":null,"vwap":"63.72599999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.571042543832086972915226544","mid_cost_bps":5.8094804440327215,"side":"sell","target_ltc":"1.571042543832086972915226544","vwap":"63.65200000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7314519892592113,"ltc":"15.69103443101564338725620950","mid_cost_bps":6.541357368894667,"side":"buy","target_ltc":null,"vwap":"63.73066125094675324952495065"},{"budget_eur":1000,"eur":"999.8780933927986199962294977","filled_fraction":1.0,"full":true,"impact_bps":1.2190660720138,"ltc":"15.71042543832086972915226544","mid_cost_bps":7.0278383019959865,"side":"sell","target_ltc":"15.71042543832086972915226544","vwap":"63.64424040063841776000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.792637283610353,"ltc":"156.8153026013954472105155964","mid_cost_bps":12.606063896989328,"side":"buy","target_ltc":null,"vwap":"63.76928676035353533586648517"},{"budget_eur":10000,"eur":"9992.842230037787634638346004","filled_fraction":1.0,"full":true,"impact_bps":7.157769962212365,"ltc":"157.1042543832086972915226544","mid_cost_bps":12.96309211378325,"side":"sell","target_ltc":"157.1042543832086972915226544","vwap":"63.60643936263652585200000000"}],"spread_bps":11.618960888065443},"raw_file":"1791128701-coinbase.json","request_at":1791128701.679932,"response_at":1791128701.7881293,"sequence":10021145442,"sha256":"9bfc3848db9a5a47a7eab5068b5531208a33b82ec05cae1a1502399c92970e10","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791128701.756,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 15:45:01 GMT"},"metrics":{"ask":"63.71","ask_levels":100,"bid":"63.68","bid_levels":100,"depth_1pct_eur":{"buy":"70775.70153331","sell":"82670.14663504"},"mid":"63.695","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.569612305760477162140951185","mid_cost_bps":2.354972917811445,"side":"buy","target_ltc":null,"vwap":"63.71000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.570351758793969849246231156","mid_cost_bps":2.354972917811445,"side":"sell","target_ltc":"1.570351758793969849246231156","vwap":"63.67999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.616371593798256,"ltc":"15.69201744273611546909319109","mid_cost_bps":4.971960660034334,"side":"buy","target_ltc":null,"vwap":"63.72666890342408868872384621"},{"budget_eur":1000,"eur":"999.7381627123618090452261308","filled_fraction":1.0,"full":true,"impact_bps":2.6183728763819096,"ltc":"15.70351758793969849246231156","mid_cost_bps":4.972729174472094,"side":"sell","target_ltc":"15.70351758793969849246231156","vwap":"63.66332620152320000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.929275697595857,"ltc":"156.7742102983555207517619420","mid_cost_bps":14.287057927526996,"side":"buy","target_ltc":null,"vwap":"63.78600141546938320413164789"},{"budget_eur":10000,"eur":"9988.916057334472361809045228","filled_fraction":1.0,"full":true,"impact_bps":11.083942665527639,"ltc":"157.0351758793969849246231156","mid_cost_bps":13.436305344859095,"side":"sell","target_ltc":"157.0351758793969849246231156","vwap":"63.60941745310592000000000000"}],"spread_bps":4.70994583562289},"raw_file":"1791128701-okx.json","request_at":1791128701.6802278,"response_at":1791128701.8865094,"sequence":null,"sha256":"3615357f69362daf0073f85677d5398ae942541776c4dc4b69e29a8a4f339cc2","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791129601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 16:00:01 GMT"},"metrics":{"ask":"63.82000","ask_levels":100,"bid":"63.78000","bid_levels":100,"depth_1pct_eur":{"buy":"310100.72585000","sell":"809263.08955000"},"mid":"63.80000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.566906925728611720463804450","mid_cost_bps":3.134796238244514,"side":"buy","target_ltc":null,"vwap":"63.82000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.567889620570711821887739103","mid_cost_bps":3.134796238244514,"side":"sell","target_ltc":"1.567889620570711821887739103","vwap":"63.78000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.66906925728611720463804450","mid_cost_bps":3.134796238244514,"side":"buy","target_ltc":null,"vwap":"63.82000000000000000000000000"},{"budget_eur":1000,"eur":"999.9825210379429288178112260","filled_fraction":1.0,"full":true,"impact_bps":0.17478962057071182,"ltc":"15.67889620570711821887739103","mid_cost_bps":3.309531065830721,"side":"sell","target_ltc":"15.67889620570711821887739103","vwap":"63.77888519180000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.4735892385907958,"ltc":"156.6676062030075187969924812","mid_cost_bps":4.608847417035495,"side":"buy","target_ltc":null,"vwap":"63.82940444652068645908916412"},{"budget_eur":10000,"eur":"9998.571420379429288178112260","filled_fraction":1.0,"full":true,"impact_bps":1.4285796205707118,"ltc":"156.7889620570711821887739103","mid_cost_bps":4.562928028213166,"side":"sell","target_ltc":"156.7889620570711821887739103","vwap":"63.77088851918000000000000000"}],"spread_bps":6.269592476489028},"raw_file":"1791129601-kraken.json","request_at":1791129601.7556384,"response_at":1791129601.950547,"sequence":null,"sha256":"8fc27ef4395d0531596a8db6d2a76d9c4e08da80882de99f5805ca72cdec12e1","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 16:00:01 GMT"},"metrics":{"ask":"63.831","ask_levels":621,"bid":"63.771","bid_levels":239,"depth_1pct_eur":{"buy":"49021.01964623740","sell":"86756.90605211590"},"mid":"63.801","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.566636900565555921104165688","mid_cost_bps":4.702120656416044,"side":"buy","target_ltc":null,"vwap":"63.83099999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.568110896802621881419453984","mid_cost_bps":4.702120656416044,"side":"sell","target_ltc":"1.568110896802621881419453984","vwap":"63.77099999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.171475715843253,"ltc":"15.66610037007801607319098272","mid_cost_bps":4.873677002209851,"side":"buy","target_ltc":null,"vwap":"63.83209454664179906820777406"},{"budget_eur":1000,"eur":"999.9805681595239475623716111","filled_fraction":1.0,"full":true,"impact_bps":0.19431840476052437,"ltc":"15.68110896802621881419453984","mid_cost_bps":4.896347690318073,"side":"sell","target_ltc":"15.68110896802621881419453984","vwap":"63.76976081210100166000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.923198980967491,"ltc":"156.5865993579163862323717698","mid_cost_bps":9.627634584945941,"side":"buy","target_ltc":null,"vwap":"63.86242527141541359372714441"},{"budget_eur":10000,"eur":"9995.210677009105055275909114","filled_fraction":1.0,"full":true,"impact_bps":4.789322990894945,"ltc":"156.8110896802621881419453984","mid_cost_bps":9.489191649854416,"side":"sell","target_ltc":"156.8110896802621881419453984","vwap":"63.74045800835476384800000000"}],"spread_bps":9.404241312832088},"raw_file":"1791129601-coinbase.json","request_at":1791129601.756788,"response_at":1791129601.8949003,"sequence":10021170800,"sha256":"c86083cde15ee2479315be44aac25d58f74515337941cfe26cbedea6e0438920","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791129601.856,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 16:00:01 GMT"},"metrics":{"ask":"63.84","ask_levels":100,"bid":"63.81","bid_levels":100,"depth_1pct_eur":{"buy":"72666.88077876","sell":"78178.65941684"},"mid":"63.825","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.566416040100250626566416040","mid_cost_bps":2.3501762632197414,"side":"buy","target_ltc":null,"vwap":"63.84000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.567152483936687039648957844","mid_cost_bps":2.3501762632197414,"side":"sell","target_ltc":"1.567152483936687039648957844","vwap":"63.80999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.480929951234814,"ltc":"15.65870971383844708829054477","mid_cost_bps":5.831924294349088,"side":"buy","target_ltc":null,"vwap":"63.86222225680868305250606039"},{"budget_eur":1000,"eur":"999.7387120948189938881053129","filled_fraction":1.0,"full":true,"impact_bps":2.612879051810061,"ltc":"15.67152483936687039648957844","mid_cost_bps":4.96244124239718,"side":"sell","target_ltc":"15.67152483936687039648957844","vwap":"63.79332721877040000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.112013880466174,"ltc":"156.4364842747029393370856786","mid_cost_bps":15.465271698064402,"side":"buy","target_ltc":null,"vwap":"63.92370709661289605075446674"},{"budget_eur":10000,"eur":"9988.466696862759755524212508","filled_fraction":1.0,"full":true,"impact_bps":11.533303137240244,"ltc":"156.7152483936687039648957844","mid_cost_bps":13.88076887093302,"side":"sell","target_ltc":"156.7152483936687039648957844","vwap":"63.73640599268127000000000000"}],"spread_bps":4.700352526439483},"raw_file":"1791129601-okx.json","request_at":1791129601.7570808,"response_at":1791129601.9868746,"sequence":null,"sha256":"97b0b1055d0dec96c845847d6ef5124d9dd00d1597f88e409599ebb239caf1b7","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791130501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 16:15:01 GMT"},"metrics":{"ask":"63.62000","ask_levels":100,"bid":"63.60000","bid_levels":100,"depth_1pct_eur":{"buy":"270221.51314000","sell":"420421.36972000"},"mid":"63.61000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.571832756994655768626218170","mid_cost_bps":1.5720798616569722,"side":"buy","target_ltc":null,"vwap":"63.62000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.572327044025157232704402516","mid_cost_bps":1.5720798616569722,"side":"sell","target_ltc":"1.572327044025157232704402516","vwap":"63.59999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.6874719638488926,"ltc":"15.71724705327675624705327676","mid_cost_bps":2.2596599015888468,"side":"buy","target_ltc":null,"vwap":"63.62437369663400665479151677"},{"budget_eur":1000,"eur":"999.9294072955974842767295599","filled_fraction":1.0,"full":true,"impact_bps":0.7059270440251573,"ltc":"15.72327044025157232704402516","mid_cost_bps":2.2778959283131583,"side":"sell","target_ltc":"15.72327044025157232704402516","vwap":"63.59551030400000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.560077078521321,"ltc":"157.1273371563236449332285939","mid_cost_bps":5.132716612726402,"side":"buy","target_ltc":null,"vwap":"63.64264921037355264429603115"},{"budget_eur":10000,"eur":"9997.211988867924528301886794","filled_fraction":1.0,"full":true,"impact_bps":2.788011132075472,"ltc":"157.2327044025157232704402516","mid_cost_bps":4.359652696116963,"side":"sell","target_ltc":"157.2327044025157232704402516","vwap":"63.58226824920000000000000000"}],"spread_bps":3.1441597233139444},"raw_file":"1791130501-kraken.json","request_at":1791130501.8033097,"response_at":1791130501.9885879,"sequence":null,"sha256":"bf24474ba212c89e2e5f5601747bd61459676f91b25a01da2aeca49702ab9006","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 16:15:01 GMT"},"metrics":{"ask":"63.659","ask_levels":619,"bid":"63.569","bid_levels":233,"depth_1pct_eur":{"buy":"48240.64097058327","sell":"85529.21781695726"},"mid":"63.614","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.570869790603056912612513549","mid_cost_bps":7.073914547112271,"side":"buy","target_ltc":null,"vwap":"63.65899999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.573093803583507684563230505","mid_cost_bps":7.073914547112271,"side":"sell","target_ltc":"1.573093803583507684563230505","vwap":"63.56900000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.56355821136345,"ltc":"15.70781267934876853480774064","mid_cost_bps":7.6378714147386715,"side":"buy","target_ltc":null,"vwap":"63.66258755521771858636112355"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.73093803583507684563230505","mid_cost_bps":7.073914547112271,"side":"sell","target_ltc":"15.73093803583507684563230505","vwap":"63.56900000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.559200141237047,"ltc":"156.9840101061796501137522554","mid_cost_bps":13.63775461047897,"side":"buy","target_ltc":null,"vwap":"63.70075521217910091345636254"},{"budget_eur":10000,"eur":"9991.939486058756990828863122","filled_fraction":1.0,"full":true,"impact_bps":8.06051394124301,"ltc":"157.3093803583507684563230505","mid_cost_bps":15.128726549672663,"side":"sell","target_ltc":"157.3093803583507684563230505","vwap":"63.51776011892691231500000000"}],"spread_bps":14.147829094224543},"raw_file":"1791130501-coinbase.json","request_at":1791130501.8042865,"response_at":1791130501.915671,"sequence":10021208247,"sha256":"09a56b6e926f846fc3180132cf72dac000099052db20b15c200245b3f4b395ca","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791130501.952,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 16:15:02 GMT"},"metrics":{"ask":"63.62","ask_levels":100,"bid":"63.6","bid_levels":100,"depth_1pct_eur":{"buy":"78025.05260877","sell":"79856.26609701"},"mid":"63.61","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.571832756994655768626218170","mid_cost_bps":1.5720798616569722,"side":"buy","target_ltc":null,"vwap":"63.62000000000000000000000000"},{"budget_eur":100,"eur":"99.98502876955974842767295599","filled_fraction":1.0,"full":true,"impact_bps":1.4971230440251573,"ltc":"1.572327044025157232704402516","mid_cost_bps":3.068967545983336,"side":"sell","target_ltc":"1.572327044025157232704402516","vwap":"63.59047829744000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.49291570307418,"ltc":"15.71283920766572415959786365","mid_cost_bps":5.065544678974679,"side":"buy","target_ltc":null,"vwap":"63.64222192970295793410697314"},{"budget_eur":1000,"eur":"999.6702828067924528301886794","filled_fraction":1.0,"full":true,"impact_bps":3.2971719320754715,"ltc":"15.72327044025157232704402516","mid_cost_bps":4.86873345197296,"side":"sell","target_ltc":"15.72327044025157232704402516","vwap":"63.57902998651200000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.533466545268272,"ltc":"156.9865171733605271415123941","mid_cost_bps":14.107516767960501,"side":"buy","target_ltc":null,"vwap":"63.69973791416099674614009320"},{"budget_eur":10000,"eur":"9991.225817623773584905660379","filled_fraction":1.0,"full":true,"impact_bps":8.774182376226415,"ltc":"157.2327044025157232704402516","mid_cost_bps":10.34488286634177,"side":"sell","target_ltc":"157.2327044025157232704402516","vwap":"63.54419620008720000000000000"}],"spread_bps":3.1441597233139444},"raw_file":"1791130501-okx.json","request_at":1791130501.8045268,"response_at":1791130502.0897286,"sequence":null,"sha256":"4a016c3491bc189065d91188d535714961d4d184da91c98be4a2f08eaac4245e","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791131402,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 16:30:02 GMT"},"metrics":{"ask":"63.43000","ask_levels":100,"bid":"63.42000","bid_levels":100,"depth_1pct_eur":{"buy":"288415.87209000","sell":"407732.35696000"},"mid":"63.42500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.576541068894844710704713858","mid_cost_bps":0.7883326763894364,"side":"buy","target_ltc":null,"vwap":"63.42999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.576789656259854935351624093","mid_cost_bps":0.7883326763894364,"side":"sell","target_ltc":"1.576789656259854935351624093","vwap":"63.42000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.4077173066267088,"ltc":"15.76319167717528373266078184","mid_cost_bps":2.1961609579713386,"side":"buy","target_ltc":null,"vwap":"63.43892915087593321424734350"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.76789656259854935351624093","mid_cost_bps":0.7883326763894364,"side":"sell","target_ltc":"15.76789656259854935351624093","vwap":"63.42000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.109759624649957,"ltc":"157.6050954932240781594705326","mid_cost_bps":3.898337453552176,"side":"buy","target_ltc":null,"vwap":"63.44972520529915467608837296"},{"budget_eur":10000,"eur":"9994.766991374960580258593501","filled_fraction":1.0,"full":true,"impact_bps":5.23300862503942,"ltc":"157.6789656259854935351624093","mid_cost_bps":6.020928766259361,"side":"sell","target_ltc":"157.6789656259854935351624093","vwap":"63.38681225930000000000000000"}],"spread_bps":1.5766653527788728},"raw_file":"1791131402-kraken.json","request_at":1791131402.1232815,"response_at":1791131402.3069167,"sequence":null,"sha256":"479b58ab05508f1fb84e4c35fd7cf5d65ae0a4070e4f89220fe24de92b608126","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 16:30:02 GMT"},"metrics":{"ask":"63.441","ask_levels":622,"bid":"63.386","bid_levels":234,"depth_1pct_eur":{"buy":"49202.51560348982","sell":"87813.24110839698"},"mid":"63.4135","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.576267713308428303463060166","mid_cost_bps":4.336616020248054,"side":"buy","target_ltc":null,"vwap":"63.44100000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.577635440002524216704004039","mid_cost_bps":4.336616020248054,"side":"sell","target_ltc":"1.577635440002524216704004039","vwap":"63.38599999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.7564457878978987,"ltc":"15.75833343390246592610100055","mid_cost_bps":7.0942571728422275,"side":"buy","target_ltc":null,"vwap":"63.45848716772300306035873690"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"15.77635440002524216704004039","mid_cost_bps":4.336616020248054,"side":"sell","target_ltc":"15.77635440002524216704004039","vwap":"63.38599999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.065502984791939,"ltc":"157.4682715950678120771578716","mid_cost_bps":14.406484027189563,"side":"buy","target_ltc":null,"vwap":"63.50485655748581853713985450"},{"budget_eur":10000,"eur":"9992.438760370104000567948760","filled_fraction":1.0,"full":true,"impact_bps":7.561239629896,"ltc":"157.7635440002524216704004039","mid_cost_bps":11.89457663085286,"side":"sell","target_ltc":"157.7635440002524216704004039","vwap":"63.33807232648194121800000000"}],"spread_bps":8.673232040496108},"raw_file":"1791131402-coinbase.json","request_at":1791131402.124332,"response_at":1791131402.2809896,"sequence":10021238649,"sha256":"c7cb87972e8221b54cd10808979157e5cd1b1ec51de4c368283a9afc26b0b6dd","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791131402.252,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 16:30:02 GMT"},"metrics":{"ask":"63.45","ask_levels":100,"bid":"63.43","bid_levels":100,"depth_1pct_eur":{"buy":"69479.35110042","sell":"64575.98070491"},"mid":"63.44","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.576044129235618597320724980","mid_cost_bps":1.5762925598991173,"side":"buy","target_ltc":null,"vwap":"63.45000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.576541068894844710704713858","mid_cost_bps":1.5762925598991173,"side":"sell","target_ltc":"1.576541068894844710704713858","vwap":"63.42999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7921414108861065,"ltc":"15.75761730450535601764335224","mid_cost_bps":3.3687164647024503,"side":"buy","target_ltc":null,"vwap":"63.46137113725207234591762980"},{"budget_eur":1000,"eur":"999.8246272362210310578590574","filled_fraction":1.0,"full":true,"impact_bps":1.7537276377896893,"ltc":"15.76541068894844710704713858","mid_cost_bps":3.329743758906053,"side":"sell","target_ltc":"15.76541068894844710704713858","vwap":"63.41887610559350000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.283691935069522,"ltc":"157.4425039027996225228059138","mid_cost_bps":11.861605505677193,"side":"buy","target_ltc":null,"vwap":"63.51525002532801611196582856"},{"budget_eur":10000,"eur":"9988.985037911051552892952863","filled_fraction":1.0,"full":true,"impact_bps":11.014962088948447,"ltc":"157.6541068894844710704713858","mid_cost_bps":12.589518368568726,"side":"sell","target_ltc":"157.6541068894844710704713858","vwap":"63.36013209546980000000000000"}],"spread_bps":3.1525851197982346},"raw_file":"1791131402-okx.json","request_at":1791131402.1245863,"response_at":1791131402.3821807,"sequence":null,"sha256":"3b9999fa08e894007b9d0cd434e712d47fa6213eedc8b5c425bb36e6420c6152","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791132302,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 16:45:02 GMT"},"metrics":{"ask":"63.28000","ask_levels":100,"bid":"63.26000","bid_levels":100,"depth_1pct_eur":{"buy":"301112.80346000","sell":"434775.26282000"},"mid":"63.27000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.439257835415216,"ltc":"1.580050718912940432927792700","mid_cost_bps":3.0200132104484725,"side":"buy","target_ltc":null,"vwap":"63.28910762358250748664443831"},{"budget_eur":100,"eur":"99.98547222257350616503319630","filled_fraction":1.0,"full":true,"impact_bps":1.4527777426493835,"ltc":"1.580777742649383496680366740","mid_cost_bps":3.033076023391813,"side":"sell","target_ltc":"1.580777742649383496680366740","vwap":"63.25080972800000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5661759206426473,"ltc":"15.80030668352030336546057829","mid_cost_bps":3.146951355433329,"side":"buy","target_ltc":null,"vwap":"63.28991076122582667158439307"},{"budget_eur":1000,"eur":"999.8432022257350616503319630","filled_fraction":1.0,"full":true,"impact_bps":1.5679777426493835,"ltc":"15.80777742649383496680366740","mid_cost_bps":3.1482578157104473,"side":"sell","target_ltc":"15.80777742649383496680366740","vwap":"63.25008097280000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.690918163524462,"ltc":"157.9537180985470625394819962","mid_cost_bps":6.272187472543512,"side":"buy","target_ltc":null,"vwap":"63.30968413013878279631482008"},{"budget_eur":10000,"eur":"9997.053646772051849509958897","filled_fraction":1.0,"full":true,"impact_bps":2.9463532279481504,"ltc":"158.0777742649383496680366740","mid_cost_bps":4.5264154449186025,"side":"sell","target_ltc":"158.0777742649383496680366740","vwap":"63.24136136948000000000000000"}],"spread_bps":3.16105579263474},"raw_file":"1791132302-kraken.json","request_at":1791132302.049212,"response_at":1791132302.2377546,"sequence":null,"sha256":"ccdd28b3885076104f3e6158c0c199cbbf97f52e1e186fc37cca082b30b6d8c4","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 16:45:02 GMT"},"metrics":{"ask":"63.307","ask_levels":619,"bid":"63.247","bid_levels":238,"depth_1pct_eur":{"buy":"45996.56665489770","sell":"96857.31521330376"},"mid":"63.277","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.579604151199709352836179253","mid_cost_bps":4.741059152614694,"side":"buy","target_ltc":null,"vwap":"63.30700000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.581102660995778455895141272","mid_cost_bps":4.741059152614694,"side":"sell","target_ltc":"1.581102660995778455895141272","vwap":"63.24699999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.1219216501347584,"ltc":"15.79584892640045491880962911","mid_cost_bps":4.86303860652498,"side":"buy","target_ltc":null,"vwap":"63.30777184939050811507069996"},{"budget_eur":1000,"eur":"999.6851073415510553860262150","filled_fraction":1.0,"full":true,"impact_bps":3.148926584489446,"ltc":"15.81102660995778455895141272","mid_cost_bps":7.88849281238371,"side":"sell","target_ltc":"15.81102660995778455895141272","vwap":"63.22708398403107960000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.133442577202482,"ltc":"157.7847463786344368982524700","mid_cost_bps":15.879780160800252,"side":"buy","target_ltc":null,"vwap":"63.37748248492349575599743651"},{"budget_eur":10000,"eur":"9993.501046966084907110218670","filled_fraction":1.0,"full":true,"impact_bps":6.498953033915093,"ltc":"158.1102660995778455895141272","mid_cost_bps":11.2369309944534,"side":"sell","target_ltc":"158.1102660995778455895141272","vwap":"63.20589607174639721200000000"}],"spread_bps":9.482118305229388},"raw_file":"1791132302-coinbase.json","request_at":1791132302.050216,"response_at":1791132302.2023141,"sequence":10021264203,"sha256":"27ee94c830db3cafbff670bd6951e99d48653dcdc8177a8f3672a25d03006e95","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791132302.152,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 16:45:02 GMT"},"metrics":{"ask":"63.29","ask_levels":100,"bid":"63.28","bid_levels":100,"depth_1pct_eur":{"buy":"77481.50101963","sell":"72713.45878866"},"mid":"63.285","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580028440511929214725865066","mid_cost_bps":0.790076637433831,"side":"buy","target_ltc":null,"vwap":"63.28999999999999999999999998"},{"budget_eur":100,"eur":"99.97577473742098609355246524","filled_fraction":1.0,"full":true,"impact_bps":2.4225262579013904,"ltc":"1.580278128950695322376738306","mid_cost_bps":3.212411497195228,"side":"sell","target_ltc":"1.580278128950695322376738306","vwap":"63.26467025384000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.633594303325167,"ltc":"15.79612434680985470625394820","mid_cost_bps":3.423879014892152,"side":"buy","target_ltc":null,"vwap":"63.30666801834574498278556345"},{"budget_eur":1000,"eur":"999.5382186055246523388116309","filled_fraction":1.0,"full":true,"impact_bps":4.617813944753476,"ltc":"15.80278128950695322376738306","mid_cost_bps":5.407525739495931,"side":"sell","target_ltc":"15.80278128950695322376738306","vwap":"63.25077847335760000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.517939644111474,"ltc":"157.7895450964843134163644963","mid_cost_bps":14.30908430237521,"side":"buy","target_ltc":null,"vwap":"63.37555504000758151995336529"},{"budget_eur":10000,"eur":"9986.050995122591656131479141","filled_fraction":1.0,"full":true,"impact_bps":13.949004877408344,"ltc":"158.0278128950695322376738306","mid_cost_bps":14.737979436555266,"side":"sell","target_ltc":"158.0278128950695322376738306","vwap":"63.19173069713576000000000000"}],"spread_bps":1.580153274867662},"raw_file":"1791132302-okx.json","request_at":1791132302.0504625,"response_at":1791132302.281416,"sequence":null,"sha256":"86ef02aee4e8cc1a17d20b30303fef2149e7cb2d94bd808de11e29c2d15f2142","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791133201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 17:00:02 GMT"},"metrics":{"ask":"63.29000","ask_levels":100,"bid":"63.25000","bid_levels":100,"depth_1pct_eur":{"buy":"289903.56233000","sell":"463709.94227000"},"mid":"63.27000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580028440511929214725865066","mid_cost_bps":3.16105579263474,"side":"buy","target_ltc":null,"vwap":"63.28999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.581027667984189723320158103","mid_cost_bps":3.16105579263474,"side":"sell","target_ltc":"1.581027667984189723320158103","vwap":"63.24999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.80028440511929214725865066","mid_cost_bps":3.16105579263474,"side":"buy","target_ltc":null,"vwap":"63.28999999999999999999999998"},{"budget_eur":1000,"eur":"999.9823772332015810276679843","filled_fraction":1.0,"full":true,"impact_bps":0.17622766798418973,"ltc":"15.81027667984189723320158103","mid_cost_bps":3.3372277540698594,"side":"sell","target_ltc":"15.81027667984189723320158103","vwap":"63.24888536000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.5516906580709011,"ltc":"157.9783307012002526847757423","mid_cost_bps":4.713236948779948,"side":"buy","target_ltc":null,"vwap":"63.29982065017493073383136188"},{"budget_eur":10000,"eur":"9997.683746996047430830039527","filled_fraction":1.0,"full":true,"impact_bps":2.316253003952569,"ltc":"158.1027667984189723320158103","mid_cost_bps":5.476576616089774,"side":"sell","target_ltc":"158.1027667984189723320158103","vwap":"63.23534969975000000000000000"}],"spread_bps":6.32211158526948},"raw_file":"1791133201-kraken.json","request_at":1791133201.870279,"response_at":1791133202.055197,"sequence":null,"sha256":"9e7d05970350c9f4a9d0023e0c513450aa1b3ffcd4b9f20aeb5cb5c7167128cb","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 17:00:02 GMT"},"metrics":{"ask":"63.298","ask_levels":621,"bid":"63.262","bid_levels":243,"depth_1pct_eur":{"buy":"46554.89264209696","sell":"75669.55039125186"},"mid":"63.280","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.579828746563872476223577364","mid_cost_bps":2.8445006321112514,"side":"buy","target_ltc":null,"vwap":"63.29800000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.580727767063956245455407670","mid_cost_bps":2.8445006321112514,"side":"sell","target_ltc":"1.580727767063956245455407670","vwap":"63.26199999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0315389473807977,"ltc":"15.79665797884436160298229264","mid_cost_bps":3.8763330008108365,"side":"buy","target_ltc":null,"vwap":"63.30452943522913097346736783"},{"budget_eur":1000,"eur":"999.6847860227008131263633779","filled_fraction":1.0,"full":true,"impact_bps":3.1521397729918688,"ltc":"15.80727767063956245455407670","mid_cost_bps":5.995743778745442,"side":"sell","target_ltc":"15.80727767063956245455407670","vwap":"63.24205893336809884000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.976489309250292,"ltc":"157.8411886821108150297220164","mid_cost_bps":11.823543304312974,"side":"buy","target_ltc":null,"vwap":"63.35481938202969249865819000"},{"budget_eur":10000,"eur":"9992.937331615770218772722964","filled_fraction":1.0,"full":true,"impact_bps":7.062668384229781,"ltc":"158.0727767063956245455407670","mid_cost_bps":9.9051600398727,"side":"sell","target_ltc":"158.0727767063956245455407670","vwap":"63.21732014726768555800000000"}],"spread_bps":5.689001264222503},"raw_file":"1791133201-coinbase.json","request_at":1791133201.8713338,"response_at":1791133202.0103672,"sequence":10021291337,"sha256":"c786e24a3e0e7ec104356b3ea80e3dcdf7ae540fdfffcb69cd094bfcc8b627fe","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791133202.002,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 17:00:02 GMT"},"metrics":{"ask":"63.29","ask_levels":100,"bid":"63.26","bid_levels":100,"depth_1pct_eur":{"buy":"74279.93997117","sell":"84218.34558888"},"mid":"63.275","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580028440511929214725865066","mid_cost_bps":2.3706045041485577,"side":"buy","target_ltc":null,"vwap":"63.28999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580777742649383496680366740","mid_cost_bps":2.3706045041485577,"side":"sell","target_ltc":"1.580777742649383496680366740","vwap":"63.26000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7557341625687395,"ltc":"15.79751078218290949297109461","mid_cost_bps":4.126754881848685,"side":"buy","target_ltc":null,"vwap":"63.30111204151489755204017423"},{"budget_eur":1000,"eur":"999.7188713029402466013278530","filled_fraction":1.0,"full":true,"impact_bps":2.811286970597534,"ltc":"15.80777742649383496680366740","mid_cost_bps":5.181225029790596,"side":"sell","target_ltc":"15.80777742649383496680366740","vwap":"63.24221579862400000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.90661201677819,"ltc":"157.8622422767871232444374310","mid_cost_bps":11.279327926383116,"side":"buy","target_ltc":null,"vwap":"63.34636994745418916745316383"},{"budget_eur":10000,"eur":"9986.541600057609864053114129","filled_fraction":1.0,"full":true,"impact_bps":13.458399942390136,"ltc":"158.0777742649383496680366740","mid_cost_bps":15.825813992186488,"side":"sell","target_ltc":"158.0777742649383496680366740","vwap":"63.17486216196444000000000000"}],"spread_bps":4.7412090082971154},"raw_file":"1791133201-okx.json","request_at":1791133201.8715827,"response_at":1791133202.143237,"sequence":null,"sha256":"2a4c5f11222b78e4bde5828baa2a6330755962268786b2759d71f9dcfc492d1e","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791134101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 17:15:01 GMT"},"metrics":{"ask":"63.24000","ask_levels":100,"bid":"63.21000","bid_levels":100,"depth_1pct_eur":{"buy":"308916.08415000","sell":"426714.29091000"},"mid":"63.22500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.581277672359266287160025300","mid_cost_bps":2.372479240806643,"side":"buy","target_ltc":null,"vwap":"63.24000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.582028160101249802246479987","mid_cost_bps":2.372479240806643,"side":"sell","target_ltc":"1.582028160101249802246479987","vwap":"63.21000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.81277672359266287160025300","mid_cost_bps":2.372479240806643,"side":"buy","target_ltc":null,"vwap":"63.24000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.82028160101249802246479987","mid_cost_bps":2.372479240806643,"side":"sell","target_ltc":"15.82028160101249802246479987","vwap":"63.21000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.2301342299359908,"ltc":"158.0767063379168642326537063","mid_cost_bps":5.603379813383188,"side":"buy","target_ltc":null,"vwap":"63.26042736887011520529701926"},{"budget_eur":10000,"eur":"9998.506785519696250593260558","filled_fraction":1.0,"full":true,"impact_bps":1.4932144803037495,"ltc":"158.2028160101249802246479987","mid_cost_bps":3.865339459074733,"side":"sell","target_ltc":"158.2028160101249802246479987","vwap":"63.20056139127000000000000000"}],"spread_bps":4.744958481613286},"raw_file":"1791134101-kraken.json","request_at":1791134101.6612782,"response_at":1791134101.8699617,"sequence":null,"sha256":"6c0cbb85fb4860cdd51dacaeaaddfd7f7226bf6fceece49a3fa6b57e6f2544e1","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 17:15:01 GMT"},"metrics":{"ask":"63.263","ask_levels":623,"bid":"63.196","bid_levels":242,"depth_1pct_eur":{"buy":"50946.76070616142","sell":"86108.52194160565"},"mid":"63.2295","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580702780456190822439656671","mid_cost_bps":5.298159877905092,"side":"buy","target_ltc":null,"vwap":"63.26300000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.582378631558959427811886828","mid_cost_bps":5.298159877905092,"side":"sell","target_ltc":"1.582378631558959427811886828","vwap":"63.19600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.20624323408007258,"ltc":"15.80670180203192918675412946","mid_cost_bps":5.504512382947953,"side":"buy","target_ltc":null,"vwap":"63.26430475657176076323611913"},{"budget_eur":1000,"eur":"999.9831307452132312171656432","filled_fraction":1.0,"full":true,"impact_bps":0.16869254786768784,"ltc":"15.82378631558959427811886828","mid_cost_bps":5.466763049763898,"side":"sell","target_ltc":"15.82378631558959427811886828","vwap":"63.19493393057449536000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.229835204877904,"ltc":"157.9402957849670870889832515","mid_cost_bps":13.532355381051422,"side":"buy","target_ltc":null,"vwap":"63.31506440645661909148886559"},{"budget_eur":10000,"eur":"9995.470944543669827204253432","filled_fraction":1.0,"full":true,"impact_bps":4.529055456330172,"ltc":"158.2378631558959427811886828","mid_cost_bps":9.82481576824491,"side":"sell","target_ltc":"158.2378631558959427811886828","vwap":"63.16737818113817584000000000"}],"spread_bps":10.596319755810184},"raw_file":"1791134101-coinbase.json","request_at":1791134101.6634998,"response_at":1791134101.8235066,"sequence":10021308503,"sha256":"00d53fcf1ce45544a717ea925632f3cac438323f7c4e5a6fe3357d09cc06ba21","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791134101.8,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 17:15:01 GMT"},"metrics":{"ask":"63.24","ask_levels":100,"bid":"63.21","bid_levels":100,"depth_1pct_eur":{"buy":"78884.21985153","sell":"75569.19786149"},"mid":"63.225","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.581277672359266287160025300","mid_cost_bps":2.372479240806643,"side":"buy","target_ltc":null,"vwap":"63.24000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.582028160101249802246479987","mid_cost_bps":2.372479240806643,"side":"sell","target_ltc":"1.582028160101249802246479987","vwap":"63.21000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7571654378470494,"ltc":"15.80999864527347454947834334","mid_cost_bps":4.1300615625060875,"side":"buy","target_ltc":null,"vwap":"63.25111231422894473979014972"},{"budget_eur":1000,"eur":"999.6511934759595000791014078","filled_fraction":1.0,"full":true,"impact_bps":3.488065240404999,"ltc":"15.82028160101249802246479987","mid_cost_bps":5.8597169449742985,"side":"sell","target_ltc":"15.82028160101249802246479987","vwap":"63.18795193961540000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.347784101104562,"ltc":"157.9643091792199589452076425","mid_cost_bps":12.722718332208027,"side":"buy","target_ltc":null,"vwap":"63.30543938665538524981165825"},{"budget_eur":10000,"eur":"9987.455142918582502768549278","filled_fraction":1.0,"full":true,"impact_bps":12.544857081417497,"ltc":"158.2028160101249802246479987","mid_cost_bps":14.914360080923686,"side":"sell","target_ltc":"158.2028160101249802246479987","vwap":"63.13070395838836000000000000"}],"spread_bps":4.744958481613286},"raw_file":"1791134101-okx.json","request_at":1791134101.663944,"response_at":1791134101.9289117,"sequence":null,"sha256":"a82665450400ae14bace4401fe452d74c8daf56b248c284597e4d0cb25b92836","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791135001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 17:30:01 GMT"},"metrics":{"ask":"63.44000","ask_levels":100,"bid":"63.42000","bid_levels":100,"depth_1pct_eur":{"buy":"286358.71359000","sell":"378191.90629000"},"mid":"63.43000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.576292559899117276166456494","mid_cost_bps":1.5765410688948447,"side":"buy","target_ltc":null,"vwap":"63.44000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.576789656259854935351624093","mid_cost_bps":1.5765410688948447,"side":"sell","target_ltc":"1.576789656259854935351624093","vwap":"63.42000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.76292559899117276166456494","mid_cost_bps":1.5765410688948447,"side":"buy","target_ltc":null,"vwap":"63.44000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.76789656259854935351624093","mid_cost_bps":1.5765410688948447,"side":"sell","target_ltc":"15.76789656259854935351624093","vwap":"63.42000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.1774848835667595,"ltc":"157.5791854419410745233968804","mid_cost_bps":4.754526896003077,"side":"buy","target_ltc":null,"vwap":"63.46015796410134752201281104"},{"budget_eur":10000,"eur":"9998.071471031220435193945126","filled_fraction":1.0,"full":true,"impact_bps":1.9285289687795648,"ltc":"157.6789656259854935351624093","mid_cost_bps":3.504765997162226,"side":"sell","target_ltc":"157.6789656259854935351624093","vwap":"63.40776926928000000000000000"}],"spread_bps":3.1530821377896894},"raw_file":"1791135001-kraken.json","request_at":1791135001.5556629,"response_at":1791135001.7443173,"sequence":null,"sha256":"42f11f5824865c2c6042df9dc7ff60567f466140967db0755bd852aa97c282ca","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 17:30:01 GMT"},"metrics":{"ask":"63.468","ask_levels":624,"bid":"63.398","bid_levels":239,"depth_1pct_eur":{"buy":"48613.33571588643","sell":"86578.63773798941"},"mid":"63.433","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.575597151320350412806453646","mid_cost_bps":5.517632777891634,"side":"buy","target_ltc":null,"vwap":"63.46800000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.577336824505504905517524212","mid_cost_bps":5.517632777891634,"side":"sell","target_ltc":"1.577336824505504905517524212","vwap":"63.39800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.16971255136870958,"ltc":"15.75570411912903734047581535","mid_cost_bps":5.687438970413968,"side":"buy","target_ltc":null,"vwap":"63.46907713162102692596782901"},{"budget_eur":1000,"eur":"999.9983650265649449509448247","filled_fraction":1.0,"full":true,"impact_bps":0.01634973435055049,"ltc":"15.77336824505504905517524212","mid_cost_bps":5.533973491059168,"side":"sell","target_ltc":"15.77336824505504905517524212","vwap":"63.39789634595416438000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.8558482199687583,"ltc":"157.4989859135868624396078246","mid_cost_bps":9.3756085133129,"side":"buy","target_ltc":null,"vwap":"63.49247229748249771393286622"},{"budget_eur":10000,"eur":"9994.417588187151924981860626","filled_fraction":1.0,"full":true,"impact_bps":5.582411812848075,"ltc":"157.7336824505504905517524212","mid_cost_bps":11.096964420899882,"side":"sell","target_ltc":"157.7336824505504905517524212","vwap":"63.36260862558890577400000000"}],"spread_bps":11.035265555783267},"raw_file":"1791135001-coinbase.json","request_at":1791135001.5568035,"response_at":1791135001.7130864,"sequence":10021328242,"sha256":"aa9542388373a86f178ee72d56c7037e98282950448ac68d5ff104bb15535bd4","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791135001.7,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 17:30:01 GMT"},"metrics":{"ask":"63.45","ask_levels":100,"bid":"63.42","bid_levels":100,"depth_1pct_eur":{"buy":"77083.66886013","sell":"84966.89950628"},"mid":"63.435","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.576044129235618597320724980","mid_cost_bps":2.3646252069047056,"side":"buy","target_ltc":null,"vwap":"63.45000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.576789656259854935351624093","mid_cost_bps":2.3646252069047056,"side":"sell","target_ltc":"1.576789656259854935351624093","vwap":"63.42000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.626885759181405,"ltc":"15.75630229174543163201008192","mid_cost_bps":4.992132126114293,"side":"buy","target_ltc":null,"vwap":"63.46666759014200601567013129"},{"budget_eur":1000,"eur":"999.7371074631220435193945126","filled_fraction":1.0,"full":true,"impact_bps":2.628925368779565,"ltc":"15.76789656259854935351624093","mid_cost_bps":4.992928933364862,"side":"sell","target_ltc":"15.76789656259854935351624093","vwap":"63.40332735531120000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.510637347149373,"ltc":"157.3760502443396226415094340","mid_cost_bps":16.87869377593801,"side":"buy","target_ltc":null,"vwap":"63.54206999396766277850766771"},{"budget_eur":10000,"eur":"9988.901593321141595711132133","filled_fraction":1.0,"full":true,"impact_bps":11.098406678858405,"ltc":"157.6789656259854935351624093","mid_cost_bps":13.460407528544179,"side":"sell","target_ltc":"157.6789656259854935351624093","vwap":"63.34961390484268000000000000"}],"spread_bps":4.729250413809411},"raw_file":"1791135001-okx.json","request_at":1791135001.5571353,"response_at":1791135001.8327978,"sequence":null,"sha256":"91f3ff993e26fc40d675f0d616415b3baceab62d61e20ab22e8d056f020239fd","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791135902,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 17:45:02 GMT"},"metrics":{"ask":"63.24000","ask_levels":100,"bid":"63.21000","bid_levels":100,"depth_1pct_eur":{"buy":"303743.76344000","sell":"433269.89149000"},"mid":"63.22500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.581277672359266287160025300","mid_cost_bps":2.372479240806643,"side":"buy","target_ltc":null,"vwap":"63.24000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.582028160101249802246479987","mid_cost_bps":2.372479240806643,"side":"sell","target_ltc":"1.582028160101249802246479987","vwap":"63.21000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.22854675683946862,"ltc":"15.81241533596837944664031621","mid_cost_bps":2.601080219889727,"side":"buy","target_ltc":null,"vwap":"63.24144532969025279950381110"},{"budget_eur":1000,"eur":"999.9823671839898750197753518","filled_fraction":1.0,"full":true,"impact_bps":0.1763281601012498,"ltc":"15.82028160101249802246479987","mid_cost_bps":2.5487655674179517,"side":"sell","target_ltc":"15.82028160101249802246479987","vwap":"63.20888542970000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.75175095218412,"ltc":"158.0684638849375691480954639","mid_cost_bps":6.125120288115836,"side":"buy","target_ltc":null,"vwap":"63.26372607302161237367928985"},{"budget_eur":10000,"eur":"9997.727483679797500395507038","filled_fraction":1.0,"full":true,"impact_bps":2.2725163202024996,"ltc":"158.2028160101249802246479987","mid_cost_bps":4.6444564112297355,"side":"sell","target_ltc":"158.2028160101249802246479987","vwap":"63.19563542434000000000000000"}],"spread_bps":4.744958481613286},"raw_file":"1791135902-kraken.json","request_at":1791135902.1561007,"response_at":1791135902.3582213,"sequence":null,"sha256":"2fa71d61b0842ff824472f3316f61fec96370b34399460a9846721f9af4e8e0f","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 17:45:02 GMT"},"metrics":{"ask":"63.252","ask_levels":626,"bid":"63.194","bid_levels":239,"depth_1pct_eur":{"buy":"51149.08611519222","sell":"85521.92044085347"},"mid":"63.223","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580977676595206475684563334","mid_cost_bps":4.586938297771381,"side":"buy","target_ltc":null,"vwap":"63.25200000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.582428711586543026236668038","mid_cost_bps":4.586938297771381,"side":"sell","target_ltc":"1.582428711586543026236668038","vwap":"63.19400000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.15401491323406705,"ltc":"15.80953327556249407152116862","mid_cost_bps":4.741023856695842,"side":"buy","target_ltc":null,"vwap":"63.25297417512918812085603778"},{"budget_eur":1000,"eur":"999.9488126210289419881634332","filled_fraction":1.0,"full":true,"impact_bps":0.5118737897105802,"ltc":"15.82428711586543026236668038","mid_cost_bps":5.098577294132996,"side":"sell","target_ltc":"15.82428711586543026236668038","vwap":"63.19076526477330296000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.726285577814004,"ltc":"158.0072881739746343620684209","mid_cost_bps":10.315850487447468,"side":"buy","target_ltc":null,"vwap":"63.28821990153678913344778901"},{"budget_eur":10000,"eur":"9996.947921706572296737031996","filled_fraction":1.0,"full":true,"impact_bps":3.0520782934277033,"ltc":"158.2428711586543026236668038","mid_cost_bps":7.637616621717892,"side":"sell","target_ltc":"158.2428711586543026236668038","vwap":"63.17471269643251297200000000"}],"spread_bps":9.173876595542762},"raw_file":"1791135902-coinbase.json","request_at":1791135902.1573727,"response_at":1791135902.303869,"sequence":10021347455,"sha256":"f1078cdce05343d0a1ad15fdf887c9645e2c01ed481baa8c97bad7190a8ac089","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791135902.35,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 17:45:02 GMT"},"metrics":{"ask":"63.24","ask_levels":100,"bid":"63.22","bid_levels":100,"depth_1pct_eur":{"buy":"74843.44833458","sell":"83236.06725314"},"mid":"63.23","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.581277672359266287160025300","mid_cost_bps":1.5815277558121146,"side":"buy","target_ltc":null,"vwap":"63.24000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.581777918380259411578614363","mid_cost_bps":1.5815277558121146,"side":"sell","target_ltc":"1.581777918380259411578614363","vwap":"63.21999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.635815028944755,"ltc":"15.80860986644539276118223487","mid_cost_bps":4.217759646219616,"side":"buy","target_ltc":null,"vwap":"63.25666889424304663133387124"},{"budget_eur":1000,"eur":"999.6483694726478962353685545","filled_fraction":1.0,"full":true,"impact_bps":3.516305273521038,"ltc":"15.81777918380259411578614363","mid_cost_bps":5.097276915894354,"side":"sell","target_ltc":"15.81777918380259411578614363","vwap":"63.19776991806080000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":12.265170779564292,"ltc":"157.9340584160883280757097792","mid_cost_bps":13.848638306178172,"side":"buy","target_ltc":null,"vwap":"63.31756494000996457829301565"},{"budget_eur":10000,"eur":"9987.355675059436887061056631","filled_fraction":1.0,"full":true,"impact_bps":12.644324940563113,"ltc":"158.1777918380259411578614363","mid_cost_bps":14.223852961290527,"side":"sell","target_ltc":"158.1777918380259411578614363","vwap":"63.14006257772576000000000000"}],"spread_bps":3.163055511624229},"raw_file":"1791135902-okx.json","request_at":1791135902.1577363,"response_at":1791135902.4809818,"sequence":null,"sha256":"5517fefb14601c702398c262980fb085d276f918d4eb2a3a65f22d4123e26067","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791136801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 18:00:01 GMT"},"metrics":{"ask":"63.18000","ask_levels":100,"bid":"63.15000","bid_levels":100,"depth_1pct_eur":{"buy":"300603.27707000","sell":"460512.22364000"},"mid":"63.16500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.20575102864049455,"ltc":"1.582746795379015667035923406","mid_cost_bps":2.5805327315682174,"side":"buy","target_ltc":null,"vwap":"63.18129993499895064449625285"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.583531274742676167854315123","mid_cost_bps":2.3747328425552126,"side":"sell","target_ltc":"1.583531274742676167854315123","vwap":"63.14999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":1.4450594620883455,"ltc":"15.82550672574774489634435828","mid_cost_bps":3.8201354676599646,"side":"buy","target_ltc":null,"vwap":"63.18912988568147416610073279"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"15.83531274742676167854315123","mid_cost_bps":2.3747328425552126,"side":"sell","target_ltc":"15.83531274742676167854315123","vwap":"63.14999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.859348108077945,"ltc":"158.2326918209144122765385224","mid_cost_bps":5.234759969419213,"side":"buy","target_ltc":null,"vwap":"63.19806536134683645666934027"},{"budget_eur":10000,"eur":"9998.859787450514647664291371","filled_fraction":1.0,"full":true,"impact_bps":1.1402125494853523,"ltc":"158.3531274742676167854315123","mid_cost_bps":3.514674622021689,"side":"sell","target_ltc":"158.3531274742676167854315123","vwap":"63.14279955775000000000000000"}],"spread_bps":4.749465685110425},"raw_file":"1791136801-kraken.json","request_at":1791136801.4525912,"response_at":1791136801.6510153,"sequence":null,"sha256":"e68aac52365c3a3baa402f5b338cfd53b014227b4c25c72dc3f6ff4ad7dba9f1","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 18:00:01 GMT"},"metrics":{"ask":"63.21","ask_levels":621,"bid":"63.138","bid_levels":238,"depth_1pct_eur":{"buy":"46006.58004303727","sell":"86752.07553735165"},"mid":"63.174","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.582028160101249802246479987","mid_cost_bps":5.69854687054801,"side":"buy","target_ltc":null,"vwap":"63.21000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.583832240489087395863030188","mid_cost_bps":5.69854687054801,"side":"sell","target_ltc":"1.583832240489087395863030188","vwap":"63.13799999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7510509571714726,"ltc":"15.81909350648053529904930636","mid_cost_bps":6.450025817627644,"side":"buy","target_ltc":null,"vwap":"63.21474739310028087883344969"},{"budget_eur":1000,"eur":"999.9687357292653273781241092","filled_fraction":1.0,"full":true,"impact_bps":0.3126427073467262,"ltc":"15.83832240489087395863030188","mid_cost_bps":6.011011416982582,"side":"sell","target_ltc":"15.83832240489087395863030188","vwap":"63.13602603647435424000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.4057010400268215,"ltc":"158.1331472729846499201669380","mid_cost_bps":10.106758519962254,"side":"buy","target_ltc":null,"vwap":"63.23784843627400954032213927"},{"budget_eur":10000,"eur":"9992.088199733392399822610790","filled_fraction":1.0,"full":true,"impact_bps":7.9118002666076,"ltc":"158.3832240489087395863030188","mid_cost_bps":13.605838560690643,"side":"sell","target_ltc":"158.3832240489087395863030188","vwap":"63.08804647547669293400000000"}],"spread_bps":11.39709374109602},"raw_file":"1791136801-coinbase.json","request_at":1791136801.4536448,"response_at":1791136801.588756,"sequence":10021369140,"sha256":"6c85d5d726532699df8377739fca6ffee9346987da98fcf5f6b7a1210a12506e","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791136801.7,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 18:00:01 GMT"},"metrics":{"ask":"63.19","ask_levels":100,"bid":"63.16","bid_levels":100,"depth_1pct_eur":{"buy":"77185.47551827","sell":"80066.30860792"},"mid":"63.175","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.582528881152081025478714987","mid_cost_bps":2.374356944994064,"side":"buy","target_ltc":null,"vwap":"63.18999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.583280557314756174794173528","mid_cost_bps":2.374356944994064,"side":"sell","target_ltc":"1.583280557314756174794173528","vwap":"63.15999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6377536682473433,"ltc":"15.82111559095223030686491617","mid_cost_bps":5.012736910115546,"side":"buy","target_ltc":null,"vwap":"63.20666796542965496198426125"},{"budget_eur":1000,"eur":"999.6480103370740975300823309","filled_fraction":1.0,"full":true,"impact_bps":3.5198966292590246,"ltc":"15.83280557314756174794173528","mid_cost_bps":5.893417825152355,"side":"sell","target_ltc":"15.83280557314756174794173528","vwap":"63.13776833288960000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.655402566222369,"ltc":"158.0686527371329333754341648","mid_cost_bps":14.032526919819414,"side":"buy","target_ltc":null,"vwap":"63.26365048881595915134945637"},{"budget_eur":10000,"eur":"9988.625212444908169727675747","filled_fraction":1.0,"full":true,"impact_bps":11.37478755509183,"ltc":"158.3280557314756174794173528","mid_cost_bps":13.746443719502969,"side":"sell","target_ltc":"158.3280557314756174794173528","vwap":"63.08815684180204000000000000"}],"spread_bps":4.748713889988128},"raw_file":"1791136801-okx.json","request_at":1791136801.4538915,"response_at":1791136801.833826,"sequence":null,"sha256":"8c34283c63d0f60e219eddfea64d8b4c8419358f6fa46bae1eb7ed4ce0d9f136","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791137701,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 18:15:01 GMT"},"metrics":{"ask":"63.15000","ask_levels":100,"bid":"63.13000","bid_levels":100,"depth_1pct_eur":{"buy":"306774.87878000","sell":"432407.51848000"},"mid":"63.14000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.583531274742676167854315123","mid_cost_bps":1.5837820715869497,"side":"buy","target_ltc":null,"vwap":"63.14999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.584032947885316014573103121","mid_cost_bps":1.5837820715869497,"side":"sell","target_ltc":"1.584032947885316014573103121","vwap":"63.12999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.7829685981063977,"ltc":"15.83407298923369221025965801","mid_cost_bps":2.366874674856177,"side":"buy","target_ltc":null,"vwap":"63.15494444669704190179576125"},{"budget_eur":1000,"eur":"999.9823367052114683985426900","filled_fraction":1.0,"full":true,"impact_bps":0.17663294788531603,"ltc":"15.84032947885316014573103121","mid_cost_bps":1.7603870446626544,"side":"sell","target_ltc":"15.84032947885316014573103121","vwap":"63.12888491620000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.497568857311665,"ltc":"158.2819390822784810126582278","mid_cost_bps":6.082063245790808,"side":"buy","target_ltc":null,"vwap":"63.17840214733392316169755790"},{"budget_eur":10000,"eur":"9998.246764104229367970853797","filled_fraction":1.0,"full":true,"impact_bps":1.753235895770632,"ltc":"158.4032947885316014573103121","mid_cost_bps":3.3367402929996834,"side":"sell","target_ltc":"158.4032947885316014573103121","vwap":"63.11893182179000000000000000"}],"spread_bps":3.1675641431738994},"raw_file":"1791137701-kraken.json","request_at":1791137701.4936213,"response_at":1791137701.6788144,"sequence":null,"sha256":"352b6ba3ca87d679daf28deabce01936c5829ea8dd2f8b1b9901ae84e9b3aa8d","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 18:15:01 GMT"},"metrics":{"ask":"63.184","ask_levels":621,"bid":"63.113","bid_levels":237,"depth_1pct_eur":{"buy":"45061.11468201759","sell":"78897.21990119494"},"mid":"63.1485","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.582679159280830590022790580","mid_cost_bps":5.6216695566798895,"side":"buy","target_ltc":null,"vwap":"63.18400000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.584459620046583112829369544","mid_cost_bps":5.6216695566798895,"side":"sell","target_ltc":"1.584459620046583112829369544","vwap":"63.11299999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.1222291498346931,"ltc":"15.82659814564469415209306006","mid_cost_bps":5.743967419703639,"side":"buy","target_ltc":null,"vwap":"63.18477229266031552490589147"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"15.84459620046583112829369544","mid_cost_bps":5.6216695566798895,"side":"sell","target_ltc":"15.84459620046583112829369544","vwap":"63.11299999999999999999999998"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.446088947629565,"ltc":"158.1975798769397982736269643","mid_cost_bps":10.070257948597773,"side":"buy","target_ltc":null,"vwap":"63.21209216840670264229208790"},{"budget_eur":10000,"eur":"9998.582722931276150396907138","filled_fraction":1.0,"full":true,"impact_bps":1.4172770687238496,"ltc":"158.4459620046583112829369544","mid_cost_bps":7.038149879068676,"side":"sell","target_ltc":"158.4459620046583112829369544","vwap":"63.10405513923616316800000000"}],"spread_bps":11.243339113359779},"raw_file":"1791137701-coinbase.json","request_at":1791137701.4946897,"response_at":1791137701.6359856,"sequence":10021390619,"sha256":"74c6ff849f24128024094f80ac2310ef75eed50ee3cefa2dce94fd48c9de317b","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791137701.651,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 18:15:01 GMT"},"metrics":{"ask":"63.16","ask_levels":100,"bid":"63.13","bid_levels":100,"depth_1pct_eur":{"buy":"69956.23651928","sell":"81550.38814008"},"mid":"63.145","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.583280557314756174794173528","mid_cost_bps":2.375484994853116,"side":"buy","target_ltc":null,"vwap":"63.15999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.584032947885316014573103121","mid_cost_bps":2.375484994853116,"side":"sell","target_ltc":"1.584032947885316014573103121","vwap":"63.12999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7594871853272342,"ltc":"15.83002030136119025007913897","mid_cost_bps":4.1353901437210885,"side":"buy","target_ltc":null,"vwap":"63.17111292106252681212299974"},{"budget_eur":1000,"eur":"999.7358906656344051956280694","filled_fraction":1.0,"full":true,"impact_bps":2.641093343655948,"ltc":"15.84032947885316014573103121","mid_cost_bps":5.015950950748278,"side":"sell","target_ltc":"15.84032947885316014573103121","vwap":"63.11332677772150000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":10.596462765393643,"ltc":"158.1604615872589313942459690","mid_cost_bps":12.974464934076531,"side":"buy","target_ltc":null,"vwap":"63.22692725882622625031415945"},{"budget_eur":10000,"eur":"9989.081851153261523839695868","filled_fraction":1.0,"full":true,"impact_bps":10.918148846738475,"ltc":"158.4032947885316014573103121","mid_cost_bps":13.291040251715891,"side":"sell","target_ltc":"158.4032947885316014573103121","vwap":"63.06107372633054000000000000"}],"spread_bps":4.750969989706232},"raw_file":"1791137701-okx.json","request_at":1791137701.4949534,"response_at":1791137701.777603,"sequence":null,"sha256":"adde4cbe90434e7eb3c45bd7c7cb6b82b37b4a90c781daf2eb28fdd631fc5a39","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791138601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 18:30:01 GMT"},"metrics":{"ask":"63.26000","ask_levels":100,"bid":"63.25000","bid_levels":100,"depth_1pct_eur":{"buy":"638869.90243000","sell":"483320.18108000"},"mid":"63.25500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580777742649383496680366740","mid_cost_bps":0.7904513477195478,"side":"buy","target_ltc":null,"vwap":"63.26000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.581027667984189723320158103","mid_cost_bps":0.7904513477195478,"side":"sell","target_ltc":"1.581027667984189723320158103","vwap":"63.24999999999999999999999999"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.80777742649383496680366740","mid_cost_bps":0.7904513477195478,"side":"buy","target_ltc":null,"vwap":"63.26000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"15.81027667984189723320158103","mid_cost_bps":0.7904513477195478,"side":"sell","target_ltc":"15.81027667984189723320158103","vwap":"63.24999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.737264426171812,"ltc":"158.0503167456556082148499210","mid_cost_bps":2.5278530961920613,"side":"buy","target_ltc":null,"vwap":"63.27098993475996288321823003"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"158.1027667984189723320158103","mid_cost_bps":0.7904513477195478,"side":"sell","target_ltc":"158.1027667984189723320158103","vwap":"63.24999999999999999999999999"}],"spread_bps":1.5809026954390957},"raw_file":"1791138601-kraken.json","request_at":1791138601.4267664,"response_at":1791138601.6237357,"sequence":null,"sha256":"2319432ab92cc9dd6bf0eeed00d00be44e06432ac972de400bb5d39213ba6c41","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 18:30:01 GMT"},"metrics":{"ask":"63.301","ask_levels":622,"bid":"63.229","bid_levels":241,"depth_1pct_eur":{"buy":"48468.03496108089","sell":"96932.53254817601"},"mid":"63.265","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.579753874346376834489186585","mid_cost_bps":5.6903501145973285,"side":"buy","target_ltc":null,"vwap":"63.30099999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.581552768508121273466289203","mid_cost_bps":5.6903501145973285,"side":"sell","target_ltc":"1.581552768508121273466289203","vwap":"63.22899999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.19561406936005535,"ltc":"15.79722972742460862834304851","mid_cost_bps":5.886075495211584,"side":"buy","target_ltc":null,"vwap":"63.30223825662045608630095588"},{"budget_eur":1000,"eur":"999.9490780054896751490613486","filled_fraction":1.0,"full":true,"impact_bps":0.5092199451032485,"ltc":"15.81552768508121273466289203","mid_cost_bps":6.1992802957232795,"side":"sell","target_ltc":"15.81552768508121273466289203","vwap":"63.22578025320910667000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6080343311716954,"ltc":"157.9341976536829973001563067","mid_cost_bps":8.29986850861455,"side":"buy","target_ltc":null,"vwap":"63.31750911811974994932544699"},{"budget_eur":10000,"eur":"9997.860131731399696816334279","filled_fraction":1.0,"full":true,"impact_bps":2.139868268600303,"ltc":"158.1552768508121273466289203","mid_cost_bps":7.829000723232887,"side":"sell","target_ltc":"158.1552768508121273466289203","vwap":"63.21546982692446714300000000"}],"spread_bps":11.380700229194657},"raw_file":"1791138601-coinbase.json","request_at":1791138601.427865,"response_at":1791138601.563921,"sequence":10021399691,"sha256":"a33b22ffb4dbcf6db1db8baad3979ec24582902bba3c7b991ad3f63ab8a79c72","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791138601.551,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 18:30:01 GMT"},"metrics":{"ask":"63.28","ask_levels":100,"bid":"63.19","bid_levels":100,"depth_1pct_eur":{"buy":"65725.39069067","sell":"80691.86132678"},"mid":"63.235","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580278128950695322376738306","mid_cost_bps":7.116312168893809,"side":"buy","target_ltc":null,"vwap":"63.28000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.582528881152081025478714987","mid_cost_bps":7.116312168893809,"side":"sell","target_ltc":"1.582528881152081025478714987","vwap":"63.18999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.07933781238224212,"ltc":"15.80265591469194312796208531","mid_cost_bps":7.195706440540022,"side":"buy","target_ltc":null,"vwap":"63.28050204967675482810841612"},{"budget_eur":1000,"eur":"999.9120400418847918974521288","filled_fraction":1.0,"full":true,"impact_bps":0.879599581152081,"ltc":"15.82528881152081025478714987","mid_cost_bps":7.995285799525579,"side":"sell","target_ltc":"15.82528881152081025478714987","vwap":"63.18444181024670000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.631216887776251,"ltc":"157.8757593271293375394321767","mid_cost_bps":16.754382931264033,"side":"buy","target_ltc":null,"vwap":"63.34094634046584811365933814"},{"budget_eur":10000,"eur":"9994.662074178479189745212853","filled_fraction":1.0,"full":true,"impact_bps":5.33792582152081,"ltc":"158.2528881152081025478714987","mid_cost_bps":12.450439355766585,"side":"sell","target_ltc":"158.2528881152081025478714987","vwap":"63.15626964673381000000000000"}],"spread_bps":14.232624337787618},"raw_file":"1791138601-okx.json","request_at":1791138601.4281292,"response_at":1791138601.6775327,"sequence":null,"sha256":"c2fbfcb5db4ce07a4edf59f4d889780442d2cb3ebcc41cda6e4e04b3aec79ec2","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791139501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 18:45:01 GMT"},"metrics":{"ask":"63.41000","ask_levels":100,"bid":"63.37000","bid_levels":100,"depth_1pct_eur":{"buy":"285761.23307000","sell":"818150.85961000"},"mid":"63.39000","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.577038322031225358776218262","mid_cost_bps":3.155071777882947,"side":"buy","target_ltc":null,"vwap":"63.41000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.578033769922676345273788859","mid_cost_bps":3.155071777882947,"side":"sell","target_ltc":"1.578033769922676345273788859","vwap":"63.37000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.77038322031225358776218262","mid_cost_bps":3.155071777882947,"side":"buy","target_ltc":null,"vwap":"63.41000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.78033769922676345273788859","mid_cost_bps":3.155071777882947,"side":"sell","target_ltc":"15.78033769922676345273788859","vwap":"63.37000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7871323966777968,"ltc":"157.6756534762730569131325871","mid_cost_bps":4.942768027659554,"side":"buy","target_ltc":null,"vwap":"63.42133220652733390927461944"},{"budget_eur":10000,"eur":"9998.299312460154647309452422","filled_fraction":1.0,"full":true,"impact_bps":1.7006875398453527,"ltc":"157.8033769922676345273788859","mid_cost_bps":4.855222738602303,"side":"sell","target_ltc":"157.8033769922676345273788859","vwap":"63.35922274306000000000000000"}],"spread_bps":6.310143555765894},"raw_file":"1791139501-kraken.json","request_at":1791139501.3783307,"response_at":1791139501.5761704,"sequence":null,"sha256":"c7981b29dad30d362aff1fd1cd8aa55b5c1cfa7f306af4f6f0dc30a0560b7646","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 18:45:01 GMT"},"metrics":{"ask":"63.418","ask_levels":621,"bid":"63.349","bid_levels":244,"depth_1pct_eur":{"buy":"47159.30605306836","sell":"85236.63016517160"},"mid":"63.3835","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.576839383140433315462486991","mid_cost_bps":5.443056946997247,"side":"buy","target_ltc":null,"vwap":"63.41800000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.578556883297289617831378554","mid_cost_bps":5.443056946997247,"side":"sell","target_ltc":"1.578556883297289617831378554","vwap":"63.34899999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.19503117813305043,"ltc":"15.76808630455944497004099653","mid_cost_bps":5.638194281711199,"side":"buy","target_ltc":null,"vwap":"63.41923684872548417915749051"},{"budget_eur":1000,"eur":"999.8690009009972981420385485","filled_fraction":1.0,"full":true,"impact_bps":1.3099909900270186,"ltc":"15.78556883297289617831378554","mid_cost_bps":6.752334901468388,"side":"sell","target_ltc":"15.78556883297289617831378554","vwap":"63.34070133807727784000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.309841428413526,"ltc":"157.6317646995196912413358538","mid_cost_bps":8.75469994094881,"side":"buy","target_ltc":null,"vwap":"63.43899035237071289798897953"},{"budget_eur":10000,"eur":"9991.317322095038758465011288","filled_fraction":1.0,"full":true,"impact_bps":8.682677904961242,"ltc":"157.8556883297289617831378554","mid_cost_bps":14.121008820929575,"side":"sell","target_ltc":"157.8556883297289617831378554","vwap":"63.29399610373986103100000000"}],"spread_bps":10.886113893994494},"raw_file":"1791139501-coinbase.json","request_at":1791139501.3793726,"response_at":1791139501.5063047,"sequence":10021409286,"sha256":"a65959d3c4f89237653e9664636145ea21984680076b2b9d4a66271b5f0cc758","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791139501.551,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 18:45:01 GMT"},"metrics":{"ask":"63.41","ask_levels":100,"bid":"63.38","bid_levels":100,"depth_1pct_eur":{"buy":"79145.22595090","sell":"76301.08065563"},"mid":"63.395","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.577038322031225358776218262","mid_cost_bps":2.366117201672056,"side":"buy","target_ltc":null,"vwap":"63.41000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.577784790154622909435153045","mid_cost_bps":2.366117201672056,"side":"sell","target_ltc":"1.577784790154622909435153045","vwap":"63.38000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7525084610911288,"ltc":"15.76761993157811760996373956","mid_cost_bps":4.119040326804772,"side":"buy","target_ltc":null,"vwap":"63.42111265615177884832696373"},{"budget_eur":1000,"eur":"999.6316926149226885452824234","filled_fraction":1.0,"full":true,"impact_bps":3.6830738507731144,"ltc":"15.77784790154622909435153045","mid_cost_bps":6.048319594005837,"side":"sell","target_ltc":"15.77784790154622909435153045","vwap":"63.35665667793380000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.120987715602272,"ltc":"157.5758650366986927075129942","mid_cost_bps":10.489026438147175,"side":"buy","target_ltc":null,"vwap":"63.46149518310463400924962055"},{"budget_eur":10000,"eur":"9986.470455387989902177343010","filled_fraction":1.0,"full":true,"impact_bps":13.529544612010097,"ltc":"157.7784790154622909435153045","mid_cost_bps":15.892460564858427,"side":"sell","target_ltc":"157.7784790154622909435153045","vwap":"63.29424974624908000000000000"}],"spread_bps":4.732234403344112},"raw_file":"1791139501-okx.json","request_at":1791139501.379606,"response_at":1791139501.674604,"sequence":null,"sha256":"f0b21fc647fecd718eb0bdd4ee983ece56dc2c6f1420033ed26612d97bf78fc1","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791140401,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 19:00:01 GMT"},"metrics":{"ask":"63.40000","ask_levels":100,"bid":"63.37000","bid_levels":100,"depth_1pct_eur":{"buy":"301602.99646000","sell":"812879.93082000"},"mid":"63.38500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.577287066246056782334384858","mid_cost_bps":2.3664904945965133,"side":"buy","target_ltc":null,"vwap":"63.40000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.578033769922676345273788859","mid_cost_bps":2.3664904945965133,"side":"sell","target_ltc":"1.578033769922676345273788859","vwap":"63.37000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1883609047999891,"ltc":"15.77257356883772275666298691","mid_cost_bps":2.5548959748255786,"side":"buy","target_ltc":null,"vwap":"63.40119420813643193096910770"},{"budget_eur":1000,"eur":"999.9824066230077323654726211","filled_fraction":1.0,"full":true,"impact_bps":0.17593376992267634,"ltc":"15.78033769922676345273788859","mid_cost_bps":2.5423826299597696,"side":"sell","target_ltc":"15.78033769922676345273788859","vwap":"63.36888510770000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.497109997451981,"ltc":"157.6893298643960895616524756","mid_cost_bps":4.864191430755787,"side":"buy","target_ltc":null,"vwap":"63.41583167738384555983135227"},{"budget_eur":10000,"eur":"9997.060028690231970964178633","filled_fraction":1.0,"full":true,"impact_bps":2.939971309768029,"ltc":"157.8033769922676345273788859","mid_cost_bps":5.305766062948647,"side":"sell","target_ltc":"157.8033769922676345273788859","vwap":"63.35136940181000000000000000"}],"spread_bps":4.732980989193027},"raw_file":"1791140401-kraken.json","request_at":1791140401.423259,"response_at":1791140401.6276412,"sequence":null,"sha256":"b344e7757d0335bc6002169a96470ab0279974a860ecdc41ace96806961e93fc","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 19:00:01 GMT"},"metrics":{"ask":"63.424","ask_levels":620,"bid":"63.346","bid_levels":236,"depth_1pct_eur":{"buy":"46853.01290458232","sell":"77849.82383234304"},"mid":"63.385","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.576690211907164480322906155","mid_cost_bps":6.152875285950935,"side":"buy","target_ltc":null,"vwap":"63.42400000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.578631642092634104757995769","mid_cost_bps":6.152875285950935,"side":"sell","target_ltc":"1.578631642092634104757995769","vwap":"63.34600000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.10266364089125285,"ltc":"15.76674025197571935356720536","mid_cost_bps":6.255602094500068,"side":"buy","target_ltc":null,"vwap":"63.42465113387598868203292771"},{"budget_eur":1000,"eur":"999.9921681340790736589524199","filled_fraction":1.0,"full":true,"impact_bps":0.07831865920926341,"ltc":"15.78631642092634104757995769","mid_cost_bps":6.2311457566659305,"side":"sell","target_ltc":"15.78631642092634104757995769","vwap":"63.34550388262137300000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.3010177492364385,"ltc":"157.6169915420502922686665931","mid_cost_bps":9.455924110240149,"side":"buy","target_ltc":null,"vwap":"63.44493637497275718820860226"},{"budget_eur":10000,"eur":"9994.937928928043458781927823","filled_fraction":1.0,"full":true,"impact_bps":5.062071071956542,"ltc":"157.8631642092634104757995769","mid_cost_bps":11.21183172870804,"side":"sell","target_ltc":"157.8631642092634104757995769","vwap":"63.31393380458758409400000000"}],"spread_bps":12.30575057190187},"raw_file":"1791140401-coinbase.json","request_at":1791140401.4243324,"response_at":1791140401.5607762,"sequence":10021430341,"sha256":"11f0776fb2ddbafe93b2dd7376b1c9aa0e5ed65ab440f02d31f6c47e1b19e977","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791140401.551,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 19:00:01 GMT"},"metrics":{"ask":"63.41","ask_levels":100,"bid":"63.39","bid_levels":100,"depth_1pct_eur":{"buy":"74633.25610877","sell":"73419.00220859"},"mid":"63.40","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.577038322031225358776218262","mid_cost_bps":1.5772870662460567,"side":"buy","target_ltc":null,"vwap":"63.41000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.577535888941473418520271336","mid_cost_bps":1.5772870662460567,"side":"sell","target_ltc":"1.577535888941473418520271336","vwap":"63.39000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.7525270617442776,"ltc":"15.76761990225445372851962794","mid_cost_bps":3.330090551817108,"side":"buy","target_ltc":null,"vwap":"63.42111277409852046468787509"},{"budget_eur":1000,"eur":"999.5616436555292632907398642","filled_fraction":1.0,"full":true,"impact_bps":4.3835634447073675,"ltc":"15.77535888941473418520271336","mid_cost_bps":5.960159097160883,"side":"sell","target_ltc":"15.77535888941473418520271336","vwap":"63.36221259132400000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.469803159163764,"ltc":"157.5546310688188976377952756","mid_cost_bps":11.048583885214105,"side":"buy","target_ltc":null,"vwap":"63.47004802183225742263060078"},{"budget_eur":10000,"eur":"9986.955693032702318977756743","filled_fraction":1.0,"full":true,"impact_bps":13.04430696729768,"ltc":"157.7535888941473418520271336","mid_cost_bps":14.61953657187697,"side":"sell","target_ltc":"157.7535888941473418520271336","vwap":"63.30731213813430000000000000"}],"spread_bps":3.1545741324921135},"raw_file":"1791140401-okx.json","request_at":1791140401.4245677,"response_at":1791140401.6770983,"sequence":null,"sha256":"abd0d4851cace37869579ae5ad97d30c726834e04496e32f19fde41df2403f75","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791141301,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 19:15:01 GMT"},"metrics":{"ask":"63.40000","ask_levels":100,"bid":"63.38000","bid_levels":100,"depth_1pct_eur":{"buy":"301134.71999000","sell":"800014.28633000"},"mid":"63.39000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.577287066246056782334384858","mid_cost_bps":1.5775358889414735,"side":"buy","target_ltc":null,"vwap":"63.40000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.577784790154622909435153045","mid_cost_bps":1.5775358889414735,"side":"sell","target_ltc":"1.577784790154622909435153045","vwap":"63.38000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.77287066246056782334384858","mid_cost_bps":1.5775358889414735,"side":"buy","target_ltc":null,"vwap":"63.40000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.77784790154622909435153045","mid_cost_bps":1.5775358889414735,"side":"sell","target_ltc":"15.77784790154622909435153045","vwap":"63.38000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.9434255467642773,"ltc":"157.7138274992116051718700725","mid_cost_bps":2.521110264471607,"side":"buy","target_ltc":null,"vwap":"63.40598131796648551785091628"},{"budget_eur":10000,"eur":"9998.370590419690754181129693","filled_fraction":1.0,"full":true,"impact_bps":1.6294095803092459,"ltc":"157.7784790154622909435153045","mid_cost_bps":3.206688424041647,"side":"sell","target_ltc":"157.7784790154622909435153045","vwap":"63.36967280208000000000000000"}],"spread_bps":3.155071777882947},"raw_file":"1791141301-kraken.json","request_at":1791141301.2952507,"response_at":1791141301.497584,"sequence":null,"sha256":"f60cf672d804d776f236ab7bc232b8244e60347b46894aa4e21cc827efb171d9","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 19:15:01 GMT"},"metrics":{"ask":"63.433","ask_levels":621,"bid":"63.356","bid_levels":239,"depth_1pct_eur":{"buy":"47492.70433617118","sell":"87558.54828677270"},"mid":"63.3945","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.576466507969038197783488090","mid_cost_bps":6.073082049704627,"side":"buy","target_ltc":null,"vwap":"63.43299999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.578382473641012690195088074","mid_cost_bps":6.073082049704627,"side":"sell","target_ltc":"1.578382473641012690195088074","vwap":"63.35599999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0278438757754211,"ltc":"15.76304488477554301566785410","mid_cost_bps":7.101550143499235,"side":"buy","target_ltc":null,"vwap":"63.43951992205720622923824479"},{"budget_eur":1000,"eur":"999.9878200078235898730980493","filled_fraction":1.0,"full":true,"impact_bps":0.12179992176410127,"ltc":"15.78382473641012690195088074","mid_cost_bps":6.1948080013768765,"side":"sell","target_ltc":"15.78382473641012690195088074","vwap":"63.35522832441567136000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.959014487872042,"ltc":"157.5212793824285309489326869","mid_cost_bps":14.036930112378633,"side":"buy","target_ltc":null,"vwap":"63.48348641660091872529036357"},{"budget_eur":10000,"eur":"9996.837936408439316244712420","filled_fraction":1.0,"full":true,"impact_bps":3.162063591560684,"ltc":"157.8382473641012690195088074","mid_cost_bps":9.233225294101517,"side":"sell","target_ltc":"157.8382473641012690195088074","vwap":"63.33596642990930813200000000"}],"spread_bps":12.146164099409255},"raw_file":"1791141301-coinbase.json","request_at":1791141301.2962914,"response_at":1791141301.4356384,"sequence":10021445065,"sha256":"00425c03a72fea3531d410802ef44f884d2a7e051087a2871b321caea3366c1b","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791141301.457,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 19:15:01 GMT"},"metrics":{"ask":"63.41","ask_levels":100,"bid":"63.39","bid_levels":100,"depth_1pct_eur":{"buy":"78938.05704328","sell":"81673.28386861"},"mid":"63.40","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.577038322031225358776218262","mid_cost_bps":1.5772870662460567,"side":"buy","target_ltc":null,"vwap":"63.41000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.577535888941473418520271336","mid_cost_bps":1.5772870662460567,"side":"sell","target_ltc":"1.577535888941473418520271336","vwap":"63.39000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.34868039309203447,"ltc":"15.76983335714285714285714286","mid_cost_bps":1.926022456245519,"side":"buy","target_ltc":null,"vwap":"63.41221098237259659057815842"},{"budget_eur":1000,"eur":"999.6141402866351159488878371","filled_fraction":1.0,"full":true,"impact_bps":3.8585971336488405,"ltc":"15.77535888941473418520271336","mid_cost_bps":5.435275588359621,"side":"sell","target_ltc":"15.77535888941473418520271336","vwap":"63.36554035276980000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.510290616383145,"ltc":"157.5697357787401574803149606","mid_cost_bps":10.088919999761124,"side":"buy","target_ltc":null,"vwap":"63.46396375279848552655563546"},{"budget_eur":10000,"eur":"9986.041635943760845559236472","filled_fraction":1.0,"full":true,"impact_bps":13.958364056239155,"ltc":"157.7535888941473418520271336","mid_cost_bps":15.533449487776025,"side":"sell","target_ltc":"157.7535888941473418520271336","vwap":"63.30151793024750000000000000"}],"spread_bps":3.1545741324921135},"raw_file":"1791141301-okx.json","request_at":1791141301.2966228,"response_at":1791141301.5872552,"sequence":null,"sha256":"103bdccf9df4f2046f7f401e0b95f44c892b0c03923a9b30d1ce0c99c0066708","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791142201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 19:30:01 GMT"},"metrics":{"ask":"63.30000","ask_levels":100,"bid":"63.27000","bid_levels":100,"depth_1pct_eur":{"buy":"318945.71992000","sell":"452872.32574000"},"mid":"63.28500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.579778830963665086887835703","mid_cost_bps":2.370229912301493,"side":"buy","target_ltc":null,"vwap":"63.30000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580527896317370001580527896","mid_cost_bps":2.370229912301493,"side":"sell","target_ltc":"1.580527896317370001580527896","vwap":"63.27000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.79778830963665086887835703","mid_cost_bps":2.370229912301493,"side":"buy","target_ltc":null,"vwap":"63.30000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.80527896317370001580527896","mid_cost_bps":2.370229912301493,"side":"sell","target_ltc":"15.80527896317370001580527896","vwap":"63.27000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.2824275090117823,"ltc":"157.9418340176879343019583070","mid_cost_bps":4.653198409108728,"side":"buy","target_ltc":null,"vwap":"63.31444776613204458261441680"},{"budget_eur":10000,"eur":"9997.717194207365259996838942","filled_fraction":1.0,"full":true,"impact_bps":2.28280579263474,"ltc":"158.0527896317370001580527896","mid_cost_bps":4.652494627478865,"side":"sell","target_ltc":"158.0527896317370001580527896","vwap":"63.25555668775000000000000000"}],"spread_bps":4.740459824602986},"raw_file":"1791142201-kraken.json","request_at":1791142201.3239543,"response_at":1791142201.5434258,"sequence":null,"sha256":"8ec157ac4ee113d9d737498e628c66bbdb33127f97d0584850a552d8febc623c","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 19:30:01 GMT"},"metrics":{"ask":"63.323","ask_levels":621,"bid":"63.287","bid_levels":246,"depth_1pct_eur":{"buy":"43686.38503034882","sell":"87270.13187156861"},"mid":"63.305","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.579205028188809753170254094","mid_cost_bps":2.843377300371219,"side":"buy","target_ltc":null,"vwap":"63.32300000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580103338758354796403684801","mid_cost_bps":2.843377300371219,"side":"sell","target_ltc":"1.580103338758354796403684801","vwap":"63.28700000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.186046767370126,"ltc":"15.79017749299092129154495934","mid_cost_bps":4.029761305586897,"side":"buy","target_ltc":null,"vwap":"63.33051040394501784846189734"},{"budget_eur":1000,"eur":"999.6173568373794087253306366","filled_fraction":1.0,"full":true,"impact_bps":3.826431626205913,"ltc":"15.80103338758354796403684801","mid_cost_bps":6.668720927694394,"side":"sell","target_ltc":"15.80103338758354796403684801","vwap":"63.26278366216723064000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.431470571843525,"ltc":"157.7401825933496652225285545","mid_cost_bps":14.278098270608128,"side":"buy","target_ltc":null,"vwap":"63.39538750110208475332307489"},{"budget_eur":10000,"eur":"9991.219747845509845465893470","filled_fraction":1.0,"full":true,"impact_bps":8.780252154490155,"ltc":"158.0103338758354796403684801","mid_cost_bps":11.621132897894611,"side":"sell","target_ltc":"158.0103338758354796403684801","vwap":"63.23143241818987815900000000"}],"spread_bps":5.686754600742438},"raw_file":"1791142201-coinbase.json","request_at":1791142201.3249974,"response_at":1791142201.4525268,"sequence":10021464028,"sha256":"9b52ba2782cc6554d7ec2207ff21e32a5e359c47c5d61f066862195d79b72596","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791142201.507,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 19:30:01 GMT"},"metrics":{"ask":"63.32","ask_levels":100,"bid":"63.29","bid_levels":100,"depth_1pct_eur":{"buy":"80126.58561264","sell":"81921.91647961"},"mid":"63.305","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.579279848389134554643082754","mid_cost_bps":2.369481083642682,"side":"buy","target_ltc":null,"vwap":"63.32000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.580028440511929214725865066","mid_cost_bps":2.369481083642682,"side":"sell","target_ltc":"1.580028440511929214725865066","vwap":"63.28999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8775520735262612,"ltc":"15.79141270519501026369808937","mid_cost_bps":3.2472410914727567,"side":"buy","target_ltc":null,"vwap":"63.32555665972956828607930663"},{"budget_eur":1000,"eur":"999.5433797956928424711644812","filled_fraction":1.0,"full":true,"impact_bps":4.566202043071575,"ltc":"15.80028440511929214725865066","mid_cost_bps":6.934601173777743,"side":"sell","target_ltc":"15.80028440511929214725865066","vwap":"63.26110050726940000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.075181454735227,"ltc":"157.8163269239627701530209812","mid_cost_bps":9.446338989239942,"side":"buy","target_ltc":null,"vwap":"63.36480004897138345851569889"},{"budget_eur":10000,"eur":"9985.843973164368778638015487","filled_fraction":1.0,"full":true,"impact_bps":14.156026835631222,"ltc":"158.0028440511929214725865066","mid_cost_bps":16.522153675493247,"side":"sell","target_ltc":"158.0028440511929214725865066","vwap":"63.20040650615729000000000000"}],"spread_bps":4.738962167285364},"raw_file":"1791142201-okx.json","request_at":1791142201.3252656,"response_at":1791142201.6301777,"sequence":null,"sha256":"435c3003388e662f777be166b643c28eec6cd90c7a7b44696abd5966c24cb056","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791143101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 19:45:01 GMT"},"metrics":{"ask":"63.39000","ask_levels":100,"bid":"63.36000","bid_levels":100,"depth_1pct_eur":{"buy":"303338.03264000","sell":"823255.36463000"},"mid":"63.37500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.577535888941473418520271336","mid_cost_bps":2.366863905325444,"side":"buy","target_ltc":null,"vwap":"63.39000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.578282828282828282828282828","mid_cost_bps":2.366863905325444,"side":"sell","target_ltc":"1.578282828282828282828282828","vwap":"63.36000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.77535888941473418520271336","mid_cost_bps":2.366863905325444,"side":"buy","target_ltc":null,"vwap":"63.39000000000000000000000000"},{"budget_eur":1000,"eur":"999.9647834343434343434343433","filled_fraction":1.0,"full":true,"impact_bps":0.35216565656565657,"ltc":"15.78282828282828282828282828","mid_cost_bps":2.7189462090729783,"side":"sell","target_ltc":"15.78282828282828282828282828","vwap":"63.35776867840000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.026233095189591,"ltc":"157.7216308153288124901435105","mid_cost_bps":4.393576582312712,"side":"buy","target_ltc":null,"vwap":"63.40284429159040681509644140"},{"budget_eur":10000,"eur":"9995.944658686868686868686867","filled_fraction":1.0,"full":true,"impact_bps":4.055341313131313,"ltc":"157.8282828282828282828282828","mid_cost_bps":6.421245374358975,"side":"sell","target_ltc":"157.8282828282828282828282828","vwap":"63.33430535744000000000000000"}],"spread_bps":4.733727810650888},"raw_file":"1791143101-kraken.json","request_at":1791143101.3710115,"response_at":1791143101.5761595,"sequence":null,"sha256":"5c0dc24931f0804abfda7f012fde620946fa07e1df92c51aefa2a11be49b1dbf","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 19:45:01 GMT"},"metrics":{"ask":"63.413","ask_levels":616,"bid":"63.336","bid_levels":244,"depth_1pct_eur":{"buy":"47007.15734232549","sell":"90948.56623545754"},"mid":"63.3745","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.576963714064939365745194203","mid_cost_bps":6.074998619318496,"side":"buy","target_ltc":null,"vwap":"63.41300000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.578880889225716811923708475","mid_cost_bps":6.074998619318496,"side":"sell","target_ltc":"1.578880889225716811923708475","vwap":"63.33600000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.76963714064939365745194203","mid_cost_bps":6.074998619318496,"side":"buy","target_ltc":null,"vwap":"63.41300000000000000000000000"},{"budget_eur":1000,"eur":"999.9186501466541998231653401","filled_fraction":1.0,"full":true,"impact_bps":0.8134985334580017,"ltc":"15.78880889225716811923708475","mid_cost_bps":6.88800295252974,"side":"sell","target_ltc":"15.78880889225716811923708475","vwap":"63.33084762568849040000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.6779133818467855,"ltc":"157.6383933708467900748326113","mid_cost_bps":9.75514633303695,"side":"buy","target_ltc":null,"vwap":"63.43632275212830502035215959"},{"budget_eur":10000,"eur":"9995.302485570798826575723125","filled_fraction":1.0,"full":true,"impact_bps":4.697514429201173,"ltc":"157.8880889225716811923708475","mid_cost_bps":10.769659309152507,"side":"sell","target_ltc":"157.8880889225716811923708475","vwap":"63.30624782261121144800000000"}],"spread_bps":12.149997238636992},"raw_file":"1791143101-coinbase.json","request_at":1791143101.3721638,"response_at":1791143101.4966085,"sequence":10021478430,"sha256":"d0edcce03acf0985c44037b69311d08782e5e69ea303e2681de15646516c1284","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791143101.507,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 19:45:01 GMT"},"metrics":{"ask":"63.43","ask_levels":100,"bid":"63.38","bid_levels":100,"depth_1pct_eur":{"buy":"79839.89464654","sell":"74625.92209465"},"mid":"63.405","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.576541068894844710704713858","mid_cost_bps":3.9429067108272218,"side":"buy","target_ltc":null,"vwap":"63.42999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.577784790154622909435153045","mid_cost_bps":3.9429067108272218,"side":"sell","target_ltc":"1.577784790154622909435153045","vwap":"63.38000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.03970806645237761,"ltc":"15.76534808779949558638083228","mid_cost_bps":3.9826304337997684,"side":"buy","target_ltc":null,"vwap":"63.43025186826550743118376070"},{"budget_eur":1000,"eur":"999.5615398049226885452824234","filled_fraction":1.0,"full":true,"impact_bps":4.384601950773114,"ltc":"15.77784790154622909435153045","mid_cost_bps":8.325779853954735,"side":"sell","target_ltc":"15.77784790154622909435153045","vwap":"63.35221039283600000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.19937287876639,"ltc":"157.5879298416246851385390428","mid_cost_bps":8.143935363144108,"side":"buy","target_ltc":null,"vwap":"63.45663662217001521046371030"},{"budget_eur":10000,"eur":"9985.134490197526033449037550","filled_fraction":1.0,"full":true,"impact_bps":14.865509802473966,"ltc":"157.7784790154622909435153045","mid_cost_bps":18.802555181465184,"side":"sell","target_ltc":"157.7784790154622909435153045","vwap":"63.28578239887192000000000000"}],"spread_bps":7.8858134216544435},"raw_file":"1791143101-okx.json","request_at":1791143101.3725097,"response_at":1791143101.6383317,"sequence":null,"sha256":"ea088bb6d0186d153a79a524cfbfbdbe663e474421001423e87a4ff5592f3de4","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791144001,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 20:00:01 GMT"},"metrics":{"ask":"63.29000","ask_levels":100,"bid":"63.26000","bid_levels":100,"depth_1pct_eur":{"buy":"305973.55736000","sell":"795854.71504000"},"mid":"63.27500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580028440511929214725865066","mid_cost_bps":2.3706045041485577,"side":"buy","target_ltc":null,"vwap":"63.28999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580777742649383496680366740","mid_cost_bps":2.3706045041485577,"side":"sell","target_ltc":"1.580777742649383496680366740","vwap":"63.26000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.80028440511929214725865066","mid_cost_bps":2.3706045041485577,"side":"buy","target_ltc":null,"vwap":"63.28999999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.80777742649383496680366740","mid_cost_bps":2.3706045041485577,"side":"sell","target_ltc":"15.80777742649383496680366740","vwap":"63.26000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.482957621734422,"ltc":"157.9478314908401768793430196","mid_cost_bps":5.854387797385564,"side":"buy","target_ltc":null,"vwap":"63.31204363878795715621213597"},{"budget_eur":10000,"eur":"9998.642872257350616503319630","filled_fraction":1.0,"full":true,"impact_bps":1.3571277426493835,"ltc":"158.0777742649383496680366740","mid_cost_bps":3.7274105254839984,"side":"sell","target_ltc":"158.0777742649383496680366740","vwap":"63.25141480990000000000000000"}],"spread_bps":4.7412090082971154},"raw_file":"1791144001-kraken.json","request_at":1791144001.3716025,"response_at":1791144001.5734346,"sequence":null,"sha256":"45d5a79a22a79f14d0e63e899c412b47a723d8441ec626b4148bc02fa76512d5","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 20:00:01 GMT"},"metrics":{"ask":"63.31","ask_levels":627,"bid":"63.238","bid_levels":238,"depth_1pct_eur":{"buy":"50154.51698050963","sell":"86723.41109311915"},"mid":"63.274","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.579529300268519981045648397","mid_cost_bps":5.6895407276290415,"side":"buy","target_ltc":null,"vwap":"63.30999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.581327682722413738574907492","mid_cost_bps":5.6895407276290415,"side":"sell","target_ltc":"1.581327682722413738574907492","vwap":"63.23800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.79529300268519981045648397","mid_cost_bps":5.6895407276290415,"side":"buy","target_ltc":null,"vwap":"63.30999999999999999999999999"},{"budget_eur":1000,"eur":"999.8840618205277586261425090","filled_fraction":1.0,"full":true,"impact_bps":1.1593817947224136,"ltc":"15.81327682722413738574907492","mid_cost_bps":6.848262887357461,"side":"sell","target_ltc":"15.81327682722413738574907492","vwap":"63.23066830140653440000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.47406768713447,"ltc":"157.8822924205630424491084109","mid_cost_bps":10.166153953795924,"side":"buy","target_ltc":null,"vwap":"63.33832532252724832957539456"},{"budget_eur":10000,"eur":"9998.236730090529655270565164","filled_fraction":1.0,"full":true,"impact_bps":1.7632699094703448,"ltc":"158.1327682722413738574907492","mid_cost_bps":7.451807417503013,"side":"sell","target_ltc":"158.1327682722413738574907492","vwap":"63.22684943374649143400000000"}],"spread_bps":11.379081455258083},"raw_file":"1791144001-coinbase.json","request_at":1791144001.3726735,"response_at":1791144001.5127313,"sequence":10021490652,"sha256":"acbd400ce7b04da6d3b116f6a0a471310a583fe4c0b803617de3604a9856e904","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791144001.457,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 20:00:01 GMT"},"metrics":{"ask":"63.29","ask_levels":100,"bid":"63.26","bid_levels":100,"depth_1pct_eur":{"buy":"77036.26817504","sell":"79560.59248033"},"mid":"63.275","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580028440511929214725865066","mid_cost_bps":2.3706045041485577,"side":"buy","target_ltc":null,"vwap":"63.28999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580777742649383496680366740","mid_cost_bps":2.3706045041485577,"side":"sell","target_ltc":"1.580777742649383496680366740","vwap":"63.26000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8781287100933844,"ltc":"15.79889705860979462875197472","mid_cost_bps":3.248941383829479,"side":"buy","target_ltc":null,"vwap":"63.29555767660618103034574062"},{"budget_eur":1000,"eur":"999.6529478729402466013278530","filled_fraction":1.0,"full":true,"impact_bps":3.470521270597534,"ltc":"15.80777742649383496680366740","mid_cost_bps":5.84030305141051,"side":"sell","target_ltc":"15.80777742649383496680366740","vwap":"63.23804548244220000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":9.756695261883904,"ltc":"157.8488357524049834410976187","mid_cost_bps":12.129612692605805,"side":"buy","target_ltc":null,"vwap":"63.35175012431246322946968279"},{"budget_eur":10000,"eur":"9988.782671010856781536515963","filled_fraction":1.0,"full":true,"impact_bps":11.217328989143219,"ltc":"158.0777742649383496680366740","mid_cost_bps":13.585274308229158,"side":"sell","target_ltc":"158.0777742649383496680366740","vwap":"63.18903917681468000000000000"}],"spread_bps":4.7412090082971154},"raw_file":"1791144001-okx.json","request_at":1791144001.3729851,"response_at":1791144001.589685,"sequence":null,"sha256":"04b9263de8a28c459167c2a649dc0c5ad981cf7a6a9c3f1fedafad4bfe7dc2a1","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791144902,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 20:15:02 GMT"},"metrics":{"ask":"63.30000","ask_levels":100,"bid":"63.28000","bid_levels":100,"depth_1pct_eur":{"buy":"289420.42993000","sell":"796263.15645000"},"mid":"63.29000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.579778830963665086887835703","mid_cost_bps":1.5800284405119291,"side":"buy","target_ltc":null,"vwap":"63.30000000000000000000000000"},{"budget_eur":100,"eur":"99.98813721871049304677623262","filled_fraction":1.0,"full":true,"impact_bps":1.1862781289506954,"ltc":"1.580278128950695322376738306","mid_cost_bps":2.7661191341444145,"side":"sell","target_ltc":"1.580278128950695322376738306","vwap":"63.27249323200000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.79778830963665086887835703","mid_cost_bps":1.5800284405119291,"side":"buy","target_ltc":null,"vwap":"63.30000000000000000000000000"},{"budget_eur":1000,"eur":"999.7638343742098609355246524","filled_fraction":1.0,"full":true,"impact_bps":2.3616562579013904,"ltc":"15.80278128950695322376738306","mid_cost_bps":3.9413115500079003,"side":"sell","target_ltc":"15.80278128950695322376738306","vwap":"63.26505543920000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6276317604118957,"ltc":"157.9363832306963524396020843","mid_cost_bps":4.208075374215089,"side":"buy","target_ltc":null,"vwap":"63.31663290904340730106763511"},{"budget_eur":10000,"eur":"9996.156305613147914032869785","filled_fraction":1.0,"full":true,"impact_bps":3.843694386852086,"ltc":"158.0278128950695322376738306","mid_cost_bps":5.423115512719229,"side":"sell","target_ltc":"158.0278128950695322376738306","vwap":"63.25567710192000000000000000"}],"spread_bps":3.1600568810238583},"raw_file":"1791144902-kraken.json","request_at":1791144902.097684,"response_at":1791144902.30707,"sequence":null,"sha256":"87daf970970c018997f2000ff26777fd18523daa2ca5e038e6c68d8d8ca2201a","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 20:15:02 GMT"},"metrics":{"ask":"63.319","ask_levels":623,"bid":"63.273","bid_levels":244,"depth_1pct_eur":{"buy":"49279.54361348144","sell":"91380.36887903787"},"mid":"63.296","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.579304790031428165321625420","mid_cost_bps":3.633720930232558,"side":"buy","target_ltc":null,"vwap":"63.31900000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580452957817710555845305264","mid_cost_bps":3.633720930232558,"side":"sell","target_ltc":"1.580452957817710555845305264","vwap":"63.27300000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.03172677800073271,"ltc":"15.79299779422078332280480101","mid_cost_bps":3.665459236859018,"side":"buy","target_ltc":null,"vwap":"63.31920089078562283942706376"},{"budget_eur":1000,"eur":"999.7775178144601036777140325","filled_fraction":1.0,"full":true,"impact_bps":2.224821855398963,"ltc":"15.80452957817710555845305264","mid_cost_bps":5.857734347457321,"side":"sell","target_ltc":"15.80452957817710555845305264","vwap":"63.25892288467433414000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.4517197915016404,"ltc":"157.8759846370653597866060577","mid_cost_bps":7.086694980379367,"side":"buy","target_ltc":null,"vwap":"63.34085594454780923800965718"},{"budget_eur":10000,"eur":"9994.709954551860928832203306","filled_fraction":1.0,"full":true,"impact_bps":5.290045448139071,"ltc":"158.0452957817710555845305264","mid_cost_bps":8.92184412348495,"side":"sell","target_ltc":"158.0452957817710555845305264","vwap":"63.23952829543598965500000000"}],"spread_bps":7.267441860465116},"raw_file":"1791144902-coinbase.json","request_at":1791144902.0987496,"response_at":1791144902.2829401,"sequence":10021527357,"sha256":"209388790c92d74fbe56adc25019dc29ec2e6a734f681d3ebf145695518ef991","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791144902.208,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 20:15:02 GMT"},"metrics":{"ask":"63.3","ask_levels":100,"bid":"63.27","bid_levels":100,"depth_1pct_eur":{"buy":"70072.41542718","sell":"84196.31153292"},"mid":"63.285","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.579778830963665086887835703","mid_cost_bps":2.370229912301493,"side":"buy","target_ltc":null,"vwap":"63.30000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.580527896317370001580527896","mid_cost_bps":2.370229912301493,"side":"sell","target_ltc":"1.580527896317370001580527896","vwap":"63.27000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.5113765671130452,"ltc":"15.79224305841490369434796337","mid_cost_bps":5.882438756391811,"side":"buy","target_ltc":null,"vwap":"63.32222701366982557733173824"},{"budget_eur":1000,"eur":"999.7364292111047889995258414","filled_fraction":1.0,"full":true,"impact_bps":2.63570788895211,"ltc":"15.80527896317370001580527896","mid_cost_bps":5.005313077885755,"side":"sell","target_ltc":"15.80527896317370001580527896","vwap":"63.25332387618660000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.988146572134971,"ltc":"157.7572099987391646966115051","mid_cost_bps":16.361691996778756,"side":"buy","target_ltc":null,"vwap":"63.38854496780161436251207409"},{"budget_eur":10000,"eur":"9989.546780520508929982614191","filled_fraction":1.0,"full":true,"impact_bps":10.45321947949107,"ltc":"158.0527896317370001580527896","mid_cost_bps":12.820971738443548,"side":"sell","target_ltc":"158.0527896317370001580527896","vwap":"63.20386248035326000000000000"}],"spread_bps":4.740459824602986},"raw_file":"1791144902-okx.json","request_at":1791144902.098989,"response_at":1791144902.3328166,"sequence":null,"sha256":"f29849cfb6075bd8497fc4d4977a8a08cc992e48a686b4cd040ba4c937a9a757","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791145801,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 20:30:01 GMT"},"metrics":{"ask":"63.01000","ask_levels":100,"bid":"62.97000","bid_levels":100,"depth_1pct_eur":{"buy":"661451.04879000","sell":"404807.61856000"},"mid":"62.99000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.587049674654816695762577369","mid_cost_bps":3.1751071598666454,"side":"buy","target_ltc":null,"vwap":"63.00999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.588057805304113069715737653","mid_cost_bps":3.1751071598666454,"side":"sell","target_ltc":"1.588057805304113069715737653","vwap":"62.96999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.87049674654816695762577369","mid_cost_bps":3.1751071598666454,"side":"buy","target_ltc":null,"vwap":"63.00999999999999999999999999"},{"budget_eur":1000,"eur":"999.9774084389391773860568526","filled_fraction":1.0,"full":true,"impact_bps":0.22591561060822615,"ltc":"15.88057805304113069715737653","mid_cost_bps":3.400951039847595,"side":"sell","target_ltc":"15.88057805304113069715737653","vwap":"62.96857740940000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.48563618862754604,"ltc":"158.6972605522056490003173596","mid_cost_bps":3.6608975431881516,"side":"buy","target_ltc":null,"vwap":"63.01305999362454216742384859"},{"budget_eur":10000,"eur":"9995.859828778783547721137050","filled_fraction":1.0,"full":true,"impact_bps":4.140171221216452,"ltc":"158.8057805304113069715737653","mid_cost_bps":7.313963832354342,"side":"sell","target_ltc":"158.8057805304113069715737653","vwap":"62.94392934182000000000000000"}],"spread_bps":6.350214319733291},"raw_file":"1791145801-kraken.json","request_at":1791145801.4846432,"response_at":1791145801.6845598,"sequence":null,"sha256":"4eea9b315f36c45e964c528c1529c21578232d1ff9d01c81b128820d70697570","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 20:30:01 GMT"},"metrics":{"ask":"63.023","ask_levels":615,"bid":"62.949","bid_levels":236,"depth_1pct_eur":{"buy":"53379.60132502042","sell":"70642.44290742640"},"mid":"62.986","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.586722307728924360947590562","mid_cost_bps":5.874321277744261,"side":"buy","target_ltc":null,"vwap":"63.02300000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.588587586776596927671607174","mid_cost_bps":5.874321277744261,"side":"sell","target_ltc":"1.588587586776596927671607174","vwap":"62.94900000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.14087504185845104,"ltc":"15.86699955086665397308961665","mid_cost_bps":6.015279074128301,"side":"buy","target_ltc":null,"vwap":"63.02388783677630451604213036"},{"budget_eur":1000,"eur":"999.9968251954022340307232839","filled_fraction":1.0,"full":true,"impact_bps":0.03174804597765969,"ltc":"15.88587586776596927671607174","mid_cost_bps":5.906050673899719,"side":"sell","target_ltc":"15.88587586776596927671607174","vwap":"62.94880014922537523000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.867158290085325,"ltc":"158.5633428154805392304402237","mid_cost_bps":12.745513557235695,"side":"buy","target_ltc":null,"vwap":"63.06627889169160474774806476"},{"budget_eur":10000,"eur":"9996.654093166633606729257017","filled_fraction":1.0,"full":true,"impact_bps":3.345906833366393,"ltc":"158.8587586776596927671607174","mid_cost_bps":9.218262617940194,"side":"sell","target_ltc":"158.8587586776596927671607174","vwap":"62.92793785107464189100000000"}],"spread_bps":11.748642555488521},"raw_file":"1791145801-coinbase.json","request_at":1791145801.4857435,"response_at":1791145801.6238544,"sequence":10021549437,"sha256":"269b329404b959695e3eeea76e2d341d5840e5453c4a143d741cdfe3e06c0494","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791145801.658,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 20:30:01 GMT"},"metrics":{"ask":"63.01","ask_levels":100,"bid":"62.98","bid_levels":100,"depth_1pct_eur":{"buy":"76776.63853602","sell":"73536.03399309"},"mid":"62.995","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.587049674654816695762577369","mid_cost_bps":2.381141360425431,"side":"buy","target_ltc":null,"vwap":"63.00999999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.587805652588123213718640838","mid_cost_bps":2.381141360425431,"side":"sell","target_ltc":"1.587805652588123213718640838","vwap":"62.98000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.645692687264642,"ltc":"15.86629901142131979695431472","mid_cost_bps":5.027464024518535,"side":"buy","target_ltc":null,"vwap":"63.02667050962245451017482857"},{"budget_eur":1000,"eur":"999.5992499337059383931406794","filled_fraction":1.0,"full":true,"impact_bps":4.0075006629406165,"ltc":"15.87805652588123213718640838","mid_cost_bps":6.387687780808001,"side":"sell","target_ltc":"15.87805652588123213718640838","vwap":"62.95476076082480000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.966051679795995,"ltc":"158.5786428990171211160431198","mid_cost_bps":10.349089869734831,"side":"buy","target_ltc":null,"vwap":"63.06019409163439456569400282"},{"budget_eur":10000,"eur":"9986.852420418942521435376308","filled_fraction":1.0,"full":true,"impact_bps":13.147579581057478,"ltc":"158.7805652588123213718640838","mid_cost_bps":15.525590316929915,"side":"sell","target_ltc":"158.7805652588123213718640838","vwap":"62.89719654379850000000000000"}],"spread_bps":4.762282720850862},"raw_file":"1791145801-okx.json","request_at":1791145801.485986,"response_at":1791145801.786795,"sequence":null,"sha256":"48ab16771ec5e73dd1505a3c89d9d5887088eb56745a18ce5e311b6c92ec3f79","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791146702,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 20:45:02 GMT"},"metrics":{"ask":"62.97000","ask_levels":100,"bid":"62.93000","bid_levels":100,"depth_1pct_eur":{"buy":"303152.30424000","sell":"432224.42899000"},"mid":"62.95000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.588057805304113069715737653","mid_cost_bps":3.177124702144559,"side":"buy","target_ltc":null,"vwap":"62.96999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.589067217543302081678054982","mid_cost_bps":3.177124702144559,"side":"sell","target_ltc":"1.589067217543302081678054982","vwap":"62.92999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.88057805304113069715737653","mid_cost_bps":3.177124702144559,"side":"buy","target_ltc":null,"vwap":"62.96999999999999999999999999"},{"budget_eur":1000,"eur":"999.9644665564913395836643892","filled_fraction":1.0,"full":true,"impact_bps":0.3553344350866042,"ltc":"15.89067217543302081678054982","mid_cost_bps":3.5323462430500396,"side":"sell","target_ltc":"15.89067217543302081678054982","vwap":"62.92776388040000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.8435974366737056,"ltc":"158.7606353968253968253968254","mid_cost_bps":6.021625585184166,"side":"buy","target_ltc":null,"vwap":"62.98790613305873432383362097"},{"budget_eur":10000,"eur":"9996.019708347370093754965837","filled_fraction":1.0,"full":true,"impact_bps":3.9802916526299064,"ltc":"158.9067217543302081678054982","mid_cost_bps":7.156151766481335,"side":"sell","target_ltc":"158.9067217543302081678054982","vwap":"62.90495202463000000000000000"}],"spread_bps":6.354249404289118},"raw_file":"1791146702-kraken.json","request_at":1791146702.1209984,"response_at":1791146702.3194313,"sequence":null,"sha256":"450a7c8fae97b5de2665a8dedc5967875bf370a41faf74df98f6b9a67af8f68a","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 20:45:02 GMT"},"metrics":{"ask":"63","ask_levels":577,"bid":"62.915","bid_levels":237,"depth_1pct_eur":{"buy":"53059.24568447017","sell":"92120.09660946421"},"mid":"62.9575","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.587301587301587301587301587","mid_cost_bps":6.750585712583886,"side":"buy","target_ltc":null,"vwap":"63.00000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.589446078041802431852499404","mid_cost_bps":6.750585712583886,"side":"sell","target_ltc":"1.589446078041802431852499404","vwap":"62.91500000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.1409329697126235,"ltc":"15.87279217304201520610783956","mid_cost_bps":6.891613820305687,"side":"buy","target_ltc":null,"vwap":"63.00088787770918952803963973"},{"budget_eur":1000,"eur":"999.9836990630191639513629500","filled_fraction":1.0,"full":true,"impact_bps":0.16300936980836048,"ltc":"15.89446078041802431852499404","mid_cost_bps":6.913485041519962,"side":"sell","target_ltc":"15.89446078041802431852499404","vwap":"62.91397442654985070000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":11.67216922076781,"ltc":"158.5451022039538824572795084","mid_cost_bps":18.430634331229353,"side":"buy","target_ltc":null,"vwap":"63.07353466609083719626333877"},{"budget_eur":10000,"eur":"9996.318433361915168083922753","filled_fraction":1.0,"full":true,"impact_bps":3.6815666380848318,"ltc":"158.9446078041802431852499404","mid_cost_bps":10.42966707755402,"side":"sell","target_ltc":"158.9446078041802431852499404","vwap":"62.89183742349648928000000000"}],"spread_bps":13.501171425167772},"raw_file":"1791146702-coinbase.json","request_at":1791146702.1221654,"response_at":1791146702.2848506,"sequence":10021580726,"sha256":"b062caf9ffd858b190bd138845e296ea9e97ad916c7e877f75405defc10bf95a","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791146702.208,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 20:45:02 GMT"},"metrics":{"ask":"62.97","ask_levels":100,"bid":"62.94","bid_levels":100,"depth_1pct_eur":{"buy":"74702.85163236","sell":"68507.36163213"},"mid":"62.955","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.588057805304113069715737653","mid_cost_bps":2.382654276864427,"side":"buy","target_ltc":null,"vwap":"62.96999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.588814744200826183666984430","mid_cost_bps":2.382654276864427,"side":"sell","target_ltc":"1.588814744200826183666984430","vwap":"62.93999999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.529980923795135,"ltc":"15.87497421742580542770988732","mid_cost_bps":5.913476273074095,"side":"buy","target_ltc":null,"vwap":"62.99222828987713796490571027"},{"budget_eur":1000,"eur":"999.7350299967397521448999049","filled_fraction":1.0,"full":true,"impact_bps":2.6497000326024787,"ltc":"15.88814744200826183666984430","mid_cost_bps":5.031722977555397,"side":"sell","target_ltc":"15.88814744200826183666984430","vwap":"62.92332278799480000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.745013050862108,"ltc":"158.5878013904294089684677547","mid_cost_bps":16.130942289139654,"side":"buy","target_ltc":null,"vwap":"63.05655234718127868801690000"},{"budget_eur":10000,"eur":"9989.811230917991738163330158","filled_fraction":1.0,"full":true,"impact_bps":10.188769082008262,"ltc":"158.8814744200826183666984430","mid_cost_bps":12.568995727449765,"side":"sell","target_ltc":"158.8814744200826183666984430","vwap":"62.87587188739784000000000000"}],"spread_bps":4.765308553728854},"raw_file":"1791146702-okx.json","request_at":1791146702.1224144,"response_at":1791146702.3407736,"sequence":null,"sha256":"4146f1b414ac11452a88943994566747c551c6efeb59a381cc2d7da8e522762e","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791147601,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 21:00:01 GMT"},"metrics":{"ask":"62.89000","ask_levels":100,"bid":"62.87000","bid_levels":100,"depth_1pct_eur":{"buy":"281110.22707000","sell":"758620.56116000"},"mid":"62.88000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.590077913817777071076482748","mid_cost_bps":1.5903307888040712,"side":"buy","target_ltc":null,"vwap":"62.88999999999999999999999999"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.590583744234133927151264514","mid_cost_bps":1.5903307888040712,"side":"sell","target_ltc":"1.590583744234133927151264514","vwap":"62.87000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.2601433173580016,"ltc":"15.90036550079491255961844197","mid_cost_bps":1.8505154775547825,"side":"buy","target_ltc":null,"vwap":"62.89163604132286447225383497"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.90583744234133927151264514","mid_cost_bps":1.5903307888040712,"side":"sell","target_ltc":"15.90583744234133927151264514","vwap":"62.87000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.60800898015239,"ltc":"158.9504419195931987923089147","mid_cost_bps":5.198913561733203,"side":"buy","target_ltc":null,"vwap":"62.91269076847617838056597649"},{"budget_eur":10000,"eur":"9997.818992511531732145697470","filled_fraction":1.0,"full":true,"impact_bps":2.1810074884682678,"ltc":"159.0583744234133927151264514","mid_cost_bps":3.770991424936387,"side":"sell","target_ltc":"159.0583744234133927151264514","vwap":"62.85628800592000000000000000"}],"spread_bps":3.1806615776081424},"raw_file":"1791147601-kraken.json","request_at":1791147601.7883778,"response_at":1791147601.9784553,"sequence":null,"sha256":"59621c86c4434de5c2eae982b7d62832b6ef6eff11693ed3d3f4a5452df29c3b","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 21:00:01 GMT"},"metrics":{"ask":"62.908","ask_levels":578,"bid":"62.838","bid_levels":242,"depth_1pct_eur":{"buy":"53188.93235356536","sell":"91293.37915991573"},"mid":"62.873","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.589622941438290837413365550","mid_cost_bps":5.566777472046825,"side":"buy","target_ltc":null,"vwap":"62.90799999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.591393742639803940290906776","mid_cost_bps":5.566777472046825,"side":"sell","target_ltc":"1.591393742639803940290906776","vwap":"62.83800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.2110738287953699,"ltc":"15.89589389366428230805913209","mid_cost_bps":5.777968800945702,"side":"buy","target_ltc":null,"vwap":"62.90932782324218591304408531"},{"budget_eur":1000,"eur":"999.9634554851144078423883636","filled_fraction":1.0,"full":true,"impact_bps":0.36544514885592155,"ltc":"15.91393742639803940290906776","mid_cost_bps":5.932019185720554,"side":"sell","target_ltc":"15.91393742639803940290906776","vwap":"62.83570361577361916000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":8.525565837627123,"ltc":"158.8268852371416338957249778","mid_cost_bps":14.097089302458084,"side":"buy","target_ltc":null,"vwap":"62.96163262957134470956261741"},{"budget_eur":10000,"eur":"9996.740988267279235176167286","filled_fraction":1.0,"full":true,"impact_bps":3.2590117327207646,"ltc":"159.1393742639803940290906776","mid_cost_bps":8.823974985458104,"side":"sell","target_ltc":"159.1393742639803940290906776","vwap":"62.81752102207392925800000000"}],"spread_bps":11.13355494409365},"raw_file":"1791147601-coinbase.json","request_at":1791147601.7895002,"response_at":1791147601.916143,"sequence":10021603187,"sha256":"07928e7a77653becd4e77a4c3aaef328a56d2b6aa4a73c2b9ff8c6bf37df8e5e","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791147601.958,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 21:00:02 GMT"},"metrics":{"ask":"62.9","ask_levels":100,"bid":"62.87","bid_levels":100,"depth_1pct_eur":{"buy":"73498.66991517","sell":"76010.43269448"},"mid":"62.885","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.589825119236883942766295707","mid_cost_bps":2.3853065118867773,"side":"buy","target_ltc":null,"vwap":"62.90000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.590583744234133927151264514","mid_cost_bps":2.3853065118867773,"side":"sell","target_ltc":"1.590583744234133927151264514","vwap":"62.87000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.650448869394242,"ltc":"15.89403855871603368822501192","mid_cost_bps":5.036387594575778,"side":"buy","target_ltc":null,"vwap":"62.91667132338848978029975772"},{"budget_eur":1000,"eur":"999.7542583623063464291394941","filled_fraction":1.0,"full":true,"impact_bps":2.4574163769365356,"ltc":"15.90583744234133927151264514","mid_cost_bps":4.842136719694681,"side":"sell","target_ltc":"15.90583744234133927151264514","vwap":"62.85455022323820000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.377250228011011,"ltc":"158.7701211597398477157360406","mid_cost_bps":15.765747624105789,"side":"buy","target_ltc":null,"vwap":"62.98414290393418925478677344"},{"budget_eur":10000,"eur":"9989.614777221892794655638619","filled_fraction":1.0,"full":true,"impact_bps":10.385222778107206,"ltc":"159.0583744234133927151264514","mid_cost_bps":12.76805209604198,"side":"sell","target_ltc":"159.0583744234133927151264514","vwap":"62.80470810439404000000000000"}],"spread_bps":4.770613023773555},"raw_file":"1791147601-okx.json","request_at":1791147601.7897794,"response_at":1791147602.0872867,"sequence":null,"sha256":"88373971c4602e1f263793d77d4b935ab87add8e0b8cf5c5fc9fbb7a291246d2","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791148501,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 21:15:01 GMT"},"metrics":{"ask":"62.91000","ask_levels":100,"bid":"62.88000","bid_levels":100,"depth_1pct_eur":{"buy":"286862.98915000","sell":"758636.65988000"},"mid":"62.89500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.589572405023048799872834208","mid_cost_bps":2.3849272597185784,"side":"buy","target_ltc":null,"vwap":"62.90999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.590330788804071246819338422","mid_cost_bps":2.3849272597185784,"side":"sell","target_ltc":"1.590330788804071246819338422","vwap":"62.88000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.89572405023048799872834208","mid_cost_bps":2.3849272597185784,"side":"buy","target_ltc":null,"vwap":"62.90999999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.90330788804071246819338422","mid_cost_bps":2.3849272597185784,"side":"sell","target_ltc":"15.90330788804071246819338422","vwap":"62.88000000000000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.4919663853734586,"ltc":"158.9176387609213661636219222","mid_cost_bps":4.877487960948315,"side":"buy","target_ltc":null,"vwap":"62.92567696053038442732499949"},{"budget_eur":10000,"eur":"9997.740857633587786259541982","filled_fraction":1.0,"full":true,"impact_bps":2.2591423664122137,"ltc":"159.0330788804071246819338422","mid_cost_bps":4.643530837109468,"side":"sell","target_ltc":"159.0330788804071246819338422","vwap":"62.86579451280000000000000000"}],"spread_bps":4.769854519437157},"raw_file":"1791148501-kraken.json","request_at":1791148501.6092005,"response_at":1791148501.8019302,"sequence":null,"sha256":"ed35882f9303de8119099c8aa84d87439af858f6517d58410687358ce6db8d31","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 21:15:01 GMT"},"metrics":{"ask":"62.937","ask_levels":576,"bid":"62.871","bid_levels":239,"depth_1pct_eur":{"buy":"51830.13117967744","sell":"90707.98224682878"},"mid":"62.904","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.588890477779366668255557144","mid_cost_bps":5.246089278901183,"side":"buy","target_ltc":null,"vwap":"62.93700000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.590558445070064099505336324","mid_cost_bps":5.246089278901183,"side":"sell","target_ltc":"1.590558445070064099505336324","vwap":"62.87099999999999999999999998"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.4893901434760801,"ltc":"15.88653865238538522637013503","mid_cost_bps":6.736260769743642,"side":"buy","target_ltc":null,"vwap":"62.94637377474599540562275929"},{"budget_eur":1000,"eur":"999.9721827880078980770148402","filled_fraction":1.0,"full":true,"impact_bps":0.27817211992101926,"ltc":"15.90558445070064099505336324","mid_cost_bps":5.524115467244601,"side":"sell","target_ltc":"15.90558445070064099505336324","vwap":"62.86925110406484456000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.668785496075636,"ltc":"158.7831586953637950182452800","mid_cost_bps":11.918373279386245,"side":"buy","target_ltc":null,"vwap":"62.97897133527665122995438508"},{"budget_eur":10000,"eur":"9993.256464902513628222869052","filled_fraction":1.0,"full":true,"impact_bps":6.7435350974863715,"ltc":"159.0558445070064099505336324","mid_cost_bps":11.986086657669873,"side":"sell","target_ltc":"159.0558445070064099505336324","vwap":"62.82860272048859343200000000"}],"spread_bps":10.492178557802365},"raw_file":"1791148501-coinbase.json","request_at":1791148501.6101656,"response_at":1791148501.747889,"sequence":10021629470,"sha256":"36677776870c1f361245c28969b817d2fee78ad96ceda3fcdfbaa68427a040bf","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791148501.851,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 21:15:01 GMT"},"metrics":{"ask":"62.91","ask_levels":100,"bid":"62.88","bid_levels":100,"depth_1pct_eur":{"buy":"81137.02672881","sell":"77446.85652637"},"mid":"62.895","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.589572405023048799872834208","mid_cost_bps":2.3849272597185784,"side":"buy","target_ltc":null,"vwap":"62.90999999999999999999999998"},{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.590330788804071246819338422","mid_cost_bps":2.3849272597185784,"side":"sell","target_ltc":"1.590330788804071246819338422","vwap":"62.88000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.533864659132224,"ltc":"15.89010870087370929308975377","mid_cost_bps":5.919634719866575,"side":"buy","target_ltc":null,"vwap":"62.93223154257060082077222895"},{"budget_eur":1000,"eur":"999.7710308233587786259541982","filled_fraction":1.0,"full":true,"impact_bps":2.2896917664122136,"ltc":"15.90330788804071246819338422","mid_cost_bps":4.674072951299785,"side":"sell","target_ltc":"15.90330788804071246819338422","vwap":"62.86560241817280000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.152813068932428,"ltc":"158.7484416445114213197969543","mid_cost_bps":15.540877178894014,"side":"buy","target_ltc":null,"vwap":"62.99274434701665390257086996"},{"budget_eur":10000,"eur":"9988.072601605547073791348598","filled_fraction":1.0,"full":true,"impact_bps":11.927398394452926,"ltc":"159.0330788804071246819338422","mid_cost_bps":14.30948105641466,"side":"sell","target_ltc":"159.0330788804071246819338422","vwap":"62.80500051889568000000000000"}],"spread_bps":4.769854519437157},"raw_file":"1791148501-okx.json","request_at":1791148501.61038,"response_at":1791148501.9906425,"sequence":null,"sha256":"9616cd7f8293fc9894629114bde51e048d9263ceb983ab2d9cd2f1af394a7174","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791149402,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 21:30:02 GMT"},"metrics":{"ask":"62.65000","ask_levels":100,"bid":"62.64000","bid_levels":100,"depth_1pct_eur":{"buy":"305712.71320000","sell":"462415.89004000"},"mid":"62.64500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596169193934557063048683160","mid_cost_bps":0.7981482959533881,"side":"buy","target_ltc":null,"vwap":"62.65000000000000000000000000"},{"budget_eur":100,"eur":"99.99214575989782886334610469","filled_fraction":1.0,"full":true,"impact_bps":0.7854240102171136,"ltc":"1.596424010217113665389527458","mid_cost_bps":1.5835096176869663,"side":"sell","target_ltc":"1.596424010217113665389527458","vwap":"62.63508010400000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.17844389594342916,"ltc":"15.96140711777848707309288222","mid_cost_bps":0.9766064343659644,"side":"buy","target_ltc":null,"vwap":"62.65111795100808558370679789"},{"budget_eur":1000,"eur":"999.8484675989782886334610469","filled_fraction":1.0,"full":true,"impact_bps":1.5153240102171137,"ltc":"15.96424010217113665389527458","mid_cost_bps":2.3133513608428444,"side":"sell","target_ltc":"15.96424010217113665389527458","vwap":"62.63050801040000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.9977909232681696,"ltc":"159.5690839183152520740268028","mid_cost_bps":3.7961784873932607,"side":"buy","target_ltc":null,"vwap":"62.66878116013427508234330907"},{"budget_eur":10000,"eur":"9996.631197969348659003831415","filled_fraction":1.0,"full":true,"impact_bps":3.368802030651341,"ltc":"159.6424010217113665389527458","mid_cost_bps":4.166681446244712,"side":"sell","target_ltc":"159.6424010217113665389527458","vwap":"62.61889782408000000000000000"}],"spread_bps":1.5962965919067762},"raw_file":"1791149402-kraken.json","request_at":1791149402.1336894,"response_at":1791149402.3326287,"sequence":null,"sha256":"a6b223b5e41e81836c26cbe2c158851df65c2e7165ce333a409380d81721da70","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 21:30:02 GMT"},"metrics":{"ask":"62.698","ask_levels":576,"bid":"62.598","bid_levels":235,"depth_1pct_eur":{"buy":"49311.76204863044","sell":"101153.98336774528"},"mid":"62.648","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.594947207247440109732367859","mid_cost_bps":7.9811007534159115,"side":"buy","target_ltc":null,"vwap":"62.69799999999999999999999999"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.597495127639860698424869804","mid_cost_bps":7.9811007534159115,"side":"sell","target_ltc":"1.597495127639860698424869804","vwap":"62.59800000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.12345595021017092,"ltc":"15.94927516918228360898897909","mid_cost_bps":8.104655235063806,"side":"buy","target_ltc":null,"vwap":"62.69877404411662772962055060"},{"budget_eur":1000,"eur":"999.8364994508368181092047668","filled_fraction":1.0,"full":true,"impact_bps":1.6350054916318189,"ltc":"15.97495127639860698424869804","mid_cost_bps":9.61480133069162,"side":"sell","target_ltc":"15.97495127639860698424869804","vwap":"62.58776519262348314000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.723739623380914,"ltc":"159.4034823219569025928521374","mid_cost_bps":13.709408551058877,"side":"buy","target_ltc":null,"vwap":"62.73388670269067365536467282"},{"budget_eur":10000,"eur":"9995.176447757254891530080832","filled_fraction":1.0,"full":true,"impact_bps":4.823552242745109,"ltc":"159.7495127639860698424869804","mid_cost_bps":12.800803270517148,"side":"sell","target_ltc":"159.7495127639860698424869804","vwap":"62.56780552767086417000000000"}],"spread_bps":15.962201506831823},"raw_file":"1791149402-coinbase.json","request_at":1791149402.1347516,"response_at":1791149402.2873769,"sequence":10021661565,"sha256":"da29895c85869a6b184c28b93f24409c2cb1ea9d761e377bf413fa21bd018132","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791149402.351,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 21:30:02 GMT"},"metrics":{"ask":"62.65","ask_levels":100,"bid":"62.63","bid_levels":100,"depth_1pct_eur":{"buy":"70152.64947117","sell":"79164.95768683"},"mid":"62.64","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596169193934557063048683160","mid_cost_bps":1.5964240102171137,"side":"buy","target_ltc":null,"vwap":"62.65000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596678907871627015807121188","mid_cost_bps":1.5964240102171137,"side":"sell","target_ltc":"1.596678907871627015807121188","vwap":"62.63000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.291592866360313,"ltc":"15.95643972902711323763955343","mid_cost_bps":4.888542354365798,"side":"buy","target_ltc":null,"vwap":"62.67062182930774735966938295"},{"budget_eur":1000,"eur":"999.8799039484256745968385758","filled_fraction":1.0,"full":true,"impact_bps":1.2009605157432541,"ltc":"15.96678907871627015807121188","mid_cost_bps":2.797192801740102,"side":"sell","target_ltc":"15.96678907871627015807121188","vwap":"62.62247838428990000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.862022932930477,"ltc":"159.3959643421429708645120204","mid_cost_bps":15.460659909771621,"side":"buy","target_ltc":null,"vwap":"62.73684557367480943717489462"},{"budget_eur":10000,"eur":"9989.848831201283729841928789","filled_fraction":1.0,"full":true,"impact_bps":10.15116879871627,"ltc":"159.6678907871627015807121188","mid_cost_bps":11.74597225197318,"side":"sell","target_ltc":"159.6678907871627015807121188","vwap":"62.56642322981364000000000000"}],"spread_bps":3.1928480204342273},"raw_file":"1791149402-okx.json","request_at":1791149402.1350863,"response_at":1791149402.4803402,"sequence":null,"sha256":"f24f12fa405a10aeedcf7ef5345a6ffd50d5d73cb86845c1086ce78b41e965a5","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791150302,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 21:45:02 GMT"},"metrics":{"ask":"62.54000","ask_levels":100,"bid":"62.53000","bid_levels":100,"depth_1pct_eur":{"buy":"290721.47215000","sell":"787372.64712000"},"mid":"62.53500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598976654940837863767188999","mid_cost_bps":0.7995522507395858,"side":"buy","target_ltc":null,"vwap":"62.54000000000000000000000000"},{"budget_eur":100,"eur":"99.99352767631536862306093074","filled_fraction":1.0,"full":true,"impact_bps":0.6472323684631377,"ltc":"1.599232368463137693906924676","mid_cost_bps":1.446732869593028,"side":"sell","target_ltc":"1.599232368463137693906924676","vwap":"62.52595285600000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":1.4017490124503122,"ltc":"15.98752549960031974420463629","mid_cost_bps":2.2014133403476857,"side":"buy","target_ltc":null,"vwap":"62.54876653832386425339692301"},{"budget_eur":1000,"eur":"999.8495967631536862306093074","filled_fraction":1.0,"full":true,"impact_bps":1.5040323684631376,"ltc":"15.99232368463137693906924676","mid_cost_bps":2.3034643639561847,"side":"sell","target_ltc":"15.99232368463137693906924676","vwap":"62.52059528560000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2.6203697749798476,"ltc":"159.8557773693463321080389963","mid_cost_bps":3.420131537974569,"side":"buy","target_ltc":null,"vwap":"62.55638779257272396783732258"},{"budget_eur":10000,"eur":"9995.444180526147449224372300","filled_fraction":1.0,"full":true,"impact_bps":4.555819473852551,"ltc":"159.9232368463137693906924676","mid_cost_bps":5.3550074630207085,"side":"sell","target_ltc":"159.9232368463137693906924676","vwap":"62.50151246083000000000000000"}],"spread_bps":1.5991045014791716},"raw_file":"1791150302-kraken.json","request_at":1791150302.2527785,"response_at":1791150302.5666409,"sequence":null,"sha256":"52e7d963d816b1c09d2fba7516ddfa83877e8997f86d6f90e9a603bc43d5355d","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 21:45:02 GMT"},"metrics":{"ask":"62.572","ask_levels":580,"bid":"62.492","bid_levels":238,"depth_1pct_eur":{"buy":"51604.68633196906","sell":"82492.28109049187"},"mid":"62.532","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598158920923096592725180592","mid_cost_bps":6.396724876863046,"side":"buy","target_ltc":null,"vwap":"62.57200000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.600204826217755872751712219","mid_cost_bps":6.396724876863046,"side":"sell","target_ltc":"1.600204826217755872751712219","vwap":"62.49200000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.8594701972386942,"ltc":"15.98021575731208053691275168","mid_cost_bps":7.2567448535409005,"side":"buy","target_ltc":null,"vwap":"62.57737787691816195755380196"},{"budget_eur":1000,"eur":"999.9876017842978224412724828","filled_fraction":1.0,"full":true,"impact_bps":0.12398215702177559,"ltc":"16.00204826217755872751712219","mid_cost_bps":6.5206277259100105,"side":"sell","target_ltc":"16.00204826217755872751712219","vwap":"62.49122521070433952000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":6.745740686790364,"ltc":"159.7081571109660841114037188","mid_cost_bps":13.146780628379815,"side":"buy","target_ltc":null,"vwap":"62.61420944862538466181652888"},{"budget_eur":10000,"eur":"9995.408051708029075081610445","filled_fraction":1.0,"full":true,"impact_bps":4.591948291970925,"ltc":"160.0204826217755872751712219","mid_cost_bps":10.985735825846719,"side":"sell","target_ltc":"160.0204826217755872751712219","vwap":"62.46330399673381529600000000"}],"spread_bps":12.793449753726092},"raw_file":"1791150302-coinbase.json","request_at":1791150302.2539706,"response_at":1791150302.4158475,"sequence":10021691120,"sha256":"2e0abb74c8e86106caed4ef3bf768f1dd55cec8216f799c73abe5ace289c8fa1","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791150302.401,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 21:45:02 GMT"},"metrics":{"ask":"62.55","ask_levels":100,"bid":"62.53","bid_levels":100,"depth_1pct_eur":{"buy":"79816.77566138","sell":"77961.89285905"},"mid":"62.54","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.598721023181454836131095124","mid_cost_bps":1.598976654940838,"side":"buy","target_ltc":null,"vwap":"62.55000000000000000000000000"},{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.599232368463137693906924676","mid_cost_bps":1.598976654940838,"side":"sell","target_ltc":"1.599232368463137693906924676","vwap":"62.53000000000000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.0224128703450632,"ltc":"15.98237969680511182108626198","mid_cost_bps":4.621872802048029,"side":"buy","target_ltc":null,"vwap":"62.56890519250400837161348745"},{"budget_eur":1000,"eur":"999.8377780394610586918279225","filled_fraction":1.0,"full":true,"impact_bps":1.6222196053894131,"ltc":"15.99232368463137693906924676","mid_cost_bps":3.2209368712024307,"side":"sell","target_ltc":"15.99232368463137693906924676","vwap":"62.51985626080750000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.107082634754946,"ltc":"159.6628309262805169937769268","mid_cost_bps":14.708155081610519,"side":"buy","target_ltc":null,"vwap":"62.63198480188039218250015475"},{"budget_eur":10000,"eur":"9989.082152545368623060930752","filled_fraction":1.0,"full":true,"impact_bps":10.917847454631376,"ltc":"159.9232368463137693906924676","mid_cost_bps":12.515078371251999,"side":"sell","target_ltc":"159.9232368463137693906924676","vwap":"62.46173069986619000000000000"}],"spread_bps":3.197953309881676},"raw_file":"1791150302-okx.json","request_at":1791150302.254243,"response_at":1791150302.5372198,"sequence":null,"sha256":"979788cc81938d3a36544e75f6a60ced49fd94c097b8197f29d9b156dd7c84f0","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791151201,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 22:00:01 GMT"},"metrics":{"ask":"62.50000","ask_levels":100,"bid":"62.49000","bid_levels":100,"depth_1pct_eur":{"buy":"127080.27539000","sell":"256465.86372000"},"mid":"62.49500","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":1.4569791651979376,"ltc":"1.599766917293233082706766917","mid_cost_bps":2.2571597379769757,"side":"buy","target_ltc":null,"vwap":"62.50910611978248711043432079"},{"budget_eur":100,"eur":"99.97440487918066890702512403","filled_fraction":1.0,"full":true,"impact_bps":2.5595120819331094,"ltc":"1.600256040966554648743799008","mid_cost_bps":3.3593713097047764,"side":"sell","target_ltc":"1.600256040966554648743799008","vwap":"62.47400560900000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.9343303056095764,"ltc":"15.99370754716981132075471698","mid_cost_bps":4.734709082336163,"side":"buy","target_ltc":null,"vwap":"62.52458956441005985254814246"},{"budget_eur":1000,"eur":"999.6863587918066890702512403","filled_fraction":1.0,"full":true,"impact_bps":3.136412081933109,"ltc":"16.00256040966554648743799008","mid_cost_bps":3.936225154012321,"side":"sell","target_ltc":"16.00256040966554648743799008","vwap":"62.47040056090000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":19.486906958955466,"ltc":"159.6888158902361199744735163","mid_cost_bps":20.288530041358772,"side":"buy","target_ltc":null,"vwap":"62.62179316849347165508354315"},{"budget_eur":10000,"eur":"9992.610101672267562810049609","filled_fraction":1.0,"full":true,"impact_bps":7.389898327732437,"ltc":"160.0256040966554648743799008","mid_cost_bps":8.189371093687495,"side":"sell","target_ltc":"160.0256040966554648743799008","vwap":"62.44382052535000000000000000"}],"spread_bps":1.6001280102408193},"raw_file":"1791151201-kraken.json","request_at":1791151201.3780766,"response_at":1791151201.5877557,"sequence":null,"sha256":"9d4025a610a52ea3518ef83db64051c52357cf30232c2bdfca5e694e58eff5fd","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 22:00:01 GMT"},"metrics":{"ask":"62.528","ask_levels":576,"bid":"62.486","bid_levels":241,"depth_1pct_eur":{"buy":"51223.68197035825","sell":"75629.14967531583"},"mid":"62.507","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.599283520982599795291709314","mid_cost_bps":3.35962372214312,"side":"buy","target_ltc":null,"vwap":"62.52800000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3e-24,"ltc":"1.600358480299587107512082707","mid_cost_bps":3.35962372214312,"side":"sell","target_ltc":"1.600358480299587107512082707","vwap":"62.48599999999999999999999998"},{"budget_eur":1000,"eur":"999.9999999999999999999999999","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.99283520982599795291709314","mid_cost_bps":3.35962372214312,"side":"buy","target_ltc":null,"vwap":"62.52800000000000000000000000"},{"budget_eur":1000,"eur":"999.5869649476841734148449256","filled_fraction":1.0,"full":true,"impact_bps":4.130350523158266,"ltc":"16.00358480299587107512082707","mid_cost_bps":7.488586602941549,"side":"sell","target_ltc":"16.00358480299587107512082707","vwap":"62.46019109172099326000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":14.901422926219675,"ltc":"159.6903906933624746741540769","mid_cost_bps":18.266052965758455,"side":"buy","target_ltc":null,"vwap":"62.62117561727306638178257763"},{"budget_eur":10000,"eur":"9976.333696101390404890695519","filled_fraction":1.0,"full":true,"impact_bps":23.666303898609595,"ltc":"160.0358480299587107512082707","mid_cost_bps":27.017976633153392,"side":"sell","target_ltc":"160.0358480299587107512082707","vwap":"62.33811873345914808400000000"}],"spread_bps":6.71924744428624},"raw_file":"1791151201-coinbase.json","request_at":1791151201.379085,"response_at":1791151201.612476,"sequence":10021725152,"sha256":"ccdca1b2922a09e520afc21fa5efa952edd283eb5c689b7da75f5a1aa8ed7402","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791151201.551,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 22:00:01 GMT"},"metrics":{"ask":"62.52","ask_levels":100,"bid":"62.49","bid_levels":100,"depth_1pct_eur":{"buy":"63505.72201392","sell":"77043.53538080"},"mid":"62.505","orders":[{"budget_eur":100,"eur":"99.99999999999999999999999998","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.599488163787587971849008317","mid_cost_bps":2.3998080153587713,"side":"buy","target_ltc":null,"vwap":"62.52000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.600256040966554648743799008","mid_cost_bps":2.3998080153587713,"side":"sell","target_ltc":"1.600256040966554648743799008","vwap":"62.48999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.677047411194363,"ltc":"15.98261171108980504953659316","mid_cost_bps":10.0786977705443,"side":"buy","target_ltc":null,"vwap":"62.56799690041478715486719758"},{"budget_eur":1000,"eur":"999.7331917477100336053768604","filled_fraction":1.0,"full":true,"impact_bps":2.668082522899664,"ltc":"16.00256040966554648743799008","mid_cost_bps":5.067250249676026,"side":"sell","target_ltc":"16.00256040966554648743799008","vwap":"62.47332715231440000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":17.343503714168495,"ltc":"159.6718893781110402042118698","mid_cost_bps":19.747473837450034,"side":"buy","target_ltc":null,"vwap":"62.62843158522098142744322995"},{"budget_eur":10000,"eur":"9987.502552117434789566330614","filled_fraction":1.0,"full":true,"impact_bps":12.49744788256521,"ltc":"160.0256040966554648743799008","mid_cost_bps":14.89425675036397,"side":"sell","target_ltc":"160.0256040966554648743799008","vwap":"62.41190344818185000000000000"}],"spread_bps":4.799616030717543},"raw_file":"1791151201-okx.json","request_at":1791151201.3793817,"response_at":1791151201.6855624,"sequence":null,"sha256":"1b6d6afb7c79b16925bfd3b024178b39b451dd59c6e64ce8290f84951aff2da9","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791152101,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 22:15:01 GMT"},"metrics":{"ask":"62.79000","ask_levels":100,"bid":"62.78000","bid_levels":100,"depth_1pct_eur":{"buy":"306851.85866000","sell":"749637.24096000"},"mid":"62.78500","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.592610288262462175505653767","mid_cost_bps":0.7963685593692761,"side":"buy","target_ltc":null,"vwap":"62.78999999999999999999999998"},{"budget_eur":100,"eur":"99.98543272061165976425613253","filled_fraction":1.0,"full":true,"impact_bps":1.4567279388340235,"ltc":"1.592863969417011787193373686","mid_cost_bps":2.2529804889702953,"side":"sell","target_ltc":"1.592863969417011787193373686","vwap":"62.77085466200000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.17808509812533235,"ltc":"15.92581926751592356687898089","mid_cost_bps":0.9744678396319124,"side":"buy","target_ltc":null,"vwap":"62.79111819633112896180835222"},{"budget_eur":1000,"eur":"999.6987172061165976425613253","filled_fraction":1.0,"full":true,"impact_bps":3.0128279388340236,"ltc":"15.92863969417011787193373686","mid_cost_bps":3.808956566058772,"side":"sell","target_ltc":"15.92863969417011787193373686","vwap":"62.76108546620000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":4.136057381177992,"ltc":"159.1951847843386917077829062","mid_cost_bps":4.93275532315308,"side":"buy","target_ltc":null,"vwap":"62.81597030429641661253525672"},{"budget_eur":10000,"eur":"9994.200786183497929276839759","filled_fraction":1.0,"full":true,"impact_bps":5.79921381650207,"ltc":"159.2863969417011787193373686","mid_cost_bps":6.595120544716095,"side":"sell","target_ltc":"159.2863969417011787193373686","vwap":"62.74359253566000000000000000"}],"spread_bps":1.5927371187385522},"raw_file":"1791152101-kraken.json","request_at":1791152101.7423658,"response_at":1791152101.9327083,"sequence":null,"sha256":"088a81e0682523a1250e1a4a6aaac7c14c511308fc21260bb85ae7f942b009f0","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 22:15:01 GMT"},"metrics":{"ask":"62.853","ask_levels":596,"bid":"62.771","bid_levels":268,"depth_1pct_eur":{"buy":"54477.64710473661","sell":"84061.86038910345"},"mid":"62.812","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.591013953192369497080489396","mid_cost_bps":6.527415143603133,"side":"buy","target_ltc":null,"vwap":"62.85300000000000000000000000"},{"budget_eur":100,"eur":"99.99634724589061827914164182","filled_fraction":1.0,"full":true,"impact_bps":0.36527541093817206,"ltc":"1.593092351563620143059693170","mid_cost_bps":6.892452124116411,"side":"sell","target_ltc":"1.593092351563620143059693170","vwap":"62.76870712971800000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"15.91013953192369497080489396","mid_cost_bps":6.527415143603133,"side":"buy","target_ltc":null,"vwap":"62.85300000000000000000000000"},{"budget_eur":1000,"eur":"999.8046400971841845756798519","filled_fraction":1.0,"full":true,"impact_bps":1.9535990281581543,"ltc":"15.93092351563620143059693170","mid_cost_bps":8.479738976573195,"side":"sell","target_ltc":"15.93092351563620143059693170","vwap":"62.75873706354034845000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":5.3079817767715145,"ltc":"159.0169893910484742530197076","mid_cost_bps":11.838861660437814,"side":"buy","target_ltc":null,"vwap":"62.88636225786154200002215177"},{"budget_eur":10000,"eur":"9993.839730659361003170253777","filled_fraction":1.0,"full":true,"impact_bps":6.160269340638997,"ltc":"159.3092351563620143059693170","mid_cost_bps":12.683663420703853,"side":"sell","target_ltc":"159.3092351563620143059693170","vwap":"62.73233137332187495300000000"}],"spread_bps":13.054830287206267},"raw_file":"1791152101-coinbase.json","request_at":1791152101.7438638,"response_at":1791152101.8734064,"sequence":10021797770,"sha256":"509c3e88bae5f888611b7d7ce346ad3e90c47301be152a7a3f42a6723b89fee0","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791152101.852,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 22:15:01 GMT"},"metrics":{"ask":"62.79","ask_levels":100,"bid":"62.76","bid_levels":100,"depth_1pct_eur":{"buy":"68372.42782529","sell":"80602.90450095"},"mid":"62.775","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.592610288262462175505653767","mid_cost_bps":2.3894862604540026,"side":"buy","target_ltc":null,"vwap":"62.78999999999999999999999998"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"1.593371574251115360101975781","mid_cost_bps":2.3894862604540026,"side":"sell","target_ltc":"1.593371574251115360101975781","vwap":"62.75999999999999999999999999"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.896717457823536,"ltc":"15.91989934765314240254574384","mid_cost_bps":6.287134833560173,"side":"buy","target_ltc":null,"vwap":"62.81446748891767398368695185"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":2e-24,"ltc":"15.93371574251115360101975781","mid_cost_bps":2.3894862604540026,"side":"sell","target_ltc":"15.93371574251115360101975781","vwap":"62.75999999999999999999999999"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":15.159484393333681,"ltc":"159.0199627618745035742652899","mid_cost_bps":17.552592991755027,"side":"buy","target_ltc":null,"vwap":"62.88518640250574218736009959"},{"budget_eur":10000,"eur":"9993.090470721739961759082220","filled_fraction":1.0,"full":true,"impact_bps":6.909529278260038,"ltc":"159.3371574251115360101975781","mid_cost_bps":9.29736451618638,"side":"sell","target_ltc":"159.3371574251115360101975781","vwap":"62.71663579424964000000000000"}],"spread_bps":4.778972520908005},"raw_file":"1791152101-okx.json","request_at":1791152101.7442331,"response_at":1791152101.9765983,"sequence":null,"sha256":"032987ed2cc41772b7595c44b5bff249b4e5fd118e8a6382bb8b5bfd35f2ea2d","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]},{"captured_at":1791153002,"venues":[{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json","Date":"Sun, 04 Oct 2026 22:30:02 GMT"},"metrics":{"ask":"62.65000","ask_levels":100,"bid":"62.63000","bid_levels":100,"depth_1pct_eur":{"buy":"292687.42664000","sell":"422951.48506000"},"mid":"62.64000","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.0891139758559811,"ltc":"1.595995371848068943504628152","mid_cost_bps":2.685711854843187,"side":"buy","target_ltc":null,"vwap":"62.65682329905873772199749472"},{"budget_eur":100,"eur":"99.98910321092128372984192879","filled_fraction":1.0,"full":true,"impact_bps":1.089678907871627,"ltc":"1.596678907871627015807121188","mid_cost_bps":2.6859289591315454,"side":"sell","target_ltc":"1.596678907871627015807121188","vwap":"62.62317534100000000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":1.6224837228239797,"ltc":"15.95910260092548268709111217","mid_cost_bps":3.2191667502382235,"side":"buy","target_ltc":null,"vwap":"62.66016486052349223265916184"},{"budget_eur":1000,"eur":"999.8454021092128372984192879","filled_fraction":1.0,"full":true,"impact_bps":1.545978907871627,"ltc":"15.96678907871627015807121188","mid_cost_bps":3.142156114303959,"side":"sell","target_ltc":"15.96678907871627015807121188","vwap":"62.62031753410000000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":3.0353307453177356,"ltc":"159.5684850805808201691399394","mid_cost_bps":4.632239323022927,"side":"buy","target_ltc":null,"vwap":"62.66901634711941561365252810"},{"budget_eur":10000,"eur":"9996.834965460641864920964395","filled_fraction":1.0,"full":true,"impact_bps":3.165034539358135,"ltc":"159.6678907871627015807121188","mid_cost_bps":4.760953275862069,"side":"sell","target_ltc":"159.6678907871627015807121188","vwap":"62.61017738868000000000000000"}],"spread_bps":3.1928480204342273},"raw_file":"1791153002-kraken.json","request_at":1791153002.0761604,"response_at":1791153002.2888107,"sequence":null,"sha256":"a4435f9fb03b09bd2068f76c58fe27d5ddeb730c172cefe1947f8767dffda5e5","status":"ok","url":"https://api.kraken.com/0/public/Depth?pair=LTCEUR&count=100","venue":"kraken"},{"exchange_at":null,"headers":{"Age":null,"Content-Type":"application/json; charset=utf-8","Date":"Sun, 04 Oct 2026 22:30:02 GMT"},"metrics":{"ask":"62.681","ask_levels":605,"bid":"62.631","bid_levels":272,"depth_1pct_eur":{"buy":"50854.75593230319","sell":"94684.80396874341"},"mid":"62.656","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.18331852083439817,"ltc":"1.595350534426647948439793249","mid_cost_bps":4.1734325236916,"side":"buy","target_ltc":null,"vwap":"62.68214905882044209116548996"},{"budget_eur":100,"eur":"99.99632587951334003927767401","filled_fraction":1.0,"full":true,"impact_bps":0.3674120486659961,"ltc":"1.596653414443326787054334116","mid_cost_bps":4.357306307775792,"side":"sell","target_ltc":"1.596653414443326787054334116","vwap":"62.62869886159800000000000000"},{"budget_eur":1000,"eur":"1000.000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.4963001030053051,"ltc":"15.95300605371189279731993300","mid_cost_bps":4.486538986792574,"side":"buy","target_ltc":null,"vwap":"62.68411085867564755278693468"},{"budget_eur":1000,"eur":"999.6805169194625686960131566","filled_fraction":1.0,"full":true,"impact_bps":3.194830805374313,"ltc":"15.96653414443326787054334116","mid_cost_bps":7.183596912847909,"side":"sell","target_ltc":"15.96653414443326787054334116","vwap":"62.61099045518286014000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":7.942369171791905,"ltc":"159.4113676224828300533822006","mid_cost_bps":11.935579067560782,"side":"buy","target_ltc":null,"vwap":"62.73078356420570884061885240"},{"budget_eur":10000,"eur":"9991.399560518133714454503363","filled_fraction":1.0,"full":true,"impact_bps":8.600439481866285,"ltc":"159.6653414443326787054334116","mid_cost_bps":12.587048729391716,"side":"sell","target_ltc":"159.6653414443326787054334116","vwap":"62.57713458748112326700000000"}],"spread_bps":7.980081716036772},"raw_file":"1791153002-coinbase.json","request_at":1791153002.0772696,"response_at":1791153002.271834,"sequence":10021849105,"sha256":"4a76237d17bf438e0930ffcc57e872ee45936022b47765bbd333b4258ec91953","status":"ok","url":"https://api.exchange.coinbase.com/products/LTC-EUR/book?level=2","venue":"coinbase"},{"exchange_at":1791153002.202,"headers":{"Age":null,"Content-Type":"application/json;charset=UTF-8","Date":"Sun, 04 Oct 2026 22:30:02 GMT"},"metrics":{"ask":"62.66","ask_levels":100,"bid":"62.63","bid_levels":100,"depth_1pct_eur":{"buy":"77830.75302336","sell":"61278.63202494"},"mid":"62.645","orders":[{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.595914458984998404085541015","mid_cost_bps":2.3944448878601645,"side":"buy","target_ltc":null,"vwap":"62.66000000000000000000000000"},{"budget_eur":100,"eur":"100.0000000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":0.0,"ltc":"1.596678907871627015807121188","mid_cost_bps":2.3944448878601645,"side":"sell","target_ltc":"1.596678907871627015807121188","vwap":"62.63000000000000000000000000"},{"budget_eur":1000,"eur":"999.9999999999999999999999997","filled_fraction":1.0,"full":true,"impact_bps":6.20646950666647,"ltc":"15.94924573911656833040982299","mid_cost_bps":8.602400499444824,"side":"buy","target_ltc":null,"vwap":"62.69888973792877210020521201"},{"budget_eur":1000,"eur":"999.7336945276385118952578637","filled_fraction":1.0,"full":true,"impact_bps":2.663054723614881,"ltc":"15.96678907871627015807121188","mid_cost_bps":5.05686195769814,"side":"sell","target_ltc":"15.96678907871627015807121188","vwap":"62.61332128826600000000000000"},{"budget_eur":10000,"eur":"10000.00000000000000000000000","filled_fraction":1.0,"full":true,"impact_bps":13.750293004064652,"ltc":"159.3723043103997451823538780","mid_cost_bps":16.14803032380383,"side":"buy","target_ltc":null,"vwap":"62.74615933596346910405188330"},{"budget_eur":10000,"eur":"9988.727567215540475810314546","filled_fraction":1.0,"full":true,"impact_bps":11.272432784459523,"ltc":"159.6678907871627015807121188","mid_cost_bps":13.664178550414238,"side":"sell","target_ltc":"159.6678907871627015807121188","vwap":"62.55940075347093000000000000"}],"spread_bps":4.788889775720329},"raw_file":"1791153002-okx.json","request_at":1791153002.0778294,"response_at":1791153002.325374,"sequence":null,"sha256":"d7055e23be92ab1573862e5c735b9ace1e419bf7764127d44f225c6dc41f83f4","status":"ok","url":"https://eea.okx.com/api/v5/market/books?instId=LTC-EUR&sz=100","venue":"okx"}]}],"protocol":"lw-ltceur-depth-2026-09-30-v1","schema":1}
